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subject:"Prognoseverfahren"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Cointegration"
~subject:"Impact assessment"
~subject:"Monetary policy"
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Prognoseverfahren
Cointegration
Impact assessment
Monetary policy
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
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Share price
86
Aktienmarkt
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Stock market
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Theorie
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Welt
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Exchange rate
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Wechselkurs
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Portfolio selection
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Portfolio-Management
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Time series analysis
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Zeitreihenanalyse
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Kointegration
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Spillover effect
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Spillover-Effekt
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VAR model
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VAR-Modell
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Geldpolitik
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Anlageverhalten
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Behavioural finance
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CAPM
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China
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Gupta, Rangan
8
Dai, Zhifeng
4
Beckmann, Joscha
3
Hau, Liya
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Zhu, Huiming
3
Balcilar, Mehmet
2
Belke, Ansgar
2
Kamada, Koichiro
2
Pérez Rodríguez, Jorge V.
2
Salisu, Afees A.
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Wohar, Mark E.
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Adediran, Idris A.
1
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1
Ahmad, Nasir
1
Al-Shboul, Mohammad
1
Alemany, Nuria
1
Andrada Félix, Julián
1
Anjum, Hassan
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Anwar, Sajid
1
Aragó, Vicent
1
Asai, Manabu
1
Aworinde, Olalekan Bashir
1
Bai, Ye
1
Bec, Frédérique
1
Bellos, Sotirios K.
1
Ben Omrane, Walid
1
Bernhardsen, Tom
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Bordon, Ingo G.
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Brugal, Ivan
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1
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1
Castillo B., Paul
1
Cepni, Oguzhan
1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
387
NBER working paper series
348
NBER Working Paper
322
Discussion paper series / IZA
314
Applied economics
307
Discussion paper / Centre for Economic Policy Research
284
Economic modelling
272
CESifo working papers
251
Applied economics letters
216
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
169
Working paper
153
International journal of forecasting
152
Energy economics
147
Economics letters
136
International review of economics & finance : IREF
134
IZA Discussion Paper
133
Finance research letters
132
Journal of international money and finance
119
Journal of banking & finance
116
Discussion paper
115
Journal of forecasting
109
International journal of economics and financial issues : IJEFI
102
International Journal of Energy Economics and Policy : IJEEP
100
The empirical economics letters : a monthly international journal of economics
98
Discussion papers / CEPR
97
Journal of econometrics
95
Journal of macroeconomics
95
International journal of economics and finance
94
Working paper series / European Central Bank
92
International review of financial analysis
84
Discussion papers / Deutsches Institut für Wirtschaftsforschung
83
Journal of empirical finance
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
ZEW discussion papers
73
Cogent economics & finance
71
Finance and economics discussion series
71
Journal of applied econometrics
70
Journal of financial economics
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
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ECONIS (ZBW)
112
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1
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
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2
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
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3
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
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4
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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5
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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6
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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7
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
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8
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
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9
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
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10
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
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