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subject:"Prognoseverfahren"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Impact assessment"
~subject:"Monetary policy"
~subject:"VAR-Modell"
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Prognoseverfahren
Impact assessment
Monetary policy
VAR-Modell
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
86
Share price
86
Aktienmarkt
61
Stock market
61
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USA
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37
Wechselkurs
37
Portfolio selection
34
Portfolio-Management
34
Time series analysis
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Zeitreihenanalyse
34
Cointegration
33
Kointegration
33
Spillover effect
33
Spillover-Effekt
33
VAR model
29
Geldpolitik
28
Anlageverhalten
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Behavioural finance
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CAPM
25
China
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Gupta, Rangan
8
Dai, Zhifeng
4
Nonejad, Nima
3
Pierdzioch, Christian
3
Balcilar, Mehmet
2
Belke, Ansgar
2
Hau, Liya
2
Kamada, Koichiro
2
Motegi, Kaiji
2
Salisu, Afees A.
2
Wohar, Mark E.
2
Zeng, Zheng
2
Zhu, Huiming
2
Adediran, Idris A.
1
Ahelegbey, Daniel Felix
1
Ahmad, Nasir
1
Alemany, Nuria
1
Anjum, Hassan
1
Aragó, Vicent
1
Asai, Manabu
1
Bai, Ye
1
Balke, Nathan S.
1
Bec, Frédérique
1
Beckmann, Joscha
1
Bellos, Sotirios K.
1
Ben Omrane, Walid
1
Bernhardsen, Tom
1
Bordon, Ingo G.
1
Brugal, Ivan
1
Cakan, Esin
1
Calmès, Christian
1
Camilleri, Silvio John
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1
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1
Castillo B., Paul
1
Cepni, Oguzhan
1
Chang, Carolyn C. W.
1
Chang, Chia-Lin
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.
394
NBER working paper series
355
NBER Working Paper
329
Discussion paper series / IZA
314
Discussion paper / Centre for Economic Policy Research
293
Applied economics
231
CESifo working papers
227
Economic modelling
210
Working paper
167
International journal of forecasting
151
Economics letters
147
Applied economics letters
139
IZA Discussion Paper
136
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
127
Finance research letters
125
Discussion paper
122
Energy economics
120
Journal of international money and finance
117
Discussion papers / CEPR
116
Journal of banking & finance
111
Journal of forecasting
110
International review of economics & finance : IREF
108
Working paper series / European Central Bank
105
Journal of macroeconomics
99
Journal of econometrics
91
International review of financial analysis
85
Journal of empirical finance
80
Journal of economic dynamics & control
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Discussion papers / Deutsches Institut für Wirtschaftsforschung
74
Finance and economics discussion series
72
CAMA working paper series
71
Macroeconomic dynamics
69
ZEW discussion papers
69
Journal of applied econometrics
68
Journal of financial economics
68
Kiel working paper
68
Journal of monetary economics
67
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
105
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1
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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2
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
Saved in:
3
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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4
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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5
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
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6
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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7
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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8
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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9
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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10
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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