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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International journal of forecasting"
~subject:"Capital income"
~subject:"Forecasting model"
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Schock
Volatilität
Capital income
Forecasting model
Estimation
420
Schätzung
420
Prognoseverfahren
173
Theorie
153
Theory
153
Time series analysis
98
Zeitreihenanalyse
98
Volatility
90
Kapitaleinkommen
73
Exchange rate
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241
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Gupta, Rangan
6
Koopman, Siem Jan
5
Athanasopoulos, George
3
Huber, Florian
3
Kanas, Angelos
3
McMillan, David G.
3
Asai, Manabu
2
Blasques, Francisco
2
Bräuning, Falk
2
Chen, Cathy W. S.
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Franses, Philip Hans
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Gerlach, Richard
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2
González-Rivera, Gloria
2
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2
Hammoudeh, Shawkat
2
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2
Hou, Chenghan
2
Hyndman, Rob J.
2
Jareño, Francisco
2
Kapetanios, George
2
Klein, Tony
2
Lahiri, Kajal
2
Lucas, André
2
Ma, Feng
2
Marcellino, Massimiliano
2
McAleer, Michael
2
Mumtaz, Haroon
2
Proietti, Tommaso
2
Rapach, David E.
2
Salisu, Afees A.
2
Subramaniam, Sowmya
2
Swanson, Norman R.
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Tiwari, Aviral Kumar
2
Vahid, Farshid
2
Wei, Yu
2
Witt, Stephen F.
2
Wohar, Mark E.
2
Zhang, Yaojie
2
Zhao, Yongchen
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International journal of finance & economics : IJFE
International journal of forecasting
Applied economics
293
Working paper / National Bureau of Economic Research, Inc.
273
NBER working paper series
264
Economic modelling
247
Finance research letters
240
NBER Working Paper
233
Journal of banking & finance
209
International review of economics & finance : IREF
203
International review of financial analysis
200
Energy economics
198
Applied economics letters
196
Discussion paper / Centre for Economic Policy Research
192
Working paper
180
Journal of empirical finance
174
CESifo working papers
170
The North American journal of economics and finance : a journal of financial economics studies
170
Journal of international money and finance
162
Applied financial economics
158
Economics letters
156
Journal of econometrics
156
Journal of financial economics
147
Journal of international financial markets, institutions & money
128
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
Discussion papers / CEPR
121
Journal of forecasting
117
Research in international business and finance
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
107
The European journal of finance
105
Journal of economic dynamics & control
90
Discussion paper
89
Discussion paper / Tinbergen Institute
89
Journal of risk and financial management : JRFM
86
Pacific-Basin finance journal
85
Discussion paper series / IZA
83
Journal of macroeconomics
80
Review of quantitative finance and accounting
80
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
80
The journal of futures markets
79
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ECONIS (ZBW)
241
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1
Monetary policy shock and impact asymmetry in bank lending channel : evidence from the UK housing sector
Chowdhury, Rosen Azad
;
Jahan, Dilshad
;
Mishra, Tapas
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 511-530
Persistent link: https://www.econbiz.de/10014469029
Saved in:
2
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
3
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
4
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
5
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
6
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
7
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
8
Matched trade at the firm level and the micro origins of international business-cycle comovement
Friberg, Richard
;
Sanctuary, Mark
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2997-3009
Persistent link: https://www.econbiz.de/10013329845
Saved in:
9
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
10
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
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