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type:"article"
~isPartOf:"Journal of empirical finance"
~subject:"Forward premium anomaly"
~subject:"Risikoprämie"
~subject:"Theorie"
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Forward premium anomaly
Risikoprämie
Theorie
Regression analysis
31
Regressionsanalyse
31
Capital income
16
Kapitaleinkommen
16
Estimation
12
Schätzung
12
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Risk premium
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Baillie, Richard
2
Wang, Yudong
2
Al Zaman, Ashraf
1
Blake, David
1
Caporin, Massimiliano
1
Castro, Carlos
1
Cho, Dooyeon
1
Diao, Xundi
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1
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1
Stefanov, Denitsa
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Sy, Oumar
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Timmermann, Allan
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Journal of empirical finance
Journal of econometrics
115
Econometric theory
64
Economics letters
51
International journal of forecasting
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Econometric reviews
38
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
38
Journal of forecasting
30
European journal of operational research : EJOR
27
Applied economics
24
Applied economics letters
24
The econometrics journal
23
Statistical papers
21
Economic modelling
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Journal of applied econometrics
20
Journal of the American Statistical Association : JASA
17
Insurance / Mathematics & economics
15
Oxford bulletin of economics and statistics
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computational economics
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Energy economics
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International journal of production research
12
Risks : open access journal
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The review of economics and statistics
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Journal of business research : JBR
11
International journal of economics and finance
10
International review of financial analysis
10
Journal of banking & finance
10
Journal of economic dynamics & control
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Metrika : international journal for theoretical and applied statistics
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The North American journal of economics and finance : a journal of financial economics studies
10
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
9
Finance research letters
9
Journal of international financial markets, institutions & money
9
Journal of international money and finance
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Journal of quantitative economics : official journal of the Indian Econometric Society
9
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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1
A corporate credit rating model with autoregressive errors
Hirk, Rainer
;
Vana, Laura
;
Hornik, Kurt
- In:
Journal of empirical finance
69
(
2022
),
pp. 224-240
Persistent link: https://www.econbiz.de/10013478530
Saved in:
2
Testing predictability of stock returns under possible bubbles
Yang, Bingduo
;
Long, Wei
;
Yang, Zihui
- In:
Journal of empirical finance
68
(
2022
),
pp. 246-260
Persistent link: https://www.econbiz.de/10013464495
Saved in:
3
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan
;
Pettenuzzo, Davide
;
Wang, Yudong
- In:
Journal of empirical finance
55
(
2020
),
pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
Saved in:
4
Is the presidential premium spurious?
Sy, Oumar
;
Al Zaman, Ashraf
- In:
Journal of empirical finance
56
(
2020
),
pp. 94-104
Persistent link: https://www.econbiz.de/10012430413
Saved in:
5
The bank-sovereign nexus : evidence from a non-bailout episode
Caporin, Massimiliano
;
Natvik, Gisle J.
;
Ravazzolo, …
- In:
Journal of empirical finance
53
(
2019
),
pp. 181-196
Persistent link: https://www.econbiz.de/10012171688
Saved in:
6
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
7
The evolving beta-liquidity relationship of hedge funds
Siegmann, Adriaan Hendrik
;
Stefanov, Denitsa
- In:
Journal of empirical finance
44
(
2017
),
pp. 286-303
Persistent link: https://www.econbiz.de/10011818033
Saved in:
8
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
9
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
29
(
2014
),
pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
Saved in:
10
Measuring and testing for the systemically important financial institutions
Castro, Carlos
;
Ferrari, Stijn
- In:
Journal of empirical finance
25
(
2014
),
pp. 1-14
Persistent link: https://www.econbiz.de/10010462114
Saved in:
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