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~accessRights:"free"
~language:"eng"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Case study"
~type_genre:"Graue Literatur"
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Caporale, Guglielmo Maria
80
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35
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29
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27
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23
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19
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17
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16
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16
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15
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14
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13
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12
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11
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2
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2
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International Center for Financial Asset Management and Engineering
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ECONIS (ZBW)
5,137
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1
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:
2
Air temperature and sovereign bond returns
Kizys, Renatas
;
Rouatbi, Wael
;
Umar, Zaghum
;
Zaremba, Adam
- In:
Financial markets, institutions & instruments
33
(
2024
)
2
,
pp. 179-209
Persistent link: https://www.econbiz.de/10014532260
Saved in:
3
Are carbon emissions associated with stock returns?
Aswani, Jitendra
;
Raghunandan, Aneesh
;
Rajgopal, Shivaram
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 75-106
Persistent link: https://www.econbiz.de/10014527103
Saved in:
4
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
5
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
6
Beyond carry: the prospective interest rate differential and currency excess returns
Dong, Mengmeng
;
Goto, Shingo
;
Hou, Kewei
;
Yan, Xu
; …
-
2024
Persistent link: https://www.econbiz.de/10014475701
Saved in:
7
Bilateral Lucas paradox
Morito, Yasumasa
;
Ueda, Kenichi
-
2024
Persistent link: https://www.econbiz.de/10014506766
Saved in:
8
Bond indices maturities and changing macroeconomic conditions : evidence from South Africa
Moodley, Fabian
- In:
Journal of Economics and Financial Analysis
8
(
2024
)
1
,
pp. 57-73
Persistent link: https://www.econbiz.de/10014486924
Saved in:
9
Brazilian stock market performance and investor sentiment on Twitter
Souza, Dyliane Mouri Silva de
;
Martins, Orleans Silva
- In:
REGE revista de gestão
31
(
2024
)
1
,
pp. 18-33
Persistent link: https://www.econbiz.de/10014528506
Saved in:
10
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
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