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~isPartOf:"Journal of empirical finance"
~subject:"Capital income"
~subject:"Forecasting model"
~subject:"Großbritannien"
~subject:"Impact assessment"
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Capital income
Forecasting model
Großbritannien
Impact assessment
USA
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Kapitaleinkommen
44
Theorie
42
Theory
42
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Nelson, Charles R.
4
Granger, C. W. J.
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Kim, Chang-Jin
2
Kim, Chang-jin
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1
Ammann, Manuel
1
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Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
1,255
Technological forecasting & social change : an international journal
488
NBER working paper series
430
Discussion paper / Centre for Economic Policy Research
320
Discussion paper series / IZA
297
The journal of finance : the journal of the American Finance Association
283
The review of financial studies
270
Management science : journal of the Institute for Operations Research and the Management Sciences
250
Working paper
164
The American economic review
161
NBER Working Paper
149
Journal of financial and quantitative analysis : JFQA
138
Applied economics
137
Applied financial economics
129
International journal of forecasting
126
CESifo working papers
120
Journal of banking & finance
118
Journal of financial economics
111
Economics letters
108
Finance and economics discussion series
108
The journal of real estate finance and economics
107
Journal of international money and finance
106
The review of economics and statistics
104
Journal of money, credit and banking : JMCB
99
American economic journal : a journal of the American Economic Association
95
Working paper series / European Central Bank
89
The journal of futures markets
84
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
81
Journal of forecasting
79
Discussion paper
77
International review of economics & finance : IREF
77
Journal of economics & business
75
Economic modelling
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
SpringerLink / Bücher
70
International review of financial analysis
68
Journal of economics and finance
68
Review of quantitative finance and accounting
67
The North American journal of economics and finance : a journal of financial economics studies
66
Applied economics letters
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ECONIS (ZBW)
63
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1
Detecting jumps amidst prevalent zero returns : evidence from the U.S. Treasury securities
Han, Seung-Oh
;
Huh, Sahn-Wook
;
Park, Jeayoung
- In:
Journal of empirical finance
70
(
2023
),
pp. 276-307
Persistent link: https://www.econbiz.de/10014423707
Saved in:
2
Coskewness and reversal of momentum returns : the US and international evidence
Dong, Liang
;
Dai, Yiqing
;
Haque, Tariq
;
Kot, Hung Wan
; …
- In:
Journal of empirical finance
69
(
2022
),
pp. 241-264
Persistent link: https://www.econbiz.de/10013478531
Saved in:
3
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Saved in:
4
Dispersion of beliefs, ambiguity, and the cross-section of stock returns
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Kim, Tong Suk
- In:
Journal of empirical finance
50
(
2019
),
pp. 43-56
Persistent link: https://www.econbiz.de/10012169918
Saved in:
5
Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
Cai, Biqing
;
Cheng, Tingting
;
Yan, Cheng
- In:
Journal of empirical finance
49
(
2018
),
pp. 81-106
Persistent link: https://www.econbiz.de/10012117724
Saved in:
6
Idiosyncratic returns and relative value in the US Treasury market
Nielsen, Youngju
;
Pungaliya, Raunaq S.
- In:
Journal of empirical finance
44
(
2017
),
pp. 125-144
Persistent link: https://www.econbiz.de/10011818003
Saved in:
7
A compound duration model for high-frequency asset returns
Aldrich, Eric M.
;
Heckenbach, Indra
;
Laughlin, Gregory
- In:
Journal of empirical finance
39
(
2016
),
pp. 105-128
Persistent link: https://www.econbiz.de/10011663312
Saved in:
8
Macroeconomic news announcements and price discovery : evidence from Canadian-U.S. cross-listed firms
Frijns, Bart
;
Indriawan, Ivan
;
Tourani Rad, Alireza
- In:
Journal of empirical finance
32
(
2015
),
pp. 35-48
Persistent link: https://www.econbiz.de/10011556775
Saved in:
9
How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
- In:
Journal of empirical finance
28
(
2014
),
pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
Saved in:
10
Multi-period credit default prediction with time-varying covariates
Orth, Walter
- In:
Journal of empirical finance
21
(
2013
),
pp. 214-222
Persistent link: https://www.econbiz.de/10009745256
Saved in:
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