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~person:"Cakici, Nusret"
~person:"Rodriguez, Gabriel"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Kapitalmarktrendite"
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Capital market returns
20
Kapitalmarktrendite
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Capital income
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Volatility
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Volatilität
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Cakici, Nusret
Rodriguez, Gabriel
McAleer, Michael
65
Chang, Chia-Lin
25
Zaremba, Adam
23
Allen, David E.
13
Nagel, Stefan
13
Asai, Manabu
12
Bali, Turan G.
12
Weber, Michael
12
Long, Huaigang
11
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10
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10
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10
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9
Lettau, Martin
9
Massa, Massimo
9
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8
Hirshleifer, David
8
Narayan, Paresh Kumar
8
Stambaugh, Robert F.
8
Weigert, Florian
8
Whitelaw, Robert F.
8
Zhang, Yaojie
8
Almeida, Caio
7
Chiah, Mardy
7
Demirer, Rıza
7
Demirtas, K. Ozgur
7
Favero, Carlo A.
7
Ghysels, Eric
7
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7
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7
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7
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7
Maio, Paulo
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7
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
8
Journal of international financial markets, institutions & money
3
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2
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ECONIS (ZBW)
20
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1
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
2
Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014479641
Saved in:
3
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
4
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
5
When bad news is good news : geopolitical risk and the cross-section of emerging market stock returns
Zaremba, Adam
;
Cakici, Nusret
;
Demir, Ender
;
Long, Huaigang
- In:
Journal of financial stability
58
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013417457
Saved in:
6
Who should be afraid of infections? : Pandemic exposure and the cross-section of stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012801522
Saved in:
7
Univariate autoregressive conditional heteroskedasticity models : an application to the Peruvian stock market returns
Bedón, Paul
;
Rodriguez, Gabriel
-
2015
Persistent link: https://www.econbiz.de/10011415340
Saved in:
8
A stochastic volatility model with GH skew student's t-distribution : application to Latin-American stock returns
Lengua Lafosse, Patricia
;
Bayes, Cristian
;
Rodriguez, …
-
2015
Persistent link: https://www.econbiz.de/10011415404
Saved in:
9
An application of a short memory model with random level shifts to the volatility of Latin American stock market returns
Rodriguez, Gabriel
;
Tramontana, Roxana
-
2014
Persistent link: https://www.econbiz.de/10011413259
Saved in:
10
Stochastic volatility in peruvian stock market and exchange rate returns : a bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011414218
Saved in:
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