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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
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Share price
Einkommensverteilung
392
Income distribution
386
Theorie
341
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341
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225
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225
USA
153
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152
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Lettau, Martin
3
Ludvigson, Sydney C.
3
Gatfaoui, Hayette
2
Ma, Sai
2
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1
Agnello, Luca
1
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1
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1
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1
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1
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1
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1
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Economic modelling
Discussion paper / Centre for Economic Policy Research
Journal of econometrics
31
The North American journal of economics and finance : a journal of financial economics studies
28
Finance research letters
27
Energy economics
25
Applied economics
24
Discussion paper / Tinbergen Institute
20
International review of economics & finance : IREF
20
Journal of empirical finance
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Quantitative finance
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The European journal of finance
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Applied economics letters
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International review of financial analysis
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Journal of banking & finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Research in international business and finance
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of international financial markets, institutions & money
12
NBER Working Paper
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NBER working paper series
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International journal of theoretical and applied finance
11
Journal of risk and financial management : JRFM
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Working paper / Department of Econometrics and Business Statistics, Monash University
11
Econometrics : open access journal
10
Economics letters
10
Journal of financial economics
10
Review of quantitative finance and accounting
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SFB 649 discussion paper
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Working paper / National Bureau of Economic Research, Inc.
10
Computational economics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International journal of forecasting
9
Research paper series / Swiss Finance Institute
9
Working paper
9
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
8
Journal of economic dynamics & control
8
Journal of financial econometrics
8
Cambridge working papers in economics
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ECONIS (ZBW)
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1
Can asymmetric conditional volatility imply asymmetric tail dependence?
Kim, Jong-Min
;
Jung, Hojin
- In:
Economic modelling
64
(
2017
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
Saved in:
2
Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
3
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
Saved in:
4
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
5
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
6
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
7
Hitting SKEW for SIX
Liu, Zhangxin
;
Faff, Robert W.
- In:
Economic modelling
64
(
2017
),
pp. 449-464
Persistent link: https://www.econbiz.de/10011761292
Saved in:
8
Do the rich get richer in the stock market? : evidence from India
Campbell, John Y.
;
Ramadorai, Tarun
;
Ranish, Benjamin
-
2018
Persistent link: https://www.econbiz.de/10011975839
Saved in:
9
A two-regime threshold model with conditional skewed Student t distributions for stock returns
Massacci, Daniele
- In:
Economic modelling
43
(
2014
),
pp. 9-20
Persistent link: https://www.econbiz.de/10010500997
Saved in:
10
Modeling the dependence structure between default risk premium, equity return volatility and the jump risk : evidence from a financial crisis
Naifar, Nader
- In:
Economic modelling
29
(
2012
)
2
,
pp. 119-131
Persistent link: https://www.econbiz.de/10009536052
Saved in:
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