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Capital income
413
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277
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Frijns, Bart
6
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HFDF <2, 1998, Zürich>
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Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
12,583
NBER working paper series
6,295
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3,230
The American economic review
2,576
Discussion paper / Centre for Economic Policy Research
2,565
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2,102
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1,985
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1,981
The journal of finance : the journal of the American Finance Association
1,945
Working paper
1,816
Journal of financial economics
1,688
The review of financial studies
1,665
American journal of agricultural economics
1,652
The review of economics and statistics
1,550
Economics letters
1,477
International review of financial analysis
1,374
Energy economics
1,303
CESifo working papers
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1,220
International review of economics & finance : IREF
1,189
Journal of financial and quantitative analysis : JFQA
1,186
The journal of futures markets
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Finance and economics discussion series
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IMF working papers
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Economic modelling
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IZA Discussion Papers
1,056
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1,040
Journal of international money and finance
1,000
Economic review
966
Pacific-Basin finance journal
939
Journal of money, credit and banking : JMCB
925
National tax journal
921
Southern economic journal
917
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
898
Economic inquiry : journal of the Western Economic Association International
888
Monthly labor review : MLR
880
Journal of international financial markets, institutions & money
863
MPRA Paper
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ECONIS (ZBW)
844
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1
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844
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1
Stock market
volatility
and equity returns : evidence from a two-state Markov-switching model with regressors
Liu, Xinyi
;
Margaritis, Dimitris
;
Wang, Peiming
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 483-496
Persistent link: https://www.econbiz.de/10009615667
Saved in:
2
Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
Saved in:
3
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of empirical finance
8
(
2001
)
4
,
pp. 403-426
Persistent link: https://www.econbiz.de/10001607064
Saved in:
4
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
5
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
6
Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos
;
Paraskevopoulos, Alexandros G.
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011300501
Saved in:
7
Capital asset pricing model : a time-varying
volatility
approach
Kim, Kun Ho
;
Kim, Taejin
- In:
Journal of empirical finance
37
(
2016
),
pp. 268-281
Persistent link: https://www.econbiz.de/10011663058
Saved in:
8
Time-varying risk : the case of the American computer industry
González-Rivera, Gloria
- In:
Journal of empirical finance
2
(
1996
)
4
,
pp. 333-342
Persistent link: https://www.econbiz.de/10001208686
Saved in:
9
Estimating daily
volatility
in financial markets utilizing intraday data
Bollen, Bernard
;
Inder, Brett A.
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 551-562
Persistent link: https://www.econbiz.de/10001712021
Saved in:
10
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
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