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accessRights:"restricted"
subject:"Capital income"
~language:"eng"
~person:"Bouri, Elie"
~person:"McMillan, David G."
~person:"Yoon, Seong-min"
~person:"Zhang, Yaojie"
~subject:"ARCH model"
~subject:"Portfolio selection"
~subject:"Virtuelle Währung"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
ARCH model
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Virtuelle Währung
Estimation
99
Schätzung
99
Kapitaleinkommen
50
Volatility
50
Volatilität
50
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43
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43
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Aufsatz in Zeitschrift
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77
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English
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Bouri, Elie
McMillan, David G.
Yoon, Seong-min
Zhang, Yaojie
Gupta, Rangan
59
Zaremba, Adam
50
Ma, Feng
29
Tiwari, Aviral Kumar
21
Wang, Yudong
19
Wohar, Mark E.
19
Balcilar, Mehmet
17
Xuan Vinh Vo
17
Kang, Sang Hoon
15
Narayan, Paresh Kumar
15
Long, Huaigang
14
Jawadi, Fredj
13
Salisu, Afees A.
13
Sehgal, Sanjay
13
Todorov, Viktor
13
Kumar, Dilip
12
Lee, Chien-chiang
12
Nonejad, Nima
12
Pierdzioch, Christian
12
Wu, Xinyu
12
Yin, Libo
12
Cakici, Nusret
11
Chiang, Thomas C.
11
Demirer, Rıza
11
Shahzad, Syed Jawad Hussain
11
Gil-Alaña, Luis A.
10
Hammoudeh, Shawkat
10
Mensi, Walid
10
Apergēs, Nikolaos
9
Bali, Turan G.
9
Bollerslev, Tim
9
Chiah, Mardy
9
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9
Wei, Yu
9
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9
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Finance research letters
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Australian economic papers
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International journal of finance & economics : IJFE
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
77
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1
Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China : a DCC-MIDAS-X approach considering structural breaks
Xiong, Youlin
;
Shen, Jun
;
Yoon, Seong-min
;
Dong, Xiyong
- In:
Finance research letters
61
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490845
Saved in:
2
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
3
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
4
Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Jiang, Zhuhua
;
El Khoury, Rim
;
Alshater, Muneer Maher
; …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 78-105
Persistent link: https://www.econbiz.de/10014540228
Saved in:
5
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
6
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
7
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
8
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
9
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
10
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
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