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accessRights:"restricted"
subject:"Capital income"
~person:"Apergēs, Nikolaos"
~person:"Bouri, Elie"
~person:"Ours, Jan C. van"
~person:"Zaremba, Adam"
~subject:"ARCH model"
~subject:"Cryptocurrencies"
~subject:"Estimation"
~subject:"Welt"
~subject:"World"
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Capital income
ARCH model
Cryptocurrencies
Estimation
Welt
World
Schätzung
149
Kapitaleinkommen
66
CAPM
38
Börsenkurs
36
Share price
36
Aktienmarkt
34
Stock market
34
Forecasting model
32
Prognoseverfahren
32
Volatility
31
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31
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24
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24
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23
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15
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13
Spillover effect
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Spillover-Effekt
13
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Wirtschaftswachstum
12
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10
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130
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19
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130
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19
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19
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18
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18
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English
149
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Apergēs, Nikolaos
Bouri, Elie
Ours, Jan C. van
Zaremba, Adam
Gupta, Rangan
146
Bahmani-Oskooee, Mohsen
71
Gil-Alaña, Luis A.
63
Tiwari, Aviral Kumar
47
Wohar, Mark E.
46
Balcilar, Mehmet
41
Marcellino, Massimiliano
40
Lee, Chien-chiang
38
Shahbaz, Muhammad
38
Salisu, Afees A.
33
Xuan Vinh Vo
33
Hammoudeh, Shawkat
32
Ma, Feng
32
Jalles, João Tovar
31
Pierdzioch, Christian
31
Caporale, Guglielmo Maria
30
Narayan, Paresh Kumar
28
Rodríguez-Pose, Andrés
27
Kang, Sang Hoon
26
Massa, Massimo
26
Rose, Andrew
26
Wang, Yudong
26
Gambetti, Luca
24
Jawadi, Fredj
24
Serletis, Apostolos
24
Shahzad, Syed Jawad Hussain
24
Yoon, Seong-min
24
Chang, Tsangyao
23
Egger, Peter
23
Kumbhakar, Subal
23
Mensi, Walid
23
Wagner, Joachim
23
Forni, Mario
22
Gozgor, Giray
22
Van Reenen, John
22
Zhu, Huiming
22
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Discussion paper / Centre for Economic Policy Research
18
Applied economics
11
Energy economics
9
Finance research letters
9
Journal of international financial markets, institutions & money
8
International review of financial analysis
7
Economic modelling
6
Economic research
5
Journal of banking & finance
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economics letters
3
Emerging markets review
3
Emerging markets, finance and trade : EMFT
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
International review of economics & finance : IREF
2
Journal of behavioral and experimental finance
2
Journal of economic dynamics & control
2
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2
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2
Pacific-Basin finance journal
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2
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2
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1
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1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International journal of strategic property management
1
International journal of the economics of business
1
International review of economics : journal of civil economy
1
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ECONIS (ZBW)
149
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51
Liquidity and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820574
Saved in:
52
Spillover and risk transmission in the components of the term structure of eurozone yield curve
Umar, Zaghum
;
Riaz, Yasir
;
Zaremba, Adam
- In:
Applied economics
53
(
2021
)
18
,
pp. 2141-2157
Persistent link: https://www.econbiz.de/10012500985
Saved in:
53
Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
54
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
55
Credit supply conditions and business cycles : new evidence from bank lending survey data
Apergēs, Nikolaos
;
Chatziantoniou, Ioannis
- In:
Research in international business and finance
55
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013264738
Saved in:
56
The pricing of bad contagion in cryptocurrencies : a four-factor pricing model
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Ahmad, Tanveer
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013335981
Saved in:
57
Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam
;
Bilgin, Mehmet Huseyin
;
Long, Huaigang
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
Saved in:
58
The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam
;
Kizys, Renatas
;
Raza, Muhammad Wajid
- In:
Journal of empirical finance
55
(
2020
),
pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
Saved in:
59
Decomposing supply shocks in the US electricity industry : evidence from a time-varying Bayesian panel vector autoregression model
Apergēs, Nikolaos
;
Polemis, Michael
- In:
The journal of energy markets
13
(
2020
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662202
Saved in:
60
The role of insurance growth in economic growth : fresh evidence from a panel of OECD countries
Apergēs, Nikolaos
;
Poufinas, Thomas
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012642444
Saved in:
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