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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Research in international business and finance"
~subject:"United States"
~subject:"VAR model"
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Zeitreihenanalyse
United States
VAR model
Estimation
187
Schätzung
187
Aktienmarkt
63
Stock market
63
Börsenkurs
58
Share price
58
Volatility
57
Volatilität
57
Capital income
54
Kapitaleinkommen
54
Welt
36
World
36
Cointegration
28
Kointegration
28
ARCH model
25
ARCH-Modell
25
Emerging economies
21
Portfolio selection
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Portfolio-Management
21
Schwellenländer
21
Forecasting model
18
Prognoseverfahren
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Anlageverhalten
17
Bank
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Behavioural finance
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16
Theorie
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Theory
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Oil price
15
Spillover effect
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Spillover-Effekt
15
Time series analysis
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Ölpreis
15
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Panel
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Panel study
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32
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English
32
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Abakah, Emmanuel Joel Aikins
1
Abedin, Mohammad Zoynul
1
Agudelo, Diego A.
1
Altuntas, Mehmet
1
Altıntaş, Halil
1
Amidu, Mohammed
1
Antonakakis, Nikolaos
1
Anwar, Rija
1
Awijen, Haithem
1
Bales, Stephan
1
Ben Lahouel, Bechir
1
Ben Omrane, Walid
1
Ben Ouda, Olfa
1
Benkraiem, Ramzi
1
Bokpin, Godfred A.
1
Boujelbene, Younes
1
Bouteska, Ahmed
1
Burghartz, Kaspar
1
Burghof, Hans-Peter
1
Caporale, Guglielmo Maria
1
Cardona, Laura
1
Chia, Pohsan
1
Corbet, Shaen
1
Costa, Antonio
1
Damayanti, Sylviana Maya
1
Dary, Stanley K.
1
Delhoumi, Ezzeddine
1
Ding, Qian
1
Dunne, John James
1
Fan, Minyou
1
Gaglianone, Wagner Piazza
1
Gil-Alaña, Luis A.
1
Guesmi, Khaled
1
Guo, Yaoqi
1
Gupta, Rangan
1
Gutiérrez, Marcela
1
Handika, Rangga
1
Harasheh, Murad
1
Harvey, Simon K.
1
Hassan, M. Kabir
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Research in international business and finance
Working paper / National Bureau of Economic Research, Inc.
462
Discussion paper / Centre for Economic Policy Research
378
Economic modelling
135
Applied economics
125
Economics letters
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Energy economics
93
Journal of econometrics
92
Applied economics letters
81
The North American journal of economics and finance : a journal of financial economics studies
71
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
Finance research letters
66
International review of economics & finance : IREF
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
American economic journal : a journal of the American Economic Association
57
International journal of forecasting
57
Discussion papers / CEPR
55
Journal of economic dynamics & control
53
Journal of international money and finance
42
Journal of macroeconomics
39
Journal of applied econometrics
34
Journal of banking & finance
33
The review of financial studies
33
Macroeconomic dynamics
32
SpringerLink / Bücher
31
The American economic review
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
Journal of empirical finance
29
Academy of Management journal : AMJ
28
International review of financial analysis
28
Econometric reviews
27
European economic review : EER
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
NBER working paper series
24
Journal of financial econometrics
23
Computational economics
22
International journal of finance & economics : IJFE
22
Journal of forecasting
22
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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Precious metals and currency markets during the Russia-Ukraine conflict's inflationary periods
Raza, Syed Ali
;
Guesmi, Khaled
;
Benkraiem, Ramzi
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451526
Saved in:
2
Revisiting overconfidence in investment decision-making : further evidence from the U.S. market
Bouteska, Ahmed
;
Harasheh, Murad
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
66
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463384
Saved in:
3
Does the source of uncertainty matter? : the impact of financial, newspaper and Twitter-based measures on U.S. banks
Bales, Stephan
;
Burghartz, Kaspar
;
Burghof, Hans-Peter
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432626
Saved in:
4
Machine learning for US cross-industry return predictability under information uncertainty
Awijen, Haithem
;
Zaied, Younes Ben
;
Ben Lahouel, Bechir
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279809
Saved in:
5
Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence
Nazlıoğlu, Şaban
;
Kucukkaplan, Ilhan
;
Kilic, Emre
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248566
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6
Dynamic linkages among transparency, income inequality and economic growth in developing countries : evidence from panel vector autoregressive (PVAR) model
Chia, Pohsan
;
Hook, Law Siong
;
Trinugroho, Irwan
; …
- In:
Research in international business and finance
60
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013411304
Saved in:
7
Non-linear cointegration between oil and stock prices : the role of interest rates
Martínez Cañete, Ana Rosa
;
Márquez De la Cruz, Elena
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013402061
Saved in:
8
Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun
;
Huang, Yilong
;
Xiao, Binuo
- In:
Research in international business and finance
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
Saved in:
9
Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai
;
Ding, Qian
;
Zhang, Hongwei
;
Guo, Yaoqi
; …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
Saved in:
10
Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins
;
Caporale, Guglielmo Maria
; …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
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