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institution:"University of Cambridge / Department of Applied Economics"
subject:"Kapitaleinkommen"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~institution:"Erasmus Research Institute of Management"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Welt"
~type_genre:"Non-commercial literature"
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Kapitaleinkommen
Welt
Estimation
23
Schätzung
23
USA
12
United States
12
Börsenkurs
7
Capital income
7
Share price
7
Volatility
7
Volatilität
7
World
6
ARCH model
3
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3
1973-1998
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1982-1993
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CAPM
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Corporate bond
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Großbritannien
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Japan
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Spillover effect
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Spillover-Effekt
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Stochastic process
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Stochastischer Prozess
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Theorie
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Theory
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1933-2007
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1989-2007
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1990-1999
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1991-1999
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1992-2000
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1998-2000
1
2000-2010
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Non-commercial literature
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English
12
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McAleer, Michael
3
Pesaran, M. Hashem
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Commandeur, Harry R.
1
Di Mauro, Filippo
1
Dées, Stéphane
1
Etebari, Ahmad
1
Farah, Nathalie
1
Griffin, John M.
1
Grinblatt, Mark
1
Han, Bing
1
Hartigh, Erik den
1
Hutjes, Jan
1
Kapetanios, George
1
Lan Fen Chu
1
Langerak, Fred
1
Nardari, Federico
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Satchell, Stephen
1
Scarrott, Carl
1
Smith, L. Vanessa
1
Stulz, René M.
1
Thurik, Adriaan R.
1
Uhlander, Lorraine M.
1
Wisniewski, Tomasz Piotr
1
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University of Cambridge / Department of Applied Economics
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
Erasmus Research Institute of Management
University of Canterbury / Dept. of Economics and Finance
Forschungsinstitut zur Zukunft der Arbeit
14
Institut für Weltwirtschaft
11
National Bureau of Economic Research
8
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Zentrum für Europäische Wirtschaftsforschung
7
Birkbeck College / Department of Economics
5
Internationaler Währungsfonds / Research Department
5
University of Hong Kong / School of Economics and Finance
5
Universität Mannheim
5
Federal Reserve Bank of St. Louis
4
Friedrich-Schiller-Universität Jena
4
Inter-American Development Bank / Research Department
4
Georgetown University / Economics Department
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institute for International Economics <Washington, DC>
3
Konjunkturforschungsstelle <Zürich>
3
Research Seminar in International Economics
3
Rodney L. White Center for Financial Research
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Trinity College Dublin / Department of Economics
3
University of Cambridge / Faculty of Economics
3
University of Reading / Department of Economics
3
William Davidson Institute <Ann Arbor, Mich.>
3
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Columbia University / Department of Economics
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of New York
2
Harvard Institute for International Development
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institutet för Internationell Ekonomi <Stockholm>
2
John F. Kennedy School of Government
2
Maxwell Graduate School of Citizenship and Public Affairs
2
Robert Schuman Centre for Advanced Studies
2
School of Accounting, Finance and Economics <Perth, Western Australia>
2
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Working paper
5
Cambridge working papers in economics
3
ERIM report series research in management
2
Fisher College of Business working paper series
2
DAE working paper / University of Cambridge, Department of Applied Economics
1
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ECONIS (ZBW)
12
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1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808714
Saved in:
3
Exploring the international linkages of the euro area : a global VAR anaylsis
Dées, Stéphane
;
Di Mauro, Filippo
;
Pesaran, M. Hashem
; …
-
2005
Persistent link: https://www.econbiz.de/10002808817
Saved in:
4
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
5
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
6
A loss aversion performance measure
Farah, Nathalie
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777903
Saved in:
7
The disposition effect and momentum
Grinblatt, Mark
(
contributor
);
Han, Bing
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101559
Saved in:
8
Daily cross-border equity flows : pushed or pulled
Griffin, John M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675323
Saved in:
9
The effects of self-reinforcing mechanisms on firm performance
Hartigh, Erik den
(
contributor
);
Langerak, Fred
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001693506
Saved in:
10
Post-materialism as a cultural factor influencing entrepreneurial activity across nations
Uhlander, Lorraine M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001694435
Saved in:
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