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isPartOf:"Applied financial economics"
subject:"Kapitaleinkommen"
~subject:"Theorie"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
Theorie
USA
Zeitreihenanalyse
Estimation
444
Schätzung
444
United States
99
Theory
95
Capital income
87
Börsenkurs
84
Share price
84
Volatility
75
Volatilität
75
Aktienmarkt
61
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61
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237
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Madura, Jeff
5
Akhigbe, Aigbe O.
3
Barkoulas, John T.
3
Chatrath, Arjun
3
Ramchander, Sanjay
3
Adrangi, Bahram
2
Alles, Lakshman
2
Baum, Christopher F.
2
Becchetti, Leonardo
2
Berger, Dave
2
Brockman, Paul
2
Caporale, Guglielmo Maria
2
Caudill, Steven B.
2
Clare, Andrew D.
2
Coakley, Jerry
2
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2
Darrat, Ali F.
2
Elfakhani, Said
2
Faff, Robert W.
2
Garrett, Ian
2
Gulley, Orrin David
2
Kouretas, Georgios P.
2
Lee, Kiseok
2
Lucey, Brian M.
2
Masih, Abdul Mansur M.
2
Masih, Rumi
2
McMillan, David G.
2
Miffre, Joëlle
2
Mills, Terence C.
2
Moosa, Imad A.
2
Niizeki, Mikiyo Kii
2
Sengupta, Jati K.
2
Silvapulle, Paramsothy
2
Snaith, Stuart
2
Song, Frank M.
2
Sultan, Jahangir
2
Travlos, Nickolaos G.
2
Wohar, Mark E.
2
Zheng, Yijuan
2
Ajmi, Ahdi Noomen
1
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Applied financial economics
Working paper / National Bureau of Economic Research, Inc.
1,769
Discussion paper series / IZA
672
NBER working paper series
667
Applied economics
647
Discussion paper / Centre for Economic Policy Research
638
NBER Working Paper
562
CESifo working papers
421
Applied economics letters
410
Economic modelling
355
Working paper
336
Economics letters
313
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
286
Journal of econometrics
266
International review of economics & finance : IREF
255
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
255
Journal of banking & finance
254
Journal of international money and finance
250
Finance research letters
229
Finance and economics discussion series
215
Discussion paper
211
The review of economics and statistics
209
Journal of applied econometrics
208
Journal of empirical finance
196
International review of financial analysis
191
Journal of financial economics
190
The American economic review
189
Discussion paper / Tinbergen Institute
184
Energy economics
184
IZA Discussion Paper
182
Journal of economic dynamics & control
174
The North American journal of economics and finance : a journal of financial economics studies
174
The journal of finance : the journal of the American Finance Association
172
Discussion papers / CEPR
165
Journal of macroeconomics
161
Europäische Hochschulschriften / 5
145
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
140
International journal of finance & economics : IJFE
135
International journal of forecasting
133
Journal of monetary economics
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ECONIS (ZBW)
237
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1
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
2
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
3
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun
;
Shakur, Shamim
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Saved in:
4
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
5
Smaller portfolio returns and the risk-return trade-off for the whole market
Dorfman, Jeffrey H.
;
Park, Myung D.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 853-869
Persistent link: https://www.econbiz.de/10010405234
Saved in:
6
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
7
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
8
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
9
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
10
High-yield versus investment-grade bonds : less risk and greater returns?
Li, Hsi-cheng
;
McCarthy, Joseph
;
Pantalone, Coleen C.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1303-1312
Persistent link: https://www.econbiz.de/10010460175
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