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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Research in international business and finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Kointegration"
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Capital income
Kointegration
Estimation
1,133
Schätzung
1,133
Kapitaleinkommen
357
Börsenkurs
347
Share price
347
Volatility
305
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305
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282
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Bohl, Martin T.
15
Gupta, Rangan
14
Gil-Alaña, Luis A.
12
Caporale, Guglielmo Maria
10
Zaremba, Adam
10
Wohar, Mark E.
7
Tiwari, Aviral Kumar
6
Chiang, Thomas C.
5
Long, Huaigang
5
McMillan, David G.
5
Pierdzioch, Christian
5
Balcilar, Mehmet
4
Han, Liyan
4
Narayan, Paresh Kumar
4
Siklos, Pierre L.
4
Abakah, Emmanuel Joel Aikins
3
Bouri, Elie
3
Brzeszczyński, Janusz
3
Cakici, Nusret
3
Chiah, Mardy
3
Christiansen, Charlotte
3
Ge̜bka, Bartosz
3
Guidolin, Massimo
3
Henke, Harald
3
Li, Xiao
3
Li, Yan
3
Li, Youwei
3
Nguyen, Duc Khuong
3
Poza, Carlos
3
Sousa, Ricardo M.
3
Urquhart, Andrew
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Ülkü, Numan
3
Abedin, Mohammad Zoynul
2
Antell, Jan
2
Asgharian, Hossein
2
Babalos, Vassilios
2
Bahmani-Oskooee, Mohsen
2
Bekiros, Stelios
2
Bley, Jorg
2
Bouteska, Ahmed
2
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Finance research letters
Journal of international financial markets, institutions & money
Research in international business and finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
223
Economic modelling
191
Applied economics letters
178
International review of economics & finance : IREF
166
Journal of banking & finance
155
International review of financial analysis
143
Journal of empirical finance
130
Journal of financial economics
127
The North American journal of economics and finance : a journal of financial economics studies
120
International journal of economics and financial issues : IJEFI
112
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
Applied financial economics
103
International journal of economics and finance
100
International Journal of Energy Economics and Policy : IJEEP
99
Energy economics
98
NBER working paper series
98
CESifo working papers
97
Working paper / National Bureau of Economic Research, Inc.
89
The empirical economics letters : a monthly international journal of economics
88
Cogent economics & finance
81
Journal of international money and finance
74
NBER Working Paper
74
Journal of econometrics
71
Pacific-Basin finance journal
71
The European journal of finance
70
International journal of finance & economics : IJFE
67
Economics letters
65
Review of quantitative finance and accounting
65
Working paper
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Journal of risk and financial management : JRFM
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Theoretical and applied economics : GAER review
54
Management science : journal of the Institute for Operations Research and the Management Sciences
52
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
45
Journal of financial markets
42
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ECONIS (ZBW)
436
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Quantile-on-quantile connectedness measures : evidence from the US treasury yield curve
Gabauer, David
;
Stenfors, Alexis
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490228
Saved in:
3
Macroeconomic momentum and cross-sectional equity market indices
Zhang, Yu
;
Kappou, Konstantina
;
Urquhart, Andrew
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014535728
Saved in:
4
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
5
Revisiting the nexus of REITs returns and macroeconomic variables
Wu, Ming-Che
;
Wang, Chien-Ming
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445407
Saved in:
6
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:
7
The VIX's term structure of individual active stocks
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
Saved in:
8
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
9
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
10
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
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