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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of empirical finance"
~subject:"Spillover effect"
~subject:"Theory"
~subject:"Volatilität"
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Capital income
Spillover effect
Theory
Volatilität
Estimation
925
Schätzung
925
Theorie
285
Kapitaleinkommen
182
Börsenkurs
166
Share price
166
Volatility
140
USA
139
United States
139
Forecasting model
111
Prognoseverfahren
111
Cointegration
93
Kointegration
93
Aktienmarkt
91
Stock market
91
Time series analysis
89
Zeitreihenanalyse
89
Welt
85
World
85
Estimation theory
74
Schätztheorie
74
ARCH model
68
ARCH-Modell
68
Economic growth
66
Wirtschaftswachstum
66
CAPM
65
Panel
62
Panel study
62
Portfolio selection
59
Portfolio-Management
59
Exchange rate
52
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52
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50
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50
Risikoprämie
49
Risk premium
49
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43
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461
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459
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459
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23
Graue Literatur
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Non-commercial literature
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2
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2
Collection of articles of several authors
1
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1
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1
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English
484
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Bohl, Martin T.
12
Ge̜bka, Bartosz
5
Marcellino, Massimiliano
5
Pesaran, M. Hashem
5
Serwa, Dobromił
5
Clark, Todd E.
4
Henke, Harald
4
Białkowski, Je̜drzej
3
Caporin, Massimiliano
3
Dijk, Dick van
3
Kapetanios, George
3
Karanasos, Menelaos
3
Lucas, André
3
Martens, Martin
3
Nelson, Charles R.
3
Opschoor, Anne
3
Phillips, Peter C. B.
3
Wang, Yudong
3
Wel, Michel van der
3
Yin, Lianqian
3
Zaremba, Adam
3
Abaidoo, Rexford
2
Azar, Samih Antoine
2
Baillie, Richard
2
Baltagi, Badi H.
2
Banerjee, Anindya
2
Bianchi, Marco
2
Blundell, Richard W.
2
Borowski, Krzysztof
2
Brockman, Paul
2
Carriero, Andrea
2
Cenesizoglu, Tolga
2
Chen, Jiangrui
2
Cho, Dooyeon
2
Christiansen, Charlotte
2
Conrad, Christian
2
Egger, Peter
2
Engsted, Tom
2
Ertur, Kamil C.
2
Fleissig, Adrian R.
2
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
International journal of economics and finance
Journal of applied econometrics
Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
693
NBER working paper series
594
NBER Working Paper
545
Applied economics
489
Discussion paper / Centre for Economic Policy Research
422
Discussion paper series / IZA
333
Economic modelling
330
CESifo working papers
323
Applied economics letters
301
Economics letters
291
International review of economics & finance : IREF
274
Finance research letters
265
Working paper
265
Journal of banking & finance
248
Journal of econometrics
248
Journal of international money and finance
243
International review of financial analysis
231
Energy economics
217
Applied financial economics
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
194
The North American journal of economics and finance : a journal of financial economics studies
190
Journal of financial economics
178
Discussion paper
169
IZA Discussion Paper
167
Discussion paper / Tinbergen Institute
164
Discussion papers / CEPR
162
Journal of economic dynamics & control
152
Journal of international financial markets, institutions & money
146
Europäische Hochschulschriften / 5
134
Journal of macroeconomics
134
The European journal of finance
131
International journal of finance & economics : IJFE
124
Research in international business and finance
123
The review of economics and statistics
123
International journal of forecasting
114
Finance and economics discussion series
110
Journal of monetary economics
107
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ECONIS (ZBW)
484
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1
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484
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
2
Workplace heterogeneity and wage inequality in Denmark
Morin, Annaïg
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 123-133
Persistent link: https://www.econbiz.de/10014287943
Saved in:
3
Inflation expectations and nonlinearities in the Phillips curve
Doser, Alexander
;
Nunes, Ricardo
;
Rao, Nikhil
; …
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10014288011
Saved in:
4
Identifying and interpreting the factors in factor models via sparsity : different approaches
Despois, Thomas
;
Doz, Catherine
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 533-555
Persistent link: https://www.econbiz.de/10014288017
Saved in:
5
Identification of dynamic latent factor models of skill formation with translog production
Del Bono, Emilia
;
Kinsler, Josh
;
Pavan, Ronni
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1256-1265
Persistent link: https://www.econbiz.de/10013464674
Saved in:
6
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
7
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
8
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
9
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
10
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
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