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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 empirical finance"
~subject:"Spillover effect"
~subject:"Theory"
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Capital income
Spillover effect
Theory
Estimation
561
Schätzung
561
Kapitaleinkommen
174
Börsenkurs
155
Share price
155
Theorie
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Bohl, Martin T.
12
Ge̜bka, Bartosz
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Serwa, Dobromił
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Karanasos, Menelaos
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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 empirical finance
Working paper / National Bureau of Economic Research, Inc.
644
NBER working paper series
549
NBER Working Paper
501
Applied economics
417
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188
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Journal of financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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IZA Discussion Paper
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The North American journal of economics and finance : a journal of financial economics studies
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103
International journal of forecasting
101
Journal of monetary economics
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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31
Follow the leader : index tracking with factor models
Jiang, Pan
;
Perez, M. Fabricio
- In:
Journal of empirical finance
64
(
2021
),
pp. 337-350
Persistent link: https://www.econbiz.de/10013259499
Saved in:
32
Housing market spillovers through the lens of transaction volume : a new spillover index approach
Yang, Jian
;
Tong, Meng
;
Yu, Ziliang
- In:
Journal of empirical finance
64
(
2021
),
pp. 351-378
Persistent link: https://www.econbiz.de/10013259500
Saved in:
33
The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam
;
Kizys, Renatas
;
Raza, Muhammad Wajid
- In:
Journal of empirical finance
55
(
2020
),
pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
Saved in:
34
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
35
The time-varying asymmetry of exchange rate returns : a stochastic volatility : stochastic skewness model
Iseringhausen, Martin
- In:
Journal of empirical finance
58
(
2020
),
pp. 275-292
Persistent link: https://www.econbiz.de/10012430700
Saved in:
36
Investigating tail-risk dependence in the cryptocurrency markets : a LASSO quantile regression approach
Linh Hoang Nguyen
;
Chevapatrakul, Thanaset
;
Yao, Kai
- In:
Journal of empirical finance
58
(
2020
),
pp. 333-355
Persistent link: https://www.econbiz.de/10012430704
Saved in:
37
Financial market and inflation
Qi, Yuqing
- In:
International journal of economics and finance
12
(
2020
)
6
,
pp. 90-103
Persistent link: https://www.econbiz.de/10012425366
Saved in:
38
Does the dogs of the Dow theory work at the sectoral level?
Kim, Doh-Khul
;
Nguyen, Michelle
;
Arbet, Kyle
- In:
International journal of economics and finance
12
(
2020
)
9
,
pp. 46-52
Persistent link: https://www.econbiz.de/10012426062
Saved in:
39
A changing weights spatial forecast combination approach with an application to housing price prediction
Wei, Chuanhua
;
Du, Chenping
;
Zheng, Nana
- In:
International journal of economics and finance
12
(
2020
)
4
,
pp. 11-15
Persistent link: https://www.econbiz.de/10012212557
Saved in:
40
Industry equi-correlation : a powerful predictor of stock returns
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Journal of empirical finance
59
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012437933
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