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isPartOf:"Discussion papers in economics"
type_genre:"Arbeitspapier"
~subject:"Capital income"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"OECD countries"
~subject:"Risk"
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Capital income
Forecasting model
Kapitaleinkommen
OECD countries
Risk
Estimation
101
Schätzung
101
Theorie
49
Theory
49
Großbritannien
39
United Kingdom
39
USA
22
United States
22
CAPM
10
Deutschland
8
Germany
8
OECD-Staaten
6
Time series analysis
6
Volatility
6
Volatilität
6
Welt
6
World
6
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6
Aktienmarkt
5
Business cycle
5
Italien
5
Italy
5
Konjunktur
5
Prognoseverfahren
5
Risiko
5
Risikoprämie
5
Risk premium
5
Stock market
5
VAR model
5
VAR-Modell
5
ARCH model
4
ARCH-Modell
4
Einkommensteuer
4
Einkommensverteilung
4
Estimation theory
4
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10
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27
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Arbeitspapier
Working Paper
27
Graue Literatur
24
Non-commercial literature
24
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English
27
Author
All
Smith, Peter N.
4
Wickens, Michael R.
4
Coakley, Jerry
3
Fuertes, Ana María
3
Harris, Richard D. F.
3
Coroneo, Laura
2
Iacone, Fabrizio
2
Monteiro, Paulo Santos
2
Parker, Jonathan A.
2
Tzavalis, Elias
2
Bulkley, George
1
Charemza, Wojciech
1
Clare, Andrew D.
1
Fountas, Stilianos
1
Julliard, Christian
1
Juvenal, Luciana
1
Karanasos, Menelaos
1
Karanassou, Marika
1
Karanikas, Evangelos
1
Kostakis, Alexandros
1
Lombardo, Giovanni
1
Muscatelli, V. Anton
1
Ono, Sadayuki
1
Orszag, Jonathan Michael
1
Paccagnini, Alessia
1
Pesaran, M. Hashem
1
Reiter, Michael
1
Sanchez-Valle, René
1
Seaton, James
1
Shields, Kalvinder K.
1
Sorensen, S.
1
Sorensen, Steffen
1
Thomas, Stephen
1
Tirelli, Patrizio
1
Trecroci, Carmine
1
Woitek, Ulrich
1
Yamagata, Takashi
1
Zalewska-Mitura, Anna
1
Zerilli, Paola
1
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University of Exeter / Department of Economics
5
Birkbeck College / Department of Economics
4
University of York / Department of Economics and Related Studies
2
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Discussion papers in economics
Working paper / National Bureau of Economic Research, Inc.
221
CESifo working papers
195
Discussion paper / Centre for Economic Policy Research
163
Working paper
126
Discussion paper series / IZA
105
Discussion papers / CEPR
67
Discussion paper / Tinbergen Institute
65
Finance and economics discussion series
63
Discussion paper
58
Discussion papers / Deutsches Institut für Wirtschaftsforschung
49
Research paper series / Swiss Finance Institute
47
Working paper series / European Central Bank
47
Kiel working paper
44
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
38
CFS working paper series
36
Discussion paper / Deutsche Bundesbank
36
CREATES research paper
32
Department of Economics working paper series
32
SFB 649 discussion paper
32
ZEW discussion papers
31
IMF working papers
30
Ruhr economic papers
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Working papers
28
Kieler Arbeitspapiere
25
Staff reports / Federal Reserve Bank of New York
25
Swiss Finance Institute Research Paper
25
Working paper series
25
WIFO working papers
24
Econometric Institute research papers
23
International finance discussion papers
23
KOF working papers
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Temi di discussione / Banca d'Italia
22
Working paper / Centre for Financial Research
22
Federal Reserve Bank of Cleveland working paper series
20
IES working paper
19
Working paper series / Department of Economics, Auburn University
18
Working papers on finance
18
Fisher College of Business working paper series
17
SNB working papers
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ECONIS (ZBW)
27
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1
Risky gravity
Juvenal, Luciana
;
Monteiro, Paulo Santos
-
2021
Persistent link: https://www.econbiz.de/10012806698
Saved in:
2
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
-
2020
Persistent link: https://www.econbiz.de/10012491888
Saved in:
3
Comparing predictive accuracy in small samples
Coroneo, Laura
;
Iacone, Fabrizio
-
2015
Persistent link: https://www.econbiz.de/10011411613
Saved in:
4
When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2014
Persistent link: https://www.econbiz.de/10010376537
Saved in:
5
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009535935
Saved in:
6
The asymmetric effect of the business cycle on the equity premium
Smith, Peter N.
(
contributor
);
Sorensen, Steffen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003466750
Saved in:
7
Option pricing under stochastic volatility and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
Saved in:
8
Mind coskewness : a performance measure for prudent, long-term investors
Kostakis, Alexandros
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003446959
Saved in:
9
Option pricing and spikes in volatility theoretical and empirical anaylsis
Zerilli, Paola
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003457458
Saved in:
10
The asymmetric effect of the business sycle on the relation between stock market returns and their volatility
Smith, Peter N.
(
contributor
);
Sorensen, S.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003265956
Saved in:
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