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person:"Benati, Luca"
subject:"Japan"
~language:"eng"
~person:"Zhou, Hao"
~source:"econis"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type_genre:"Article in journal"
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Benati, Luca
Zhou, Hao
Mills, Terence C.
20
Blundell, Richard W.
15
Hall, Stephen G.
15
Cuthbertson, Keith
14
Taylor, Mark P.
14
Gil-Alaña, Luis A.
13
Hamori, Shigeyuki
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MacDonald, Ronald
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11
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11
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11
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11
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10
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10
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10
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10
Sarno, Lucio
10
Caporale, Guglielmo Maria
9
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9
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8
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8
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8
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8
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8
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Journal of economic dynamics & control
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Journal of financial economics
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ECONIS (ZBW)
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1
Variance risk premiums and the forward premium puzzle
Londono, Juan M.
;
Zhou, Hao
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 415-440
Persistent link: https://www.econbiz.de/10011751455
Saved in:
2
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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3
Investigating time-variation in the marginal predictive power of the yield spread
Benati, Luca
;
Goodhart, Charles
- In:
Journal of economic dynamics & control
32
(
2008
)
4
,
pp. 1236-1272
Persistent link: https://www.econbiz.de/10003723721
Saved in:
4
Drift and breaks in labor productivity
Benati, Luca
- In:
Journal of economic dynamics & control
31
(
2007
)
8
,
pp. 2847-2877
Persistent link: https://www.econbiz.de/10003499209
Saved in:
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