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person:"Gil-Alaña, Luis A."
~isPartOf:"Journal of banking & finance"
~person:"Egger, Peter"
~person:"Narayan, Paresh Kumar"
~person:"Zaremba, Adam"
~subject:"Schätzung"
~subject:"United States"
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Schätzung
United States
Capital income
7
Estimation
7
Kapitaleinkommen
7
Börsenkurs
4
Share price
4
CAPM
3
Forecasting model
3
Prognoseverfahren
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Gil-Alaña, Luis A.
Egger, Peter
Narayan, Paresh Kumar
Zaremba, Adam
Prokopczuk, Marcel
7
Wese Simen, Chardin
4
Ammann, Manuel
3
Belke, Ansgar
3
Berkman, Henk
3
Cakici, Nusret
3
Dungey, Mardi H.
3
Füss, Roland
3
Guo, Hui
3
Li, Junye
3
Matousek, Roman
3
Min, Byoung-Kyu
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Shaban, Mohamed
3
Shaffer, Sherrill
3
Assaf, A. Georges
2
Beckmann, Joscha
2
Beine, Michel
2
Bianchi, Robert
2
Bohl, Martin T.
2
Bremus, Franziska
2
Buch, Claudia M.
2
Caporin, Massimiliano
2
Chen, Jie
2
Chiang, Raymond
2
Chou, Pin-huang
2
Cici, Gjergji
2
Clare, Andrew D.
2
Cummins, John David
2
DeLisle, R. Jared
2
Duygun, Meryem
2
Elton, Edwin J.
2
Feng, Guohua
2
Fricke, Christoph
2
Gouriéroux, Christian
2
Gruber, Martin Jay
2
Harris, Richard D. F.
2
Hautsch, Nikolaus
2
Havrylchyk, Olena
2
Hollstein, Fabian
2
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Journal of banking & finance
CESifo working papers
61
Economics and finance working paper series
33
Applied economics
24
Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
Applied economics letters
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of international financial markets, institutions & money
12
Economic modelling
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Finance research letters
10
International review of financial analysis
10
WIFO working papers
10
Discussion papers of interdisciplinary research project 373
9
Research in international business and finance
9
Economics letters
8
Emerging markets review
7
School working papers / Economics series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
7
Discussion paper / Centre for Economic Policy Research
6
International review of economics & finance : IREF
6
Discussion paper series / IZA
5
EUI working paper / ECO
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
5
Energy economics
5
Pacific-Basin finance journal
5
Review of world economics
5
Department of Economics discussion papers / Monash University
4
Economic research
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Review of development finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Australian economic papers
3
Journal of applied econometrics
3
Journal of economics and finance : JEF
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international economics
3
Journal of public economics
3
Review of international economics
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ECONIS (ZBW)
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1
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
2
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
3
Liquidity and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820574
Saved in:
4
Long-run reversal in commodity returns : insights from seven centuries of evidence
Zaremba, Adam
;
Bianchi, Robert
;
Mikutowski, Mateusz
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013256444
Saved in:
5
Where have the profits gone? : market efficiency and the disappearing equity anomalies in country and industry returns
Zaremba, Adam
;
Umutlu, Mehmet
;
Maydybura, Alina
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012521610
Saved in:
6
An analysis of price discovery from panel data models of CDS and equity returns
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
; …
- In:
Journal of banking & finance
41
(
2014
),
pp. 167-177
Persistent link: https://www.econbiz.de/10010408481
Saved in:
7
Does the choice of estimator matter when forecasting returns?
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of banking & finance
36
(
2012
)
9
,
pp. 2632-2640
Persistent link: https://www.econbiz.de/10009657614
Saved in:
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