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person:"Hess, Dieter"
subject:"Börsenkurs"
~accessRights:"restricted"
~person:"Chiang, Thomas C."
~person:"Chinn, Menzie David"
~person:"Koopman, Siem Jan"
~person:"Ludvigson, Sydney C."
~person:"McMillan, David G."
~person:"Timmermann, Allan"
~person:"Wohar, Mark E."
~subject:"Exchange rate"
~subject:"Forecasting model"
~subject:"Marktmikrostruktur"
~subject:"State space model"
~subject:"USA"
~subject:"United States"
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Börsenkurs
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Estimation
118
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118
Capital income
52
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Hess, Dieter
Chiang, Thomas C.
Chinn, Menzie David
Koopman, Siem Jan
Ludvigson, Sydney C.
McMillan, David G.
Timmermann, Allan
Wohar, Mark E.
Gupta, Rangan
107
Bahmani-Oskooee, Mohsen
42
Zaremba, Adam
40
Marcellino, Massimiliano
31
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29
Balcilar, Mehmet
27
Pierdzioch, Christian
27
Tiwari, Aviral Kumar
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Salisu, Afees A.
25
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23
Narayan, Paresh Kumar
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Zhang, Yaojie
21
Ghysels, Eric
17
Gil-Alaña, Luis A.
17
Jawadi, Fredj
17
Shahbaz, Muhammad
17
Demirer, Rıza
16
Massa, Massimo
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Bouri, Elie
15
Nonejad, Nima
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Wei, Yu
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Gambetti, Luca
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Xuan Vinh Vo
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Sehgal, Sanjay
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Hammoudeh, Shawkat
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1
Real stock market returns and inflation : evidence from uncertainty hypotheses
Chiang, Thomas C.
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472359
Saved in:
2
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
3
Dynamics of the asymmetric S-curve between Pakistan and Japan
Ahmad, Sareer
;
Iqbal, Javed
;
Nosheen, Misbah
;
Wohar, Mark E.
- In:
International journal of economic policy studies
17
(
2023
)
2
,
pp. 551-561
Persistent link: https://www.econbiz.de/10014420267
Saved in:
4
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
5
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
6
Forecasting real activity using cross-sectoral stock market information
Chatelais, Nicolas
;
Stalla-Bourdillon, Arthur
;
Chinn, …
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014248856
Saved in:
7
The predictive ability of stock market factors
Elgammal, Mohammed Mohammed
;
Ahmed, Fatma Ehab
; …
- In:
Studies in economics and finance
39
(
2022
)
1
,
pp. 111-124
Persistent link: https://www.econbiz.de/10012798502
Saved in:
8
Monetary-based asset pricing : a mixed-frequency structural approach
Bianchi, Francesco
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2022
Persistent link: https://www.econbiz.de/10013271513
Saved in:
9
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 967-1017
Persistent link: https://www.econbiz.de/10013190467
Saved in:
10
Forecasting sector stock market returns
McMillan, David G.
- In:
The journal of asset management : a major new, …
22
(
2021
)
4
,
pp. 291-300
Persistent link: https://www.econbiz.de/10012581629
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