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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:"Wohar, Mark E."
~subject:"Forecasting model"
~subject:"Marktmikrostruktur"
~subject:"State space model"
~subject:"USA"
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Börsenkurs
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Marktmikrostruktur
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Capital income
47
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47
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Hess, Dieter
Chiang, Thomas C.
Chinn, Menzie David
Koopman, Siem Jan
Ludvigson, Sydney C.
McMillan, David G.
Wohar, Mark E.
Gupta, Rangan
102
Zaremba, Adam
39
Marcellino, Massimiliano
31
Ma, Feng
29
Tiwari, Aviral Kumar
26
Balcilar, Mehmet
24
Pierdzioch, Christian
24
Wang, Yudong
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Salisu, Afees A.
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21
Narayan, Paresh Kumar
18
Bahmani-Oskooee, Mohsen
17
Ghysels, Eric
17
Jawadi, Fredj
17
Gil-Alaña, Luis A.
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Massa, Massimo
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Nonejad, Nima
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Demirer, Rıza
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Wei, Yu
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Bouri, Elie
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Gambetti, Luca
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Kelly, Bryan T.
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Forni, Mario
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Long, Huaigang
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Sehgal, Sanjay
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Shi, Yanlin
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Todorov, Viktor
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Apergēs, Nikolaos
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Ji, Qiang
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Kilian, Lutz
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Shahbaz, Muhammad
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Timmermann, Allan
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Baumeister, Christiane
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
The impact of disaggregated oil shocks on state-level consumption of the United States
Gupta, Rangan
;
Sheng, Xin
;
Van Eyden, Reneé
;
Wohar, Mark E.
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1818-1824
Persistent link: https://www.econbiz.de/10012697678
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