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person:"Paolella, Marc S."
subject:"Japan"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Gerlach, Stefan"
~person:"Nakajima, Jouchi"
~person:"Wohar, Mark E."
~subject:"Capital income"
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Japan
Capital income
Estimation
3
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3
Kapitaleinkommen
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Aktienmarkt
1
Börsenkurs
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Exchange rate
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Geldpolitik
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exchange rate return
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generalized hyperbolic skew Student’s t-distribution
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inflation
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nominal and real stock returns
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Paolella, Marc S.
Gerlach, Stefan
Nakajima, Jouchi
Wohar, Mark E.
Gupta, Rangan
2
Martin, Vance
2
Sarkar, Saikat
2
Alexandre, Fernando
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Cuñado Eizaguirre, Juncal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
CFS working paper series
6
IMES discussion paper series
4
International review of economics & finance : IREF
4
Finance research letters
3
The North American journal of economics and finance : a journal of financial economics studies
3
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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International journal of finance & economics : IJFE
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International review of financial analysis
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Journal of econometrics
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Open economies review
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The B.E. journal of macroeconomics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working paper series / Institute for Monetary and Financial Stability
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Economic analysis and policy : EAP ; journal of the Economic Society of Australia
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Economics and Business Letters : EBL
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Global finance journal
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HKIMR Working Paper
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Handbook of heavy tailed distributions in finance
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International journal of economic policy studies
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International journal of forecasting
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Journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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Journal of monetary economics
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Journal of the Japanese and international economies : an international journal ; JJIE
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Macroeconomic stability and financial regulation : key issues for the G20
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Monetary and economic studies
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Monetary policy and financial markets
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Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
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Research Department working paper / Federal Reserve Bank of Dallas
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Research paper series / Swiss Finance Institute
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Are stock returns an inflation hedge for the UK? : evidence from a wavelet analysis using over three centuries of data
Tiwari, Aviral Kumar
;
Cuñado Eizaguirre, Juncal
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012054891
Saved in:
2
Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns
Nakajima, Jouchi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 499-520
Persistent link: https://www.econbiz.de/10010228561
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