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person:"Pesaran, M. Hashem"
subject:"World"
~person:"Zaremba, Adam"
~source:"econis"
~subject:"Schätzung"
~subject:"VAR-Modell"
~type_genre:"Aufsatz in Zeitschrift"
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World
Schätzung
VAR-Modell
Estimation
90
Capital income
61
Kapitaleinkommen
61
CAPM
43
Börsenkurs
33
Share price
33
Forecasting model
32
Prognoseverfahren
32
Welt
28
Aktienmarkt
27
Stock market
27
Portfolio selection
25
Portfolio-Management
25
Return predictability
24
Asset pricing
18
Risikoprämie
18
Risk premium
18
Capital market returns
16
Kapitalmarktrendite
16
Theorie
14
Theory
14
Anlageverhalten
9
Behavioural finance
9
VAR model
9
return predictability
9
Equity anomalies
8
Risiko
8
Risk
8
The cross-section of stock returns
8
Momentum
7
Public bond
7
USA
7
United States
7
asset pricing
7
equity anomalies
7
momentum
7
Öffentliche Anleihe
7
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Online availability
All
Undetermined
57
Free
9
Type of publication
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Article
89
Book / Working Paper
1
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Arbeitspapier
96
Working Paper
96
Article in journal
90
Graue Literatur
89
Non-commercial literature
89
Aufsatz im Buch
2
Book section
2
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Language
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English
90
Author
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Pesaran, M. Hashem
Zaremba, Adam
Gupta, Rangan
174
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
127
Chang, Tsangyao
99
Caporale, Guglielmo Maria
92
Tiwari, Aviral Kumar
82
Wohar, Mark E.
80
Apergēs, Nikolaos
77
Narayan, Paresh Kumar
74
Belke, Ansgar
65
Lee, Chien-chiang
63
Kumbhakar, Subal
57
Shahbaz, Muhammad
56
Wagner, Joachim
54
Su, Chi-Wei
53
Pierdzioch, Christian
52
Balcilar, Mehmet
49
Egger, Peter
48
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
47
Herwartz, Helmut
46
Xuan Vinh Vo
45
McMillan, David G.
44
Payne, James E.
42
Hammoudeh, Shawkat
41
Holmes, Mark J.
41
McAleer, Michael
39
Tsionas, Efthymios G.
38
Afonso, António
37
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Pradhan, Rudra Prakash
37
Schneider, Friedrich
37
Ma, Feng
36
MacDonald, Ronald
36
Brooks, Robert
35
Salisu, Afees A.
35
Bouri, Elie
34
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Journal of applied econometrics
8
Applied economics
7
Economic research
4
Finance research letters
4
Journal of banking & finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Economic modelling
3
Economics letters
3
Emerging markets, finance and trade : EMFT
3
International review of financial analysis
3
Contemporary economics
2
Finance a úvěr
2
Journal of economic dynamics & control
2
Pacific-Basin finance journal
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of investing : JOI
2
Cambridge working papers in economics
1
Cambridge-INET working papers
1
E-Finanse : finansowy kwartalnik internetowy
1
Eastern European economics
1
Econometric reviews
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Energy economics
1
Financial markets, institutions & instruments
1
International journal of economics and finance
1
International journal of forecasting
1
International journal of management and economics
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Journal of risk and financial management : JRFM
1
Journal of the American Statistical Association : JASA
1
Quantitative finance
1
Research in economics : an international review of economics
1
Review of finance : journal of the European Finance Association
1
Studies in economics and finance
1
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ECONIS (ZBW)
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1
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
2
Air temperature and sovereign bond returns
Kizys, Renatas
;
Rouatbi, Wael
;
Umar, Zaghum
;
Zaremba, Adam
- In:
Financial markets, institutions & instruments
33
(
2024
)
2
,
pp. 179-209
Persistent link: https://www.econbiz.de/10014532260
Saved in:
3
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
4
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
5
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
6
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
7
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
8
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
9
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:
10
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
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