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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~person:"Umutlu, Mehmet"
~subject:"Capital income"
~type:"article"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Capital income
Estimation
28
Schätzung
28
Forecasting model
17
Kapitaleinkommen
13
Theorie
10
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10
USA
9
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9
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Aufsatz im Buch
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English
24
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Swanson, Norman R.
Umutlu, Mehmet
Gupta, Rangan
85
Zaremba, Adam
58
McMillan, David G.
37
Pierdzioch, Christian
33
Ma, Feng
31
Wohar, Mark E.
28
Narayan, Paresh Kumar
24
Wang, Yudong
23
Zhang, Yaojie
21
Bollerslev, Tim
20
Tiwari, Aviral Kumar
20
Balcilar, Mehmet
18
Cakici, Nusret
18
Demirer, Rıza
18
Todorov, Viktor
18
Kumar, Dilip
17
Salisu, Afees A.
17
Bali, Turan G.
16
Gil-Alaña, Luis A.
16
Bouri, Elie
15
Nonejad, Nima
15
Sehgal, Sanjay
15
Chiang, Thomas C.
14
Long, Huaigang
14
Lee, Chien-chiang
13
Marcellino, Massimiliano
13
Moosa, Imad A.
13
Wei, Yu
13
Brooks, Robert
12
Caporale, Guglielmo Maria
12
Jawadi, Fredj
12
McAleer, Michael
12
Timmermann, Allan
12
Xuan Vinh Vo
12
Yin, Libo
12
Andersen, Torben
11
Apergēs, Nikolaos
11
Bohl, Martin T.
11
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Applied economics
2
International journal of forecasting
2
Journal of banking & finance
2
Journal of empirical finance
2
Quantitative finance and economics
2
Applied financial economics
1
Econometric reviews
1
Economic inquiry : journal of the Western Economic Association International
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of financial analysis
1
Journal of econometrics
1
Pacific-Basin finance journal
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of investing : JOI
1
The review of economics and statistics
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
24
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1
Return range and the cross-section of expected index returns in international stock markets
Umutlu, Mehmet
;
Bengitöz, Pelin
- In:
Quantitative finance and economics
5
(
2021
)
3
,
pp. 421-451
Persistent link: https://www.econbiz.de/10012592477
Saved in:
2
Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kim, Kihwan
;
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1421-1469
Persistent link: https://www.econbiz.de/10014226366
Saved in:
3
Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns
Umutlu, Mehmet
;
Bengitöz, Pelin
;
Zaremba, Adam
- In:
Applied economics
53
(
2021
)
54
,
pp. 6213-6230
Persistent link: https://www.econbiz.de/10012650394
Saved in:
4
Further evidence on the usefulness of real-time datasets for economic forecasting
Fernández, Andrés
;
Swanson, Norman R.
- In:
Quantitative finance and economics
1
(
2017
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10012137708
Saved in:
5
The cross-section of industry equity returns and global tactical asset allocation across regions and industries
Umutlu, Mehmet
;
Bengitöz, Pelin
- In:
International review of financial analysis
72
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012437215
Saved in:
6
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:
7
Opposites attract : combining alpha momentum and alpha reversal in international equity markets
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
The journal of investing : JOI
29
(
2020
)
3
,
pp. 38-62
Persistent link: https://www.econbiz.de/10013177472
Saved in:
8
Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
Journal of empirical finance
53
(
2019
),
pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
Saved in:
9
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
Cepni, Oguzhan
;
Güney, Ethem
;
Swanson, Norman R.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 555-572
Persistent link: https://www.econbiz.de/10012300700
Saved in:
10
Size matters everywhere : decomposing the small country and small industry premia
Zaremba, Adam
;
Umutlu, Mehmet
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012036250
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