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source:"econis"
subject:"Kapitaleinkommen"
~accessRights:"restricted"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation"
~subject:"Spillover effect"
~subject:"Stock market"
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Kapitaleinkommen
Estimation
Spillover effect
Stock market
Schätzung
236
Volatility
81
Volatilität
81
Capital income
78
Börsenkurs
76
Share price
76
Aktienmarkt
55
Theorie
50
Theory
50
Forecasting model
40
Prognoseverfahren
40
Welt
37
World
37
ARCH model
36
ARCH-Modell
36
Portfolio selection
32
Portfolio-Management
32
USA
32
United States
32
Spillover-Effekt
28
Time series analysis
28
Zeitreihenanalyse
28
Anlageverhalten
26
Behavioural finance
26
Cointegration
25
Kointegration
25
VAR model
24
VAR-Modell
24
CAPM
23
Exchange rate
22
Wechselkurs
22
China
21
Risiko
20
Risk
20
Regression analysis
18
Regressionsanalyse
18
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Article
236
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236
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236
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English
236
Author
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Gupta, Rangan
12
Kang, Sang Hoon
7
Zhu, Huiming
7
Hau, Liya
6
Mensi, Walid
6
Pierdzioch, Christian
5
Chen, Mei-Ping
4
Dai, Zhifeng
4
Salisu, Afees A.
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
Al-Yahyaee, Khamis Hamed
3
Balcilar, Mehmet
3
Ji, Qiang
3
Lee, Chien-chiang
3
Nonejad, Nima
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Yang, Chunpeng
3
Zhou, Liyun
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Caporin, Massimiliano
2
Chen, Na
2
Chen, Qitong
2
Chen, Wen-Yi
2
Cho, Hoon
2
Dash, Saumya Ranjan
2
Dong, Xiyong
2
Guerello, Chiara
2
Hamori, Shigeyuki
2
Jiang, Cuixia
2
Jiang, Yong
2
Jin, Xiu
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Li, Changhong
2
Li, Jinfang
2
Lien, Da-hsiang Donald
2
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The North American journal of economics and finance : a journal of financial economics studies
Discussion paper / Centre for Economic Policy Research
1,254
Working paper / National Bureau of Economic Research, Inc.
764
Applied economics
597
Economic modelling
534
Discussion papers / CEPR
428
Applied economics letters
416
Economics letters
394
Finance research letters
391
Energy economics
381
International review of economics & finance : IREF
348
Journal of econometrics
283
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
249
International review of financial analysis
233
Journal of international money and finance
227
Journal of banking & finance
206
SpringerLink / Bücher
206
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
194
Research in international business and finance
187
Labour economics : official journal of the European Association of Labour Economists
165
Journal of economic dynamics & control
154
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Journal of empirical finance
151
Journal of financial economics
147
Journal of international financial markets, institutions & money
147
European economic review : EER
139
Journal of economic behavior & organization : JEBO
139
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
139
International journal of economics and finance
137
Journal of macroeconomics
133
Empirical economics : a quarterly journal of the Institute for Advanced Studies
130
International journal of finance & economics : IJFE
118
International journal of forecasting
117
Pacific-Basin finance journal
117
Emerging markets, finance and trade : EMFT
114
Management science : journal of the Institute for Operations Research and the Management Sciences
104
Macroeconomic dynamics
103
Economics of education review
102
American economic journal : a journal of the American Economic Association
99
Journal of international economics
99
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ECONIS (ZBW)
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1
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
2
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
3
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
4
Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels
Chen, Na
;
Jin, Xiu
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484000
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5
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
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6
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
7
Does foreign equity investment impact the spillover effect of industries in China?
Xu, Hao
;
li, Songsong
;
Tian, Zhihong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485249
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8
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
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9
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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10
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
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