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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Economic systems"
~isPartOf:"Journal of econometrics"
~isPartOf:"Open economies review"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH-Modell"
~subject:"Theorie"
~subject:"Zinsstruktur"
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Kapitaleinkommen
ARCH-Modell
Theorie
Zinsstruktur
Estimation
1,064
Schätzung
1,059
Theory
276
Estimation theory
234
Schätztheorie
234
Volatility
223
Volatilität
223
Time series analysis
163
Zeitreihenanalyse
163
Börsenkurs
155
Share price
155
Capital income
151
Panel
141
Panel study
140
Forecasting model
121
Prognoseverfahren
121
Welt
121
World
121
USA
118
United States
118
Nichtparametrisches Verfahren
117
Nonparametric statistics
117
Regression analysis
106
Regressionsanalyse
106
Exchange rate
91
Wechselkurs
90
Aktienmarkt
84
Stock market
84
ARCH model
83
VAR model
77
VAR-Modell
77
Cointegration
75
Kointegration
75
Geldpolitik
65
Monetary policy
65
Bayes-Statistik
56
Bayesian inference
56
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298
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448
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1
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448
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5
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5
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1
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1
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449
Author
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Gupta, Rangan
12
Todorov, Viktor
9
Bollerslev, Tim
5
Koop, Gary
5
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Dai, Zhifeng
4
Francq, Christian
4
McAleer, Michael
4
Serletis, Apostolos
4
Tauchen, George Eugene
4
Wohar, Mark E.
4
Xiu, Dacheng
4
Asai, Manabu
3
Barnett, William A.
3
Bleaney, Michael F.
3
Caporin, Massimiliano
3
Frühwirth-Schnatter, Sylvia
3
Ghysels, Eric
3
Hau, Liya
3
Kang, Sang Hoon
3
Kim, Donggyu
3
Mensi, Walid
3
Paolella, Marc S.
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Rombouts, Jeroen V. K.
3
Steel, Mark F. J.
3
Tian, Mo
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Zhou, Liyun
3
Zhu, Huiming
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Balcilar, Mehmet
2
Cepni, Oguzhan
2
Chang, Chia-Lin
2
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Economic systems
Journal of econometrics
Open economies review
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
649
NBER working paper series
552
NBER Working Paper
498
Applied economics
449
Discussion paper / Centre for Economic Policy Research
392
Economic modelling
298
Discussion paper series / IZA
292
Applied economics letters
273
CESifo working papers
272
Economics letters
259
International review of economics & finance : IREF
249
Journal of banking & finance
247
Working paper
243
Finance research letters
242
Journal of international money and finance
219
International review of financial analysis
204
Applied financial economics
199
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
197
Journal of empirical finance
197
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
179
Journal of financial economics
175
Energy economics
163
Discussion paper / Tinbergen Institute
155
Discussion paper
153
IZA Discussion Paper
153
Journal of applied econometrics
153
Discussion papers / CEPR
149
Journal of economic dynamics & control
142
Europäische Hochschulschriften / 5
136
Journal of international financial markets, institutions & money
133
Journal of macroeconomics
129
International journal of finance & economics : IJFE
126
The European journal of finance
124
The review of economics and statistics
117
International journal of forecasting
113
The journal of finance : the journal of the American Finance Association
113
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
111
Finance and economics discussion series
110
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1
Monetary policy announcements, information shocks, and exchange rate dynamics
Gründler, Daniel
;
Mayer, Eric
;
Scharler, Johann
- In:
Open economies review
34
(
2023
)
2
,
pp. 341-369
Persistent link: https://www.econbiz.de/10014334807
Saved in:
2
Contagion among European financial indices, evidence from a quantile VAR approach
Palomba, Giulio
;
Tedeschi, Marco
- In:
Economic systems
48
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014584815
Saved in:
3
Volatility connectedness and its determinants of global energy stock markets
Xie, Qichang
;
Luo, Chao
;
Cong, Xiaoping
;
Wang, Xu
- In:
Economic systems
48
(
2024
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014584867
Saved in:
4
Reserve volatility and the identification of exchange rate regimes
Bleaney, Michael F.
;
Tian, Mo
- In:
Open economies review
32
(
2021
)
4
,
pp. 701-723
Persistent link: https://www.econbiz.de/10012659037
Saved in:
5
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
6
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
7
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
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8
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
9
Analyzing quantile spillover effects among international financial markets
Wang, Jie
;
Liu, Tangyong
;
Pan, Na
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014247022
Saved in:
10
Do the carry trades respond to geopolitical risks? : evidence from BRICS countries
Cepni, Oguzhan
;
Emirmahmutoglu, Furkan
;
Güney, Ethem
; …
- In:
Economic systems
47
(
2023
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014317399
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