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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Economics letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Ji, Qiang"
~subject:"Estimation"
~subject:"Kointegration"
~subject:"Portfolio selection"
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Kapitaleinkommen
Estimation
Kointegration
Portfolio selection
Schätzung
3
USA
3
United States
3
Aktienmarkt
2
Börsenkurs
2
Share price
2
Stock market
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
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Bayes-Statistik
1
Bayesian dynamic factor model
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Bayesian inference
1
Business cycle synchronization
1
Capital income
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Causality-in-quantiles test
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CoVaR
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G7 stock markets
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Geldpolitik
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Housing market
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Housing market synchronization
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Immobilienpreis
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Impact assessment
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Konjunkturzusammenhang
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Local projection method
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Markov chain
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Markov switching
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Markov-Kette
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Monetary policies
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Monetary policy
1
Multivariate Verteilung
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Multivariate distribution
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Oil price
1
Real estate price
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Risikomaß
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Risk measure
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Ji, Qiang
Gupta, Rangan
18
Kang, Sang Hoon
7
Zhu, Huiming
7
Hau, Liya
6
Mensi, Walid
6
Pierdzioch, Christian
6
Beckmann, Joscha
4
Caraiani, Petre
4
Cepni, Oguzhan
4
Chen, Mei-Ping
4
Dai, Zhifeng
4
Egger, Peter
4
Nonejad, Nima
4
Panagiōtidēs, Theodōros
4
Salisu, Afees A.
4
Stengos, Thanasēs
4
Thornton, John
4
Weber, Enzo
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
Zaremba, Adam
4
Al-Yahyaee, Khamis Hamed
3
Bahmani-Oskooee, Mohsen
3
Balcilar, Mehmet
3
Belke, Ansgar
3
Caggiano, Giovanni
3
Christou, Christina
3
Dimitrakopoulos, Stefanos
3
Geishecker, Ingo
3
Gil-Alaña, Luis A.
3
Guérin, Pierre
3
Henderson, Daniel J.
3
Jung, Hojin
3
Kempa, Bernd
3
Kim, Jong-Min
3
Kumbhakar, Subal
3
Lee, Chien-chiang
3
Lien, Da-hsiang Donald
3
Lin, Qi
3
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Economics letters
The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
3
Energy economics
3
Finance research letters
3
Applied economics letters
2
Research in international business and finance
2
Financial management : FM
1
International journal of forecasting
1
International review of economics & finance : IREF
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
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1
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
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2
House price synchronization across the US states : the role of structural oil shocks
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821423
Saved in:
3
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
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