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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of financial economics"
~subject:"ARCH model"
~subject:"Inflation"
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Kapitaleinkommen
ARCH model
Inflation
Estimation
421
Schätzung
421
Capital income
160
Theorie
103
Theory
103
Börsenkurs
96
Share price
96
CAPM
83
Risikoprämie
80
Risk premium
80
Forecasting model
73
Prognoseverfahren
73
Volatility
66
Volatilität
66
Aktienmarkt
61
Stock market
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Portfolio selection
51
Portfolio-Management
51
USA
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United States
51
China
44
Yield curve
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Zinsstruktur
36
Welt
35
World
35
Risk
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32
Anlageverhalten
31
Behavioural finance
31
Capital market returns
26
Kapitalmarktrendite
26
Turkey
26
Türkei
26
Emerging economies
25
Schwellenländer
25
Return predictability
24
Time series analysis
22
Zeitreihenanalyse
22
Economic growth
20
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Conference paper
2
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English
185
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Bollerslev, Tim
5
Kelly, Bryan T.
4
Todorov, Viktor
4
Bali, Turan G.
3
Moskowitz, Tobias J.
3
Timmermann, Allan
3
Baltussen, Guido
2
Barroso, Pedro
2
Boons, Martijn
2
Brown, Stephen J.
2
Christoffersen, Peter F.
2
D'Amico, Stefania
2
Da, Zhi
2
Gonçalves, Andrei S.
2
Huang, Shiyang
2
Kilic, Mete
2
Li, Sophia Zhengzi
2
Lin, Tse-Chun
2
Linnainmaa, Juhani
2
Londono, Juan M.
2
Novy-Marx, Robert
2
Paye, Bradley S.
2
Pruitt, Seth
2
Santa-Clara, Pedro
2
Scaillet, Olivier
2
Schneider, Paul
2
Stambaugh, Robert F.
2
Valkanov, Rossen I.
2
Weber, Michael
2
Xiang, Hong
2
Xie, Shiqing
2
Zhang, Chengsi
2
Zhang, Dayong
2
Zhang, Shaojun
2
Zhou, Guofu
2
Önder, A. Özlem
2
Abul Mansur Mohammed Masih
1
Acharya, Viral V.
1
Akdoğan, Kurmaş
1
Albuquerque, Rui
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of financial economics
Applied economics
204
Finance research letters
186
International review of economics & finance : IREF
176
International review of financial analysis
164
Economic modelling
163
Journal of banking & finance
155
Journal of empirical finance
147
Applied economics letters
146
NBER working paper series
133
The North American journal of economics and finance : a journal of financial economics studies
128
Working paper / National Bureau of Economic Research, Inc.
119
Applied financial economics
114
NBER Working Paper
105
Energy economics
103
Journal of international financial markets, institutions & money
100
Economics letters
99
Research in international business and finance
89
Journal of international money and finance
87
Working paper
87
CESifo working papers
83
Pacific-Basin finance journal
78
Journal of econometrics
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
The European journal of finance
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
International journal of finance & economics : IJFE
69
Review of quantitative finance and accounting
68
International journal of economics and finance
67
International journal of economics and financial issues : IJEFI
67
Finance and economics discussion series
66
Journal of risk and financial management : JRFM
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Discussion paper / Centre for Economic Policy Research
58
International journal of forecasting
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Discussion papers / CEPR
56
Management science : journal of the Institute for Operations Research and the Management Sciences
53
Cogent economics & finance
51
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ECONIS (ZBW)
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1
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
2
Heterogeneous liquidity providers and night-minus-day return predictability
Lu, Zhongjin
;
Malliaris, Steven
;
Qin, Zhongling
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 175-200
Persistent link: https://www.econbiz.de/10014335742
Saved in:
3
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
4
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
5
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
6
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
7
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
8
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
9
Fire sale risk and expected stock returns
Aragon, George O.
;
Kim, Min S.
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 578-609
Persistent link: https://www.econbiz.de/10014420577
Saved in:
10
Automation and the displacement of labor by capital : asset pricing theory and empirical evidence
Knesl, Jiří
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10013546671
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