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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"The European journal of finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"Forecasting model"
~subject:"Welt"
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Kapitaleinkommen
Forecasting model
Welt
Estimation
502
Schätzung
502
Capital income
156
Volatility
143
Volatilität
143
Börsenkurs
135
Share price
135
Theorie
130
Theory
130
Aktienmarkt
97
Stock market
97
Prognoseverfahren
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USA
61
United States
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36
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Risk
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EU countries
35
EU-Staaten
35
Spillover effect
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Spillover-Effekt
35
VAR model
35
VAR-Modell
35
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3
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English
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Gupta, Rangan
11
Pierdzioch, Christian
7
Hau, Liya
5
Zhu, Huiming
5
Dai, Zhifeng
4
Lee, Chien-chiang
4
Salisu, Afees A.
4
Wohar, Mark E.
4
Kang, Sang Hoon
3
Nonejad, Nima
3
Ur Rehman, Mobeen
3
Yang, Chunpeng
3
Zhou, Liyun
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Charemza, Wojciech
2
Chen, Mei-Ping
2
Chen, Qitong
2
Cho, Hoon
2
Copeland, Laurence S.
2
Dash, Saumya Ranjan
2
Dunis, Christian
2
Fletcher, Jonathan
2
Gillas, Konstantinos Gkillas
2
Jiang, Cuixia
2
Jung, Hojin
2
Karathanasopoulos, Andreas
2
Kim, Dong H.
2
Kim, Jong-Min
2
Laws, Jason
2
Maitra, Debasish
2
McAleer, Michael
2
McMillan, David G.
2
Mensi, Walid
2
Mo, Guoli
2
Panopulu, Aikaterinē
2
Paolella, Marc S.
2
Power, David M.
2
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The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
398
NBER working paper series
370
NBER Working Paper
331
Applied economics
313
CESifo working papers
311
Discussion paper / Centre for Economic Policy Research
270
Applied economics letters
237
Finance research letters
231
Economic modelling
226
International review of economics & finance : IREF
197
Journal of banking & finance
192
International review of financial analysis
183
Journal of international money and finance
176
Energy economics
172
International journal of forecasting
164
Working paper
159
Journal of empirical finance
153
Economics letters
148
Journal of financial economics
140
Discussion paper series / IZA
133
Journal of international financial markets, institutions & money
124
Applied financial economics
123
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Journal of forecasting
112
CESifo Working Paper Series
109
Research in international business and finance
107
Journal of econometrics
97
Discussion papers / CEPR
96
International journal of finance & economics : IJFE
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Discussion paper
82
Discussion paper / Tinbergen Institute
80
Pacific-Basin finance journal
79
IMF working papers
78
International Journal of Energy Economics and Policy : IJEEP
75
Kiel working paper
74
Journal of risk and financial management : JRFM
71
Review of quantitative finance and accounting
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ECONIS (ZBW)
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226
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
Molinas, Luis Antonio
;
Binner, Jane M.
;
Tong, Meng
- In:
The European journal of finance
29
(
2023
)
7
,
pp. 780-799
Persistent link: https://www.econbiz.de/10014322555
Saved in:
3
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
4
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
5
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
6
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:
7
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:
8
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:
9
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
Saved in:
10
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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