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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"Forecasting model"
~subject:"VAR-Modell"
~subject:"Welt"
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Kapitaleinkommen
Forecasting model
VAR-Modell
Welt
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Börsenkurs
86
Share price
86
Aktienmarkt
61
Stock market
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Theorie
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Time series analysis
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Zeitreihenanalyse
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Cointegration
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Kointegration
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Spillover-Effekt
33
VAR model
29
Geldpolitik
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English
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Gupta, Rangan
8
Hau, Liya
5
Zhu, Huiming
5
Dai, Zhifeng
4
Pierdzioch, Christian
4
Kang, Sang Hoon
3
Lee, Chien-chiang
3
Nonejad, Nima
3
Salisu, Afees A.
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Yang, Chunpeng
3
Zhou, Liyun
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
Chen, Qitong
2
Cho, Hoon
2
Dash, Saumya Ranjan
2
Guerello, Chiara
2
Hamori, Shigeyuki
2
Jiang, Cuixia
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Maitra, Debasish
2
McAleer, Michael
2
Mensi, Walid
2
Mo, Guoli
2
Motegi, Kaiji
2
Ryu, Doojin
2
Seok, Sang Ik
2
Tan, Chunzhi
2
Tian, Shuairu
2
Xu, Qifa
2
Xuan Vinh Vo
2
Zaremba, Adam
2
Zeng, Zheng
2
Zhang, Weiguo
2
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The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
411
NBER working paper series
383
Applied economics
363
CESifo working papers
351
NBER Working Paper
343
Discussion paper / Centre for Economic Policy Research
286
Economic modelling
279
Applied economics letters
265
Finance research letters
245
International review of economics & finance : IREF
218
Working paper
211
Journal of international money and finance
207
Journal of banking & finance
203
Energy economics
199
Economics letters
196
International review of financial analysis
190
International journal of forecasting
164
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
159
Journal of empirical finance
159
Journal of financial economics
141
Discussion paper series / IZA
140
Journal of international financial markets, institutions & money
132
Applied financial economics
126
Discussion papers / CEPR
120
Journal of forecasting
116
Research in international business and finance
114
CESifo Working Paper Series
112
Journal of econometrics
112
Discussion paper
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
International journal of finance & economics : IJFE
98
Discussion paper / Tinbergen Institute
92
The European journal of finance
92
IMF working papers
88
Journal of macroeconomics
85
Kiel working paper
85
International Journal of Energy Economics and Policy : IJEEP
84
Journal of applied econometrics
83
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
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
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2
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:
3
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:
4
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:
5
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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6
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
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7
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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8
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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9
Cognitive biases, downside risk shocks, and stock expected returns
Li, Si
;
He, Fangyi
;
Shi, Fangquan
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485480
Saved in:
10
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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