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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Beckmann, Joscha"
~person:"Zhu, Huiming"
~subject:"Estimation"
~subject:"Kointegration"
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Kapitaleinkommen
Estimation
Kointegration
Schätzung
10
Volatility
5
Volatilität
5
China
4
Cointegration
4
Crude oil
4
Erdöl
4
Oil price
4
Petroleum
4
Ölpreis
4
Capital income
3
Economic policy uncertainty
3
Exchange rate
3
Quantile-on-quantile regression
3
Wechselkurs
3
Welt
3
World
3
Anlageverhalten
2
Behavioural finance
2
Börsenkurs
2
Causality analysis
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Commodity market
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Impact assessment
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Kausalanalyse
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Regression analysis
2
Regressionsanalyse
2
Rohstoffmarkt
2
Rolling windows
2
Share price
2
Time-frequency effect
2
Wavelet analysis
2
Wirkungsanalyse
2
1973-2007
1
1973-2009
1
Aktienmarkt
1
Bitcoin
1
Capital market returns
1
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10
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Beckmann, Joscha
Zhu, Huiming
Gupta, Rangan
12
Kang, Sang Hoon
7
Hau, Liya
6
Mensi, Walid
6
Pierdzioch, Christian
5
Chen, Mei-Ping
4
Dai, Zhifeng
4
Salisu, Afees A.
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
Al-Yahyaee, Khamis Hamed
3
Balcilar, Mehmet
3
Belke, Ansgar
3
Ji, Qiang
3
Lee, Chien-chiang
3
Lien, Da-hsiang Donald
3
Nonejad, Nima
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Yang, Chunpeng
3
Zhou, Liyun
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Na
2
Chen, Qitong
2
Chen, Wen-Yi
2
Cho, Hoon
2
Dash, Saumya Ranjan
2
Dong, Xiyong
2
Guerello, Chiara
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Jiang, Cuixia
2
Jiang, Yong
2
Jin, Xiu
2
Jung, Hojin
2
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics
11
Ruhr economic papers
11
ROME discussion paper series
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Energy economics
4
Journal of international money and finance
4
Ruhr Economic Paper
4
DIW Berlin Discussion Paper
3
Economic modelling
3
FIW working paper
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
CEPS working documents
1
Chemnitz economic papers
1
Credit and capital markets : Kredit und Kapital
1
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
1
ECB Working Paper
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European review of agricultural economics : ERAE
1
Finance research letters
1
International review of applied economics
1
International review of financial analysis
1
Journal of forecasting
1
Open economies review
1
Review of development economics
1
Review of international economics
1
Review of world economics
1
The North American journal of economics and finance : a journal of theory and practice
1
The world economy : the leading journal on international economic relations
1
Working paper series / European Central Bank
1
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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ECONIS (ZBW)
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1
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
2
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
3
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
4
Time-frequency transmission mechanism of EPU, investor sentiment and financial assets : a multiscale TVP-VAR connectedness analysis
Qiao, Xingzhi
;
Zhu, Huiming
;
Zhang, Zhongqingyang
;
Mao, …
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014225822
Saved in:
5
Does transaction activity predict Bitcoin returns? : evidence from quantile-on-quantile analysis
Hau, Liya
;
Zhu, Huiming
;
Shahbaz, Muhammad
;
Sun, Wuqin
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012667385
Saved in:
6
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
Saved in:
7
Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis
Zhu, Huiming
;
Meng, Liang
;
Ge, Yajing
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012664544
Saved in:
8
Gold as an inflation hedge in a time-varying coefficient framework
Beckmann, Joscha
;
Czudaj, Robert
- In:
The North American journal of economics and finance : a …
24
(
2013
),
pp. 208-222
Persistent link: https://www.econbiz.de/10009739656
Saved in:
9
Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices
Beckmann, Joscha
- In:
The North American journal of economics and finance : a …
24
(
2013
),
pp. 176-190
Persistent link: https://www.econbiz.de/10009739659
Saved in:
10
Cross-section dependence and the monetary exchange rate model : a panel analysis
Beckmann, Joscha
;
Belke, Ansgar
;
Dobnik, Frauke
- In:
The North American journal of economics and finance : a …
23
(
2012
)
1
,
pp. 38-53
Persistent link: https://www.econbiz.de/10009673901
Saved in:
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