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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Spillover effect"
~subject:"Stock market"
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Kapitaleinkommen
ARCH model
Spillover effect
Stock market
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Börsenkurs
86
Share price
86
Aktienmarkt
61
Theorie
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Theory
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Forecasting model
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Wechselkurs
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Portfolio-Management
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Time series analysis
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Zeitreihenanalyse
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Kointegration
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Spillover-Effekt
33
VAR model
29
VAR-Modell
29
Geldpolitik
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Monetary policy
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Behavioural finance
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China
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Gupta, Rangan
10
Kang, Sang Hoon
6
Mensi, Walid
5
Dai, Zhifeng
4
Hau, Liya
4
Xuan Vinh Vo
4
Zhu, Huiming
4
Pierdzioch, Christian
3
Ur Rehman, Mobeen
3
Yang, Chunpeng
3
Zhou, Liyun
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
Chen, Na
2
Cho, Hoon
2
Dash, Saumya Ranjan
2
Guerello, Chiara
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jin, Xiu
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Liu, Fang
2
Maitra, Debasish
2
McAleer, Michael
2
Mo, Guoli
2
Nonejad, Nima
2
Ryu, Doojin
2
Salisu, Afees A.
2
Seok, Sang Ik
2
Tan, Chunzhi
2
Tian, Shuairu
2
Wohar, Mark E.
2
Yoon, Seong-min
2
Yu, Dongwei
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The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
231
International review of economics & finance : IREF
206
International review of financial analysis
204
Applied economics
194
Journal of banking & finance
175
Economic modelling
167
Journal of empirical finance
164
Applied economics letters
160
NBER working paper series
158
Working paper / National Bureau of Economic Research, Inc.
152
Applied financial economics
144
Journal of financial economics
137
NBER Working Paper
128
Research in international business and finance
124
Journal of international financial markets, institutions & money
123
Energy economics
113
CESifo working papers
96
The European journal of finance
93
Pacific-Basin finance journal
90
Journal of international money and finance
86
Journal of econometrics
84
Economics letters
78
Review of quantitative finance and accounting
78
Journal of risk and financial management : JRFM
76
Working paper
74
International journal of finance & economics : IJFE
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
International journal of economics and finance
65
Discussion paper / Centre for Economic Policy Research
64
Cogent economics & finance
58
Management science : journal of the Institute for Operations Research and the Management Sciences
58
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
57
International journal of economics and financial issues : IJEFI
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Discussion paper / Tinbergen Institute
51
Research paper series / Swiss Finance Institute
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
47
Journal of financial markets
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ECONIS (ZBW)
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1
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
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2
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:
3
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:
4
Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels
Chen, Na
;
Jin, Xiu
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484000
Saved in:
5
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
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6
Does foreign equity investment impact the spillover effect of industries in China?
Xu, Hao
;
li, Songsong
;
Tian, Zhihong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485249
Saved in:
7
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
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8
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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9
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
10
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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