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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Spillover effect"
~subject:"Stock market"
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Kapitaleinkommen
Spillover effect
Stock market
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Börsenkurs
86
Share price
86
Aktienmarkt
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Theorie
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Forecasting model
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Portfolio selection
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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
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29
VAR-Modell
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Geldpolitik
28
Monetary policy
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Anlageverhalten
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Behavioural finance
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CAPM
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China
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139
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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
Chen, Mei-Ping
2
Chen, Na
2
Cho, Hoon
2
Dash, Saumya Ranjan
2
Hamori, Shigeyuki
2
Ji, Qiang
2
Jin, Xiu
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Liu, Fang
2
Maitra, Debasish
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
Yu, Dongwei
2
Zaremba, Adam
2
Zhang, Weiguo
2
Acedański, Jan
1
Adediran, Idris A.
1
Ahmad, Nasir
1
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The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
201
International review of financial analysis
186
International review of economics & finance : IREF
179
Journal of banking & finance
166
Applied economics
158
NBER working paper series
156
Working paper / National Bureau of Economic Research, Inc.
150
Journal of empirical finance
144
Applied economics letters
142
Economic modelling
142
Journal of financial economics
136
Applied financial economics
127
NBER Working Paper
127
Research in international business and finance
115
Journal of international financial markets, institutions & money
114
CESifo working papers
89
The European journal of finance
86
Pacific-Basin finance journal
82
Journal of international money and finance
79
Energy economics
74
Review of quantitative finance and accounting
70
Economics letters
67
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
64
Journal of econometrics
63
Discussion paper / Centre for Economic Policy Research
62
International journal of finance & economics : IJFE
61
Cogent economics & finance
57
Working paper
57
Management science : journal of the Institute for Operations Research and the Management Sciences
56
International journal of economics and finance
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
International journal of economics and financial issues : IJEFI
46
Journal of financial markets
45
Research paper series / Swiss Finance Institute
44
Discussion papers / CEPR
42
Emerging markets, finance and trade : EMFT
41
Discussion paper
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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
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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
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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
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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
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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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