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source:"econis"
subject:"Theorie"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~language:"eng"
~subject:"Bayesian shrinkage"
~subject:"Forecasting model"
~subject:"Immobilienpreis"
~subject:"Real estate price"
~type_genre:"Article in journal"
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Theorie
Bayesian shrinkage
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Estimation
641
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640
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197
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International review of economics & finance : IREF
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Applied economics
399
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ECONIS (ZBW)
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21
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
22
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
23
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
24
Forecasting stock market realized volatility : the role of investor attention to the price of petroleum products
Li, Dakai
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 115-122
Persistent link: https://www.econbiz.de/10014446891
Saved in:
25
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
26
Time-variant safe haven currencies
Sato, Ayano
;
Nakata, Hayato
;
Percy, Jay
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 316-328
Persistent link: https://www.econbiz.de/10014535558
Saved in:
27
Return seasonality in commodity futures
Li, Yan
;
Liu, Qingfu
;
Miao, Deyu
;
Tse, Yiuman
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10014535578
Saved in:
28
Why corporate political geography matters for stock returns
Meng, Yun
;
Pantzalis, Christos
;
Park, Jung Chul
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 71-96
Persistent link: https://www.econbiz.de/10014239900
Saved in:
29
How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?
Chen, Qi-an
;
Li, Huashi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 590-610
Persistent link: https://www.econbiz.de/10014364123
Saved in:
30
Forecasting the exchange rate with the Taylor rule model during times of alternative monetary policies
Wang, Rudan
;
Morley, Bruce
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1341-1359
Persistent link: https://www.econbiz.de/10014338891
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