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source:"econis"
subject:"Theorie"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~person:"Apostolakis, George N."
~person:"Attanasio, Orazio P."
~person:"Beckmann, Joscha"
~person:"Bissoondoyal-Bheenick, Emawtee"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Timmermann, Allan"
~person:"Wang, Yudong"
~subject:"ARCH-Modell"
~subject:"Bayesian shrinkage"
~subject:"Business cycle"
~subject:"Estimation"
~subject:"Forecasting model"
~subject:"Hedging"
~subject:"Real estate price"
~subject:"Schätzung"
~subject:"VAR-Modell"
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Apostolakis, George N.
Attanasio, Orazio P.
Beckmann, Joscha
Bissoondoyal-Bheenick, Emawtee
Lindé, Jesper
McAleer, Michael
Pierdzioch, Christian
Semmler, Willi
Serletis, Apostolos
Timmermann, Allan
Wang, Yudong
Gupta, Rangan
8
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Xuan Vinh Vo
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International review of economics & finance : IREF
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
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2
The role of expectations for currency crisis dynamics : the case of the Turkish lira
Beckmann, Joscha
;
Czudaj, Robert
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 625-642
Persistent link: https://www.econbiz.de/10014292220
Saved in:
3
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
4
Is the exchange rate a shock absorber? : the shocks matter
Beckmann, Joscha
;
Breitenlechner, Max
;
Scharler, Johann
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 114-130
Persistent link: https://www.econbiz.de/10014446730
Saved in:
5
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
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6
Investor sentiment and stock market anomalies in Australia
Zhang, Xinyue
;
Bissoondoyal-Bheenick, Emawtee
;
Zhong, Angel
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 284-303
Persistent link: https://www.econbiz.de/10014431397
Saved in:
7
Uncertainty and the predictability of stock returns
Cai, Wensheng
;
Pan, Zhiyuan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 765-792
Persistent link: https://www.econbiz.de/10013287857
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8
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
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9
Good oil volatility, bad oil volatility, and stock return predictability
Xiao, Jihong
;
Wang, Yudong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 953-966
Persistent link: https://www.econbiz.de/10013342796
Saved in:
10
Oil price shocks and Chinese economy revisited : new evidence from SVAR model with sign restrictions
Liu, Donghui
;
Lingjie, Meng
;
Wang, Yudong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 20-32
Persistent link: https://www.econbiz.de/10012486321
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