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subject:"Capital income"
subject:"Japan"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"The European journal of finance"
~subject:"Estimation theory"
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Capital income
Japan
Estimation theory
Estimation
922
Schätzung
922
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211
Theory
211
USA
120
United States
120
Panel
97
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97
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91
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Gupta, Rangan
4
Pierdzioch, Christian
3
Charemza, Wojciech
2
Copeland, Laurence S.
2
Egger, Peter
2
Hasegawa, Hikaru
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Kanas, Angelos
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Lee, Hyejin
2
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2
Meng, Ming
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Nemoto, Jiro
2
Neumann, Thorsten
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Oh, Dong-Yop
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2
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2
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2
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2
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1
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1
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1
Arora, Vipin
1
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1
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1
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The European journal of finance
Journal of econometrics
253
Applied economics
187
NBER working paper series
173
Applied economics letters
171
Journal of banking & finance
169
Finance research letters
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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158
Economics letters
153
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150
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143
International review of financial analysis
139
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138
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134
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133
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117
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108
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101
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91
CESifo working papers
89
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78
RIETI discussion paper
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73
Econometric reviews
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Pacific-Basin finance journal
70
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69
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62
Journal of risk and financial management : JRFM
58
Management science : journal of the Institute for Operations Research and the Management Sciences
58
Energy economics
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Discussion paper
54
International journal of finance & economics : IJFE
54
International journal of forecasting
54
Journal of the Japanese and international economies : an international journal ; JJIE
54
Discussion paper / Tinbergen Institute
52
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ECONIS (ZBW)
161
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
3
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
4
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
5
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
6
The relevance of banks to the European stock market
Kick, Andreas
;
Rottmann, Horst
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1432-1459
Persistent link: https://www.econbiz.de/10014323021
Saved in:
7
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
8
Forecasting U.S. stock returns
McMillan, David G.
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 86-109
Persistent link: https://www.econbiz.de/10012424930
Saved in:
9
Out-of-sample equity premium prediction : a complete subset quantile regression approach
Meligkotsidou, Loukia
;
Panopulu, Aikaterinē
;
Vrontos, …
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 110-135
Persistent link: https://www.econbiz.de/10012424931
Saved in:
10
The size premium as a lottery
McGee, Richard J.
;
Olmo, Jose
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10012424933
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