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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Wechselkurs"
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Capital income
Zeitreihenanalyse
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Theory
11,941
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11,939
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1,688
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1,668
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993
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895
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Campbell, John Y.
12
Cochrane, John H.
10
Diebold, Francis X.
10
Engle, Robert F.
10
Ferson, Wayne E.
10
Bekaert, Geert
9
Harvey, Campbell R.
9
Svensson, Lars E. O.
9
Engel, Charles
8
Flood, Robert P.
8
Stambaugh, Robert F.
8
Bollerslev, Tim
7
Brandt, Michael W.
7
Froot, Kenneth
7
Hodrick, Robert J.
7
Nieuwerburgh, Stijn van
7
Aizenman, Joshua
6
Andersen, Torben
6
Aït-Sahalia, Yacine
6
Frankel, Jeffrey A.
6
Rose, Andrew
6
Backus, David
5
Chinn, Menzie David
5
Clarida, Richard H.
5
Corsetti, Giancarlo
5
Goldberg, Linda S.
5
Lo, Andrew W.
5
Obstfeld, Maurice
5
Pástor, Ľuboš
5
Abel, Andrew B.
4
Atkeson, Andrew
4
Bacchetta, Philippe
4
Benigno, Pierpaolo
4
Devereux, Michael B.
4
Edwards, Sebastian
4
Giovannini, Alberto
4
Hall, Stephen G.
4
Li, Kai
4
Pesenti, Paolo A.
4
Shiller, Robert J.
4
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Economic modelling
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393
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The journal of finance : the journal of the American Finance Association
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International review of financial analysis
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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CESifo working papers
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Computational economics
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The European journal of finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
91
CREATES research paper
85
Journal of international economics
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The review of financial studies
85
EUI working paper / ECO
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied financial economics
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ECONIS (ZBW)
880
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
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2
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
3
Robust portfolio selection with smart return prediction
Tu, Xueyong
;
Li, Bin
- In:
Economic modelling
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014549061
Saved in:
4
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
5
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
6
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
7
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
Saved in:
8
Anticipating jumps : Decomposition of straddle price
Chen, Bei
;
Quan Gan
;
Vasquez, Aurelio
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014462382
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9
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
10
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
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