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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Risk"
~subject:"Wechselkurs"
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Capital income
Zeitreihenanalyse
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Theory
9,535
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9,533
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1,586
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1,566
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870
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868
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619
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513
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Bekaert, Geert
12
Campbell, John Y.
12
Aizenman, Joshua
10
Engle, Robert F.
10
Ferson, Wayne E.
10
Svensson, Lars E. O.
10
Cochrane, John H.
9
Diebold, Francis X.
9
Harvey, Campbell R.
9
Engel, Charles
8
Flood, Robert P.
8
Stambaugh, Robert F.
8
Aït-Sahalia, Yacine
7
Backus, David
7
Froot, Kenneth
7
Hodrick, Robert J.
7
Nieuwerburgh, Stijn van
7
Andersen, Torben
6
Bollerslev, Tim
6
Brandt, Michael W.
6
Frankel, Jeffrey A.
6
Giovannini, Alberto
6
Goldberg, Linda S.
6
Lo, Andrew W.
6
Pástor, Ľuboš
6
Rose, Andrew
6
Abel, Andrew B.
5
Chinn, Menzie David
5
Lustig, Hanno
5
Obstfeld, Maurice
5
Pindyck, Robert S.
5
Shiller, Robert J.
5
Watson, Mark W.
5
Yang, Jinqiang
5
Angeletos, Marios
4
Atkeson, Andrew
4
Bacchetta, Philippe
4
Barro, Robert J.
4
Benigno, Pierpaolo
4
Christiano, Lawrence J.
4
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Economic modelling
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
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624
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544
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531
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388
International journal of forecasting
379
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144
International review of financial analysis
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Journal of risk and uncertainty : JRU
128
Risks : open access journal
128
Journal of applied econometrics
127
Discussion papers / CEPR
126
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
The review of financial studies
125
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
122
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ECONIS (ZBW)
1,046
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1
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10
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1,046
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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
Saved in:
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
The determinants of systemic risk contagion
Sencer Atasoy, Burak
;
Ozkan, Ibrahim
;
Erden, Lütfi
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451156
Saved in:
4
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:
5
Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan
;
Li, Yuhan
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
Saved in:
6
Ambiguity and risk in the oil market
Ayoub, Mahmoud
;
Qadan, Mahmoud
- In:
Economic modelling
132
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014547975
Saved in:
7
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:
8
Robust adoption and valuation in tokenomics
Shen, Zhuyi
;
Wang, Shibo
;
Yang, Jinqiang
- In:
Economic modelling
129
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472243
Saved in:
9
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
Saved in:
10
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
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