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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial economics"
~subject:"Anlageverhalten"
~subject:"Game theory"
~subject:"Yield curve"
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Capital income
Zeitreihenanalyse
Anlageverhalten
Game theory
Yield curve
Theorie
1,449
Theory
1,449
Estimation
227
Schätzung
227
USA
221
United States
221
CAPM
165
Estimation theory
146
Schätztheorie
146
Kapitaleinkommen
139
Börsenkurs
129
Share price
129
Time series analysis
108
Portfolio selection
106
Portfolio-Management
106
Volatility
105
Volatilität
105
Forecasting model
98
Prognoseverfahren
98
Risikoprämie
91
Risk premium
91
Capital structure
72
Kapitalstruktur
72
Risk
69
Risiko
67
Asymmetric information
64
Asymmetrische Information
63
Zinsstruktur
58
Investment
46
Welt
44
World
44
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43
Kreditrisiko
43
Behavioural finance
42
Financial market
41
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41
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Article
319
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1
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319
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English
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Bekaert, Geert
4
Fama, Eugene F.
4
Harvey, Campbell R.
4
Hong, Harrison G.
4
Longstaff, Francis A.
4
Pedersen, Lasse Heje
4
Pesaran, M. Hashem
4
Franses, Philip Hans
3
Koop, Gary
3
Koopman, Siem Jan
3
Liu, Yan
3
Mele, Antonio
3
Moskowitz, Tobias J.
3
Stambaugh, Robert F.
3
Subrahmanyam, Avanidhar
3
Andersen, Torben
2
Aït-Sahalia, Yacine
2
Bae, Kee-hong
2
Bakshi, Gurdip S.
2
Barroso, Pedro
2
Boons, Martijn
2
Campbell, John Y.
2
Carriero, Andrea
2
Chernov, Mikhail
2
Chordia, Tarun
2
Clark, Todd E.
2
Clements, Michael P.
2
Creal, Drew
2
D'Amico, Stefania
2
Da, Zhi
2
Dijk, Dick van
2
Dijk, Herman K. van
2
Engle, Robert F.
2
Engstrom, Eric
2
Ferson, Wayne E.
2
Filipović, Damir
2
French, Kenneth Ronald
2
Garcia, René
2
Ghysels, Eric
2
Giacomini, Raffaella
2
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Journal of applied econometrics
Journal of financial economics
Games and economic behavior
659
Economics letters
581
Journal of economic theory
471
Working paper / National Bureau of Economic Research, Inc.
422
NBER working paper series
405
Journal of econometrics
390
International journal of forecasting
356
NBER Working Paper
333
Discussion paper / Center for Economic Research, Tilburg University
292
Discussion paper / Tinbergen Institute
290
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
290
Discussion paper / Centre for Economic Policy Research
285
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
275
Journal of forecasting
267
Journal of banking & finance
258
Journal of economic dynamics & control
248
Economic theory : official journal of the Society for the Advancement of Economic Theory
220
Working paper
216
Journal of economic behavior & organization : JEBO
203
Econometric theory
191
International journal of game theory : official journal of the Game Theory Society
186
The review of financial studies
186
Economic modelling
184
Applied economics
183
Journal of empirical finance
180
Finance research letters
179
CESifo working papers
173
The journal of finance : the journal of the American Finance Association
168
The American economic review
161
Econometric reviews
147
CORE discussion paper : DP
146
Management science : journal of the Institute for Operations Research and the Management Sciences
143
International review of economics & finance : IREF
127
Applied economics letters
126
Mathematical social sciences
124
International review of financial analysis
123
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
120
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
120
SpringerLink / Bücher
119
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ECONIS (ZBW)
320
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1
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
2
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
3
(Un)expected monetary policy shocks and term premia
Kliem, Martin
;
Meyer-Gohde, Alexander
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013186692
Saved in:
4
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
5
Disagreement about public information quality and informational price efficiency
Huang, Chong
;
Lunawat, Radhika
;
Wang, Qiguang
- In:
Journal of financial economics
152
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014452130
Saved in:
6
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
7
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
8
Micro uncertainty and asset prices
Herskovic, Bernard
;
Kind, Thilo
;
Kung, Howard
- In:
Journal of financial economics
149
(
2023
)
1
,
pp. 27-51
Persistent link: https://www.econbiz.de/10014331808
Saved in:
9
When large traders create noise
Glebkin, Sergei
;
Kuong, John Chi-Fong
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014462587
Saved in:
10
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
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