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subject:"Currency derivative"
~person:"Nonejad, Nima"
~person:"Yin, Libo"
~subject:"Estimation"
~subject:"Welt"
~type:"article"
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Currency derivative
Estimation
Welt
Risikoprämie
16
Risk premium
16
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13
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13
Capital income
9
Kapitaleinkommen
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Nonejad, Nima
Yin, Libo
Zaremba, Adam
21
Gupta, Rangan
10
Bekaert, Geert
9
Bollerslev, Tim
9
Long, Huaigang
9
Sarno, Lucio
9
Zhou, Hao
9
Tzavalis, Elias
8
Wolff, Christiaan Cornelis Petrus
8
Baillie, Richard
7
Batten, Jonathan A.
7
Cho, Dooyeon
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6
Della Corte, Pasquale
6
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6
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6
Rubio, Gonzalo
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Scaillet, Olivier
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Todorov, Viktor
6
Wagner, Niklas F.
6
Almeida, Caio
5
Apergēs, Nikolaos
5
Bali, Turan G.
5
Chiang, Thomas C.
5
Guidolin, Massimo
5
Jacobs, Kris
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Lee, Changjun
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Moon, Seongman
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Stivers, Christopher T.
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Verschoor, Willem F. C.
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Wese Simen, Chardin
5
Wickens, Michael R.
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Wu, Chunchi
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Research in international business and finance
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ECONIS (ZBW)
12
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1
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
2
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
3
Is oil risk important for commodity-related currency returns?
Yin, Libo
;
Su, Zhi
;
Lu, Man
- In:
Research in international business and finance
60
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412450
Saved in:
4
Equity premium prediction using the price of crude oil : uncovering the nonlinear predictive impact
Nonejad, Nima
- In:
Energy economics
115
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013541756
Saved in:
5
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
6
Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima
- In:
International review of financial analysis
77
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012805880
Saved in:
7
Predicting equity premium by conditioning on macroeconomic variables : a prediction selection strategy using the price of crude oil
Nonejad, Nima
- In:
Finance research letters
41
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013335945
Saved in:
8
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo
;
Feng, Jiabao
;
Liu, Li
;
Wang, Yudong
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
Saved in:
9
Oil market uncertainty and international business cycle dynamics
Yin, Libo
;
Feng, Jiabao
- In:
Energy economics
81
(
2019
),
pp. 728-740
Persistent link: https://www.econbiz.de/10012172959
Saved in:
10
The predictive performance of the currency futures basis for spot returns
Han, Liyan
;
Jiang, Xue
;
Yin, Libo
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 391-405
Persistent link: https://www.econbiz.de/10012194660
Saved in:
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