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subject:"Forecasting model"
subject:"Stock market"
~accessRights:"restricted"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"NBER Working Paper"
~subject:"Estimation"
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Forecasting model
Stock market
Estimation
Schätzung
379
Capital income
147
Kapitaleinkommen
147
Volatility
125
Volatilität
125
Börsenkurs
121
Share price
121
Aktienmarkt
103
Prognoseverfahren
77
Welt
74
World
74
Theorie
68
Theory
68
ARCH model
51
ARCH-Modell
51
Portfolio selection
48
Portfolio-Management
48
Risk
48
Risiko
47
CAPM
46
Risikoprämie
46
Risk premium
46
Spillover effect
40
Spillover-Effekt
40
Exchange rate
34
Wechselkurs
34
Anlageverhalten
30
Behavioural finance
30
Financial crisis
29
Finanzkrise
29
EU countries
28
EU-Staaten
28
Financial market
24
Finanzmarkt
24
China
22
Oil price
20
Time series analysis
20
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2,135
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Article
380
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380
Aufsatz in Zeitschrift
380
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English
380
Author
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Narayan, Paresh Kumar
10
Zaremba, Adam
7
Bouri, Elie
6
Ma, Feng
6
Bilgin, Mehmet Huseyin
5
Sharma, Susan Sunila
5
Xuan Vinh Vo
5
Hammoudeh, Shawkat
4
Liu, Jia
4
Cakici, Nusret
3
Coakley, Jerry
3
Dinh Hoang Bach Phan
3
Gabauer, David
3
Gozgor, Giray
3
Kim, Jae H.
3
Lau, Chi Keung
3
Long, Huaigang
3
Mensi, Walid
3
Nonejad, Nima
3
Sakemoto, Ryuta
3
Sensoy, Ahmet
3
Shen, Dehua
3
Smith, Simon C.
3
Sosvilla-Rivero, Simón
3
Uribe, Jorge
3
Yarovaya, Larisa
3
Afonso, António
2
Aharon, David Y.
2
Al-Khazali, Osamah
2
Anagnostidis, Panagiotis
2
Antonakakis, Nikolaos
2
Apergēs, Nikolaos
2
Azad, A. S. M. Sohel
2
Balcilar, Mehmet
2
Bredin, Donal
2
Butt, Hilal Anwar
2
Caporale, Guglielmo Maria
2
Charles, Amélie
2
Chatziantoniou, Ioannis
2
Chiah, Mardy
2
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International review of financial analysis
Journal of international financial markets, institutions & money
NBER Working Paper
Discussion paper / Centre for Economic Policy Research
1,254
Working paper / National Bureau of Economic Research, Inc.
764
Applied economics
597
Economic modelling
534
Discussion papers / CEPR
428
Applied economics letters
416
Economics letters
394
Finance research letters
393
Energy economics
381
International review of economics & finance : IREF
348
Journal of econometrics
283
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
249
The North American journal of economics and finance : a journal of financial economics studies
236
Journal of international money and finance
227
Journal of banking & finance
206
SpringerLink / Bücher
206
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
194
Research in international business and finance
187
Labour economics : official journal of the European Association of Labour Economists
165
Journal of economic dynamics & control
154
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Journal of empirical finance
151
Journal of financial economics
147
European economic review : EER
139
Journal of economic behavior & organization : JEBO
139
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
139
International journal of economics and finance
137
Journal of macroeconomics
133
Empirical economics : a quarterly journal of the Institute for Advanced Studies
130
International journal of finance & economics : IJFE
118
International journal of forecasting
117
Pacific-Basin finance journal
117
Emerging markets, finance and trade : EMFT
114
Management science : journal of the Institute for Operations Research and the Management Sciences
104
Macroeconomic dynamics
103
Economics of education review
102
American economic journal : a journal of the American Economic Association
99
Journal of international economics
99
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ECONIS (ZBW)
380
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1
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
2
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
3
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
4
Bank credit, consumption risk, and the cross-section of expected returns
Kwon, Ji Ho
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492410
Saved in:
5
The role of distance and financial development : evidence from international financial markets
Li, Wei
;
Wang, Xin
;
Zhang, Haofei
- In:
International review of financial analysis
92
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014492419
Saved in:
6
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
7
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
8
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
9
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
10
Is downside risk priced in cryptocurrency market?
Dobrynskaja, V. V.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446931
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