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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Economic modelling"
~isPartOf:"International review of financial analysis"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"CAPM"
~subject:"Finanzkrise"
~subject:"Spillover effect"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Stock market
CAPM
Finanzkrise
Spillover effect
Estimation
1,335
Schätzung
1,333
Theorie
295
Theory
295
Volatility
257
Volatilität
257
Capital income
255
Kapitaleinkommen
255
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231
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207
Welt
174
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Aufsatz in Zeitschrift
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English
445
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Gupta, Rangan
10
Ma, Feng
6
Narayan, Seema
5
Xuan Vinh Vo
5
Zaremba, Adam
5
Bouri, Elie
4
Pierdzioch, Christian
4
Wohar, Mark E.
4
Zhang, Yaojie
4
Antonakakis, Nikolaos
3
Balcilar, Mehmet
3
Bekiros, Stelios
3
Bohl, Martin T.
3
Boughrara, Adel
3
Caporale, Guglielmo Maria
3
Coakley, Jerry
3
Degiannakis, Stavros
3
Demirer, Rıza
3
Hamori, Shigeyuki
3
Kim, Jae H.
3
Kumar, Dilip
3
Lucey, Brian M.
3
Narayan, Paresh Kumar
3
Nonejad, Nima
3
Salisu, Afees A.
3
Smith, Simon C.
3
Tiwari, Aviral Kumar
3
Wei, Yu
3
Al-Shboul, Mohammad
2
Arouri, Mohamed
2
Aslanidis, Nektarios
2
Avdoulas, Christos
2
Balli, Faruk
2
Bathia, Deven
2
Beckmann, Joscha
2
Ben Ameur, Hachmi
2
Charles, Amélie
2
Chatziantoniou, Ioannis
2
Chien, Mei-Se
2
Chortareas, Georgios E.
2
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Economic modelling
International review of financial analysis
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
211
Applied economics
204
International review of economics & finance : IREF
168
Journal of banking & finance
160
Applied economics letters
157
International journal of forecasting
155
Journal of empirical finance
150
The North American journal of economics and finance : a journal of financial economics studies
143
Journal of financial economics
129
Journal of international financial markets, institutions & money
125
Journal of international money and finance
111
Research in international business and finance
111
Applied financial economics
108
Energy economics
108
Journal of forecasting
108
Economics letters
92
Journal of econometrics
89
Pacific-Basin finance journal
84
The European journal of finance
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Journal of risk and financial management : JRFM
72
International journal of finance & economics : IJFE
65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
56
Review of quantitative finance and accounting
56
International journal of economics and finance
54
Management science : journal of the Institute for Operations Research and the Management Sciences
53
Cogent economics & finance
49
Journal of applied econometrics
48
Journal of financial and quantitative analysis : JFQA
46
Journal of economic dynamics & control
45
Emerging markets, finance and trade : EMFT
43
The empirical economics letters : a monthly international journal of economics
43
Journal of financial markets
41
The journal of finance : the journal of the American Finance Association
41
International journal of economics and financial issues : IJEFI
40
The review of financial studies
38
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ECONIS (ZBW)
445
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1
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:
2
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:
3
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:
4
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
Saved in:
5
Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach
Naeem, Muhammad Abubakr
;
Chatziantoniou, Ioannis
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446949
Saved in:
6
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
Saved in:
7
Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Palwishah, Rana
;
Kashif, Muhammad
;
Ur Rehman, Mobeen
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014446983
Saved in:
8
Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries
Hong, Yun
;
Zhang, Rushan
;
Zhang, Feipeng
- In:
International review of financial analysis
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014446987
Saved in:
9
A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Saved in:
10
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
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