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subject:"Forecasting model"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Geldpolitik"
~subject:"Schätztheorie"
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Forecasting model
Geldpolitik
Schätztheorie
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
86
Share price
86
Aktienmarkt
61
Stock market
61
Theorie
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Prognoseverfahren
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USA
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United States
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ARCH model
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ARCH-Modell
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Welt
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World
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Exchange rate
37
Wechselkurs
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Portfolio selection
34
Portfolio-Management
34
Time series analysis
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Zeitreihenanalyse
34
Cointegration
33
Kointegration
33
Spillover effect
33
Spillover-Effekt
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VAR model
29
VAR-Modell
29
Monetary policy
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Anlageverhalten
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Behavioural finance
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CAPM
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China
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English
83
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Gupta, Rangan
7
Dai, Zhifeng
4
Nonejad, Nima
3
Pierdzioch, Christian
3
Kamada, Koichiro
2
Liu, Qiang
2
Wohar, Mark E.
2
Ahmad, Nasir
1
Alemany, Nuria
1
Allen, David E.
1
Anjum, Hassan
1
Aragó, Vicent
1
Asai, Manabu
1
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1
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1
Bec, Frédérique
1
Belke, Ansgar
1
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1
Bernhardsen, Tom
1
Bordon, Ingo G.
1
Brugal, Ivan
1
Caporin, Massimiliano
1
Castillo B., Paul
1
Cepni, Oguzhan
1
Chang, Carolyn C. W.
1
Chang, Chia-Lin
1
Chang, Hung-Chou
1
Chang, Xiaoming
1
Chen, An-sing
1
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1
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1
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1
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1
Chiang, Thomas C.
1
Chong, Lee Lee
1
Christou, Christina
1
Croushore, Dean Darrell
1
David, Or
1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
260
Economic modelling
200
Applied economics
193
Economics letters
191
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
International journal of forecasting
161
NBER Working Paper
156
NBER working paper series
156
Applied economics letters
150
Working paper / National Bureau of Economic Research, Inc.
134
Working paper
133
CESifo working papers
127
Finance research letters
126
Discussion paper / Centre for Economic Policy Research
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
Journal of banking & finance
120
Journal of forecasting
119
Discussion papers / CEPR
111
Journal of international money and finance
104
Discussion paper
95
Journal of empirical finance
92
International review of economics & finance : IREF
91
Working paper series / European Central Bank
89
Energy economics
87
Journal of applied econometrics
81
International review of financial analysis
80
Journal of macroeconomics
80
Discussion paper / Tinbergen Institute
78
Discussion paper series / IZA
77
Journal of economic dynamics & control
77
Econometric reviews
76
Finance and economics discussion series
74
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
Journal of financial economics
70
Journal of monetary economics
58
Journal of money, credit and banking : JMCB
56
CEMMAP working papers / Centre for Microdata Methods and Practice
52
Discussion paper / Deutsche Bundesbank
48
Macroeconomic dynamics
48
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ECONIS (ZBW)
83
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
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2
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
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3
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
Saved in:
4
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
5
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
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6
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
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7
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
8
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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9
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
10
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
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