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subject:"Forecasting model"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Schätztheorie"
~subject:"Spillover-Effekt"
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Forecasting model
Schätztheorie
Spillover-Effekt
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
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Share price
86
Aktienmarkt
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Stock market
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Theorie
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Theory
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USA
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ARCH model
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ARCH-Modell
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Welt
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37
Wechselkurs
37
Portfolio selection
34
Portfolio-Management
34
Time series analysis
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Zeitreihenanalyse
34
Cointegration
33
Kointegration
33
Spillover effect
33
VAR model
29
VAR-Modell
29
Geldpolitik
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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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Gupta, Rangan
6
Kang, Sang Hoon
5
Dai, Zhifeng
4
Mensi, Walid
4
Nonejad, Nima
3
Pierdzioch, Christian
3
Xuan Vinh Vo
3
Chang, Chia-Lin
2
Chen, Na
2
Jin, Xiu
2
Liu, Qiang
2
McAleer, Michael
2
Ur Rehman, Mobeen
2
Wohar, Mark E.
2
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1
Ahmad, Nasir
1
Al-Yahyaee, Khamis Hamed
1
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1
Allen, David E.
1
Anjum, Hassan
1
Ao, Zhiming
1
Aragó, Vicent
1
Asai, Manabu
1
Auer, Benjamin R.
1
Bec, Frédérique
1
Belke, Ansgar
1
Bellos, Sotirios K.
1
BenMim, Imen
1
BenSaïda, Ahmed
1
Bordon, Ingo G.
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1
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1
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1
Chang, Xiaoming
1
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1
Chen, Cathy W. S.
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
174
Economics letters
167
International journal of forecasting
161
Applied economics
149
Economic modelling
142
Applied economics letters
131
Finance research letters
125
NBER Working Paper
122
Journal of forecasting
118
NBER working paper series
118
Journal of banking & finance
116
Working paper / National Bureau of Economic Research, Inc.
105
CESifo working papers
101
Working paper
101
Energy economics
100
Discussion paper series / IZA
97
International review of financial analysis
96
Journal of empirical finance
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
93
Discussion paper / Centre for Economic Policy Research
92
International review of economics & finance : IREF
87
Discussion paper / Tinbergen Institute
79
Econometric reviews
75
Journal of applied econometrics
74
Journal of financial economics
66
Discussion paper
65
Journal of international money and finance
63
Discussion papers / CEPR
58
CEMMAP working papers / Centre for Microdata Methods and Practice
52
Journal of international financial markets, institutions & money
52
IZA Discussion Paper
49
Journal of risk and financial management : JRFM
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Finance and economics discussion series
45
Pacific-Basin finance journal
42
Research in international business and finance
42
SFB 649 discussion paper
42
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
87
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1
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
2
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
3
Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels
Chen, Na
;
Jin, Xiu
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484000
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
Does foreign equity investment impact the spillover effect of industries in China?
Xu, Hao
;
li, Songsong
;
Tian, Zhihong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485249
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6
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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7
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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8
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
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9
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
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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