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subject:"Impact assessment"
~accessRights:"restricted"
~isPartOf:"Annals of financial economics"
~isPartOf:"Behavioral Finance and Asset Prices : The Influence of Investor's Emotions"
~isPartOf:"Discussion paper / Deutsche Bundesbank"
~isPartOf:"Finmap working paper"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~person:"Albuquerque, Rui"
~person:"Bali, Turan G."
~person:"Belke, Ansgar"
~person:"Clark, Todd E."
~person:"Fatum, Rasmus"
~person:"Pierdzioch, Christian"
~person:"Zhou, Guofu"
~subject:"ARCH-Modell"
~subject:"Agrarpreis"
~subject:"CAPM"
~subject:"Exchange rate"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Volatility"
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Impact assessment
ARCH-Modell
Agrarpreis
CAPM
Exchange rate
Prognoseverfahren
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Volatility
Estimation
10
Capital income
6
Forecasting model
6
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4
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Albuquerque, Rui
Bali, Turan G.
Belke, Ansgar
Clark, Todd E.
Fatum, Rasmus
Pierdzioch, Christian
Zhou, Guofu
Kelly, Bryan T.
5
Bollerslev, Tim
4
MacDonald, Ronald
4
Moskowitz, Tobias J.
4
Todorov, Viktor
4
Aysun, Uluc
3
Bai, Jennie
3
Beckmann, Joscha
3
Chang, Bisharat Hussain
3
Chinn, Menzie David
3
Furceri, Davide
3
Hall, Stephen G.
3
Tavlas, George S.
3
Taylor, Mark P.
3
Afonso, António
2
Ali, Faek Menla
2
Baltussen, Guido
2
Bandi, Federico M.
2
Berg, Kimberly A.
2
Bergin, Paul R.
2
Bodart, Vincent
2
Boero, Gianna
2
Boons, Martijn
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Byrne, Joseph P.
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Caporale, Guglielmo Maria
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2
Cheikh, Nidhaleddine Ben
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Choudhri, Ehsan U.
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Da, Zhi
2
Della Corte, Pasquale
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Dupuy, Philippe
2
Ftiti, Zied
2
Ghumro, Niaz Hussain
2
Gohar, Raheel
2
Gonçalves, Andrei S.
2
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2
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Annals of financial economics
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
Discussion paper / Deutsche Bundesbank
Finmap working paper
Journal of financial economics
Journal of international money and finance
Discussion papers / CEPR
6
Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
Discussion paper / Centre for Economic Policy Research
4
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4
Ruhr economic papers
4
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3
Journal of financial and quantitative analysis : JFQA
3
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Empirica : journal of european economics
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International economics and economic policy : IEEP
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Journal of applied econometrics
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Review of economics
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The European journal of finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
2
Working paper / National Bureau of Economic Research, Inc.
2
CEPR - EABCN
1
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
China finance review international
1
Economics letters
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International review of economics & finance : IREF
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of economic studies
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of monetary economics
1
Journal of the Operational Research Society
1
Research in international business and finance
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ECONIS (ZBW)
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1
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
2
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
3
Savings-investment and the current account : more measurement error than identity
Beckmann, Joscha
;
Belke, Ansgar
;
Gros, Daniel
- In:
Journal of international money and finance
121
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013433248
Saved in:
4
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
5
Time series momentum : is it there?
Huang, Dashan
;
Li, Jiangyuan
;
Wang, Liyao
;
Zhou, Guofu
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 774-794
Persistent link: https://www.econbiz.de/10012543228
Saved in:
6
Global downside risk and equity returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012140071
Saved in:
7
Is the Renminbi a safe haven?
Fatum, Rasmus
;
Yamamoto, Yohei
;
Zhu, Guozhong
- In:
Journal of international money and finance
79
(
2017
),
pp. 189-202
Persistent link: https://www.econbiz.de/10011788360
Saved in:
8
Is economic uncertainty priced in the cross-section of stock returns?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 471-489
Persistent link: https://www.econbiz.de/10011818201
Saved in:
9
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
Saved in:
10
Foreign exchange intervention when interest rates are zero : does the portfolio balance channel matter after all?
Fatum, Rasmus
- In:
Journal of international money and finance
57
(
2015
),
pp. 185-199
Persistent link: https://www.econbiz.de/10011478224
Saved in:
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