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subject:"Impact assessment"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics quarterly"
~isPartOf:"Journal of financial economics"
~isPartOf:"The European journal of finance"
~person:"Albuquerque, Rui"
~person:"Bali, Turan G."
~person:"Belke, Ansgar"
~person:"Chernov, Mikhail"
~person:"Clark, Todd E."
~person:"Pierdzioch, Christian"
~person:"Todorov, Viktor"
~subject:"Economic uncertainty"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Impact assessment
Economic uncertainty
Kapitaleinkommen
Prognoseverfahren
Estimation
21
Schätzung
21
Forecasting model
14
Capital income
12
Börsenkurs
8
Share price
8
Volatility
8
Volatilität
8
CAPM
6
Risikoprämie
6
Risk premium
6
Risiko
5
Risk
5
Capital market returns
4
Deutschland
4
Germany
4
Kapitalmarktrendite
4
Return predictability
4
Welt
3
World
3
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2
Beta risk
2
Betafaktor
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Comparison
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EU countries
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EU-Staaten
2
Euro area
2
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2
Exchange rate
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Geldnachfrage
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Geldpolitik
2
Jumps
2
Monetary policy
2
Money demand
2
Option pricing theory
2
Optionspreistheorie
2
Risikoaversion
2
Risk aversion
2
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Aufsatz in Zeitschrift
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17
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17
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Albuquerque, Rui
Bali, Turan G.
Belke, Ansgar
Chernov, Mikhail
Clark, Todd E.
Pierdzioch, Christian
Todorov, Viktor
Gupta, Rangan
6
Bollerslev, Tim
5
Kelly, Bryan T.
4
Afonso, António
3
Grobys, Klaus
3
Huang, Wei-Qiang
3
McMillan, David G.
3
Moskowitz, Tobias J.
3
Timmermann, Allan
3
Worthington, Andrew Charles
3
Baltussen, Guido
2
Bandi, Federico M.
2
Barroso, Pedro
2
Boons, Martijn
2
Brown, Stephen J.
2
Charemza, Wojciech
2
Christoffersen, Peter F.
2
Ciner, Cetin
2
Copeland, Laurence S.
2
D'Amico, Stefania
2
Da, Zhi
2
Fletcher, Jonathan
2
Gonçalves, Andrei S.
2
Huang, Shiyang
2
Kilic, Mete
2
Kim, Myeong Hyeon
2
Laws, Jason
2
Lin, Tse-Chun
2
Linnainmaa, Juhani
2
Liu, Peipei
2
Lo, Andrew W.
2
Londono, Juan M.
2
Ma, Feng
2
Nagel, Stefan
2
Narayan, Paresh Kumar
2
Novy-Marx, Robert
2
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Applied economics letters
Applied economics quarterly
Journal of financial economics
The European journal of finance
Journal of econometrics
8
Finance research letters
5
Journal of applied econometrics
5
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of forecasting
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial and quantitative analysis : JFQA
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics
1
Applied financial economics
1
China finance review international
1
Economic modelling
1
Economics letters
1
Ekonomia : the journal of the Cyprus Economic Society
1
Energy economics
1
European journal of political economy
1
Finance a úvěr
1
Financial management
1
International economics and economic policy : IEEP
1
International review of economics & finance : IREF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economic studies
1
Journal of economics & business
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Journal of the Operational Research Society
1
Kredit und Kapital
1
Quantitative economics : QE ; journal of the Econometric Society
1
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ECONIS (ZBW)
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
Foltas, Alexander
;
Pierdzioch, Christian
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 867-872
Persistent link: https://www.econbiz.de/10013411808
Saved in:
3
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
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
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
6
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
7
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011981208
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
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
10
Trade credit and cross-country predictable firm returns
Albuquerque, Rui
;
Ramadorai, Tarun
;
Watugala, Sumudu W.
- In:
Journal of financial economics
115
(
2015
)
3
,
pp. 592-613
Persistent link: https://www.econbiz.de/10011347336
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