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subject:"Impact assessment"
~isPartOf:"Staff working paper / Bank of Canada"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Commodity market"
~subject:"Prognoseverfahren"
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Impact assessment
Commodity market
Prognoseverfahren
Estimation
343
Schätzung
343
Volatility
100
Volatilität
100
Capital income
92
Kapitaleinkommen
92
Börsenkurs
88
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88
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67
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54
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36
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35
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33
Kointegration
33
Spillover effect
33
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33
CAPM
29
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29
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26
Behavioural finance
26
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24
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24
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72
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Gupta, Rangan
7
Dai, Zhifeng
4
Baumeister, Christiane
3
Hau, Liya
3
Kilian, Lutz
3
Nonejad, Nima
3
Pierdzioch, Christian
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Zhu, Huiming
3
Balcilar, Mehmet
2
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2
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1
Aiube, Fernando Antônio Lucena
1
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1
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Aragó, Vicent
1
Asai, Manabu
1
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1
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1
Bellos, Sotirios K.
1
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1
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1
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1
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Staff working paper / Bank of Canada
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
340
Discussion paper series / IZA
300
NBER working paper series
294
NBER Working Paper
270
Discussion paper / Centre for Economic Policy Research
242
International journal of forecasting
157
CESifo working papers
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Applied economics
139
Finance research letters
126
IZA Discussion Paper
125
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109
Working paper
106
Economic modelling
102
Applied economics letters
99
Energy economics
99
Journal of banking & finance
92
Economics letters
81
International review of economics & finance : IREF
79
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76
Discussion paper
72
International review of financial analysis
72
Journal of empirical finance
69
ZEW discussion papers
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Journal of financial economics
64
Journal of international money and finance
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
Discussion papers / CEPR
49
Journal of applied econometrics
47
Kiel working paper
44
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43
Finance and economics discussion series
43
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42
Discussion paper / Tinbergen Institute
42
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Research in international business and finance
37
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ECONIS (ZBW)
72
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1
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
Saved in:
2
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:
3
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:
4
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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5
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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6
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:
7
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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8
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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9
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros
;
Gkasis, Pavlos
;
Bellos, Sotirios K.
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
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10
The effects of financial openness and financial efficiency on Chinese macroeconomic volatilities
Yuan, Shenguo
;
Wu, Zhouheng
;
Liu, Lanfeng
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014225798
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