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subject:"Kapitaleinkommen"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"International review of financial analysis"
~person:"Goetzmann, William N."
~person:"Wohar, Mark E."
~person:"Zaremba, Adam"
~subject:"Forecasting model"
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Kapitaleinkommen
Forecasting model
Estimation
8
Schätzung
8
Capital income
6
Börsenkurs
4
Prognoseverfahren
4
Return predictability
4
Share price
4
Welt
3
World
3
Asset pricing
2
CAPM
2
Geldpolitik
2
Inflation
2
Monetary policy
2
Real interest rate
2
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2
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2
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2
Aktienmarkt
1
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1
Autocorrelation
1
Autokorrelation
1
Behavioural finance
1
Bruttoinlandsprodukt
1
Business cycle
1
Capital market returns
1
Climate change
1
Climate risks
1
Commodities
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Comovement
1
Country equity indices
1
Cross-section of returns
1
Cryptocurrencies
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Equity anomalies
1
Estimation theory
1
Exchange rate
1
Exchange traded funds
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English
6
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Goetzmann, William N.
Wohar, Mark E.
Zaremba, Adam
Gupta, Rangan
23
Bouri, Elie
7
Pierdzioch, Christian
7
Ma, Feng
5
Salisu, Afees A.
5
Ҫepni, Oğuzhan
5
Cepni, Oguzhan
4
Gabauer, David
3
Kim, Jae H.
3
Nonejad, Nima
3
Al-Khazali, Osamah
2
Bonato, Matteo
2
Bredin, Donal
2
Charles, Amélie
2
Chortareas, Georgios E.
2
Christou, Christina
2
Cipollini, Andrea
2
Coakley, Jerry
2
Cummins, Mark
2
Darné, Olivier
2
Degiannakis, Stavros
2
Dowling, Michael
2
Fabozzi, Frank J.
2
Ferrer, Román
2
Gong, Xue
2
Hammoudeh, Shawkat
2
Huang, Yisu
2
Ji, Qiang
2
Karmakar, Sayar
2
Liao, Wenting
2
Liu, Jia
2
Naeem, Muhammad Abubakr
2
Nel, Jacobus
2
Potì, Valerio
2
Sitara Karim
2
Smith, Simon C.
2
Wu, Eliza
2
Yarovaya, Larisa
2
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Department of Economics working paper series
International review of financial analysis
Finance research letters
7
Applied economics
6
Journal of international financial markets, institutions & money
5
Economic research
4
International review of economics & finance : IREF
4
Journal of banking & finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Emerging markets, finance and trade : EMFT
3
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
Contemporary economics
2
Discussion paper / Centre for Economic Policy Research
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Economic modelling
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International journal of finance & economics : IJFE
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Journal of economic dynamics & control
2
Journal of empirical finance
2
Open economies review
2
Pacific-Basin finance journal
2
Research in international business and finance
2
The journal of investing : JOI
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
E-Finanse : finansowy kwartalnik internetowy
1
Eastern European economics
1
Economics and Business Letters : EBL
1
Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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International journal of management and economics
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Journal of economics and finance
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Journal of financial markets
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NBER Working Paper
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ECONIS (ZBW)
6
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1
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
2
Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam
;
Bilgin, Mehmet Huseyin
;
Long, Huaigang
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
Saved in:
3
Price range and the cross-section of expected country and industry returns
Zaremba, Adam
- In:
International review of financial analysis
64
(
2019
),
pp. 174-189
Persistent link: https://www.econbiz.de/10012208379
Saved in:
4
Paper profits or real money? : trading costs and stock market anomalies in country ETFs
Zaremba, Adam
;
Andreu, Laura
- In:
International review of financial analysis
56
(
2018
),
pp. 181-192
Persistent link: https://www.econbiz.de/10012006248
Saved in:
5
The output gap and stock returns : do cyclical fluctuations predict portfolio returns?
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of financial analysis
26
(
2013
),
pp. 40-50
Persistent link: https://www.econbiz.de/10009717221
Saved in:
6
The determinants of quantile autocorrelations : evidence from the UK
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of financial analysis
29
(
2013
),
pp. 51-61
Persistent link: https://www.econbiz.de/10010244128
Saved in:
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