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subject:"Prognoseverfahren"
~isPartOf:"Applied economics"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Economics and Business Letters : EBL"
~isPartOf:"Macroeconomic dynamics"
~person:"Huber, Florian"
~person:"Kudlyak, Marianna"
~person:"Ma, Feng"
~person:"Wohar, Mark E."
~person:"Yang, Chunpeng"
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Business cycle"
~subject:"Geldpolitik"
~subject:"Immobilienmarkt"
~subject:"Monetary policy"
~subject:"Theory"
~type:"article"
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Prognoseverfahren
Aktienmarkt
Business cycle
Geldpolitik
Immobilienmarkt
Monetary policy
Theory
Estimation
14
Schätzung
14
Börsenkurs
10
Share price
10
Volatility
8
Volatilität
8
Stock market
7
Capital income
6
Forecasting model
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Kapitaleinkommen
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ARCH-Modell
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Bayes-Statistik
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Bayesian inference
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USA
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United States
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Anlageverhalten
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Behavioural finance
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China
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Immobilienpreis
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2
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Regression analysis
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Regressionsanalyse
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Risiko
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Shock
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VAR model
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VAR-Modell
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Volatility forecasting
2
1961-1992
1
Auslandsinvestition
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12
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Huber, Florian
Kudlyak, Marianna
Ma, Feng
Wohar, Mark E.
Yang, Chunpeng
Moosa, Imad A.
9
Gupta, Rangan
8
Serletis, Apostolos
7
Gil-Alaña, Luis A.
5
Bahmani-Oskooee, Mohsen
4
Blazsek, Szabolcs
4
Tawadros, George B.
4
Turner, Paul
4
Yoon, Seong-min
4
Zaremba, Adam
4
Afonso, Oscar
3
Johnson, Paul A.
3
Kandil, Magda
3
Li, Bin
3
Löthgren, Mickael
3
Nguyen, Duc Khuong
3
Silvapulle, Paramsothy
3
Uctum, Remzi
3
Umar, Zaghum
3
Xu, Libo
3
Zhang, Yaojie
3
Abakah, Emmanuel Joel Aikins
2
Aloui, Chaker
2
Azali, Mohamed
2
Babalos, Vassilios
2
Benlagha, Noureddine
2
Burns, Kelly
2
Caporale, Guglielmo Maria
2
Cassou, Steven Peter
2
Castelnuovo, Efrem
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Chang, Dongfeng
2
Clements, Kenneth W.
2
Dalamagas, Basil A.
2
Damette, Olivier
2
De Peretti, Philippe
2
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2
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Applied economics
Department of Economics working paper series
Discussion papers / CEPR
Economics and Business Letters : EBL
Macroeconomic dynamics
Energy economics
7
Finance research letters
7
International review of financial analysis
7
International journal of forecasting
4
International review of economics & finance : IREF
4
Focus on European economic integration
3
International journal of finance & economics : IJFE
3
Journal of macroeconomics
3
Applied economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of international financial markets, institutions & money
2
Open economies review
2
Research in international business and finance
2
Southern economic journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The North American journal of economics and finance : a journal of financial economics studies
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
Economic modelling
1
European economic review : EER
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of economic research
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of international economics
1
Journal of international money and finance
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Journal of money, credit and banking : JMCB
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Oxford bulletin of economics and statistics
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Review of quantitative finance and accounting
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Structural change and economic dynamics : SC+ED
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The B.E. journal of macroeconomics
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The Chinese economy
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The European journal of finance
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ECONIS (ZBW)
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1
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
2
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
3
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
4
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
5
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
Saved in:
6
Order imbalance beta and stock returns
Yang, Chunpeng
;
Hu, Xiaoyi
- In:
Applied economics
52
(
2020
)
56
,
pp. 6100-6113
Persistent link: https://www.econbiz.de/10012308455
Saved in:
7
Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu
;
Ma, Feng
;
Zhang, Yaojie
;
Zuoping, Xiao
- In:
Applied economics
51
(
2019
)
49
,
pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
Saved in:
8
The cross-section and time-series effects of individual stock sentiment on stock prices
Li, Jinfang
;
Yang, Chunpeng
- In:
Applied economics
49
(
2017
)
47
,
pp. 4806-4815
Persistent link: https://www.econbiz.de/10011844801
Saved in:
9
Forecasting the realized volatility in the Chinese stock market : further evidence
Pu, Wang
;
Chen, Yixiang
;
Ma, Feng
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
Saved in:
10
Expected returns and expected dividend growth : time to rethink an established empirical literature
Ma, Jun
;
Wohar, Mark E.
- In:
Applied economics
46
(
2014
)
19/21
,
pp. 2462-2476
Persistent link: https://www.econbiz.de/10010417214
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