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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"
~person:"Kudlyak, Marianna"
~person:"Wohar, Mark E."
~person:"Yang, Chunpeng"
~person:"Yoon, Seong-min"
~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
13
Schätzung
13
Stock market
7
Börsenkurs
6
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6
Volatility
6
Volatilität
6
Capital income
5
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5
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1961-1992
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1
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1
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1
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Kudlyak, Marianna
Wohar, Mark E.
Yang, Chunpeng
Yoon, Seong-min
Moosa, Imad A.
9
Gupta, Rangan
6
Gil-Alaña, Luis A.
5
Bahmani-Oskooee, Mohsen
4
Ma, Feng
4
Tawadros, George B.
4
Turner, Paul
4
Zaremba, Adam
4
Blazsek, Szabolcs
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
Zhang, Yaojie
3
Abakah, Emmanuel Joel Aikins
2
Aloui, Chaker
2
Azali, Mohamed
2
Babalos, Vassilios
2
Benlagha, Noureddine
2
Burns, Kelly
2
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2
Cassou, Steven Peter
2
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2
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2
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2
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2
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2
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2
Fry, Tim R. L.
2
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2
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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
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
Energy economics
3
International review of economics & finance : IREF
3
Journal of macroeconomics
3
Economic modelling
2
International review of financial analysis
2
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2
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2
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2
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1
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1
International journal of forecasting
1
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Journal of international economics
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Journal of money, credit and banking : JMCB
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The European journal of finance
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The Manchester School
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Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
2
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
3
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
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
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
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6
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:
7
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:
8
Impact of macroeconomic factors and country risk ratings on GCC stock markets : evidence from a dynamic panel threshold model with regime switching
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
; …
- In:
Applied economics
49
(
2017
)
13
,
pp. 1255-1272
Persistent link: https://www.econbiz.de/10011813539
Saved in:
9
Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng
;
Zhang, Rengui
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
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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