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subject:"Theorie"
type:"article"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
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Theorie
Estimation
1,266
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1,264
Theory
313
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221
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221
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199
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Apergēs, Nikolaos
3
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3
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2
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Economic modelling
Journal of banking & finance
Applied economics
316
Economics letters
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
Applied economics letters
169
Journal of econometrics
165
Journal of international money and finance
155
Journal of applied econometrics
143
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
142
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126
International review of economics & finance : IREF
122
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117
The review of economics and statistics
113
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100
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96
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95
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90
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90
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88
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86
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84
Finance research letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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77
The American economic review
77
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72
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American journal of agricultural economics
71
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International review of financial analysis
63
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
313
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51
Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012659252
Saved in:
52
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
53
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
54
How much should we trust five-year averaging to purge business cycle effects? : a reassessment of the finance-growth and capital accumulation-unemployment nexus
Sturn, Simon
;
Epstein, Gerald A.
- In:
Economic modelling
96
(
2021
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012745362
Saved in:
55
The effect of information frictions on FDI persistence
Khraiche, Maroula
;
Araujo, Pedro de
- In:
Economic modelling
94
(
2021
),
pp. 14-27
Persistent link: https://www.econbiz.de/10012694701
Saved in:
56
A consumption-based asset pricing model with disappointment aversion and uncertainty shocks
Li, Kaifeng
;
Xia, Bobo
;
Guo, Zhaoxuan
- In:
Economic modelling
94
(
2021
),
pp. 235-243
Persistent link: https://www.econbiz.de/10012694760
Saved in:
57
Mixed-frequency SV model for stock volatility and macroeconomics
Shang, Yuhuang
;
Zheng, Tingguo
- In:
Economic modelling
95
(
2021
),
pp. 462-472
Persistent link: https://www.econbiz.de/10012696029
Saved in:
58
Effects of investor sentiment on stock return volatility : a spatio-temporal dynamic panel model
Jiang, Shangwei
;
Jin, Xiu
- In:
Economic modelling
97
(
2021
),
pp. 298-306
Persistent link: https://www.econbiz.de/10012793454
Saved in:
59
Economic growth and innovation complexity : an empirical estimation of a Hidden Markov Model
Bucci, Alberto
;
Carbonari, Lorenzo
;
Gil, Pedro Mazeda
; …
- In:
Economic modelling
98
(
2021
),
pp. 86-99
Persistent link: https://www.econbiz.de/10012793637
Saved in:
60
Nonlinearity matters : the stock price : trading volume relation revisited
Behrendt, Simon
;
Schmidt, Alexander
- In:
Economic modelling
98
(
2021
),
pp. 371-385
Persistent link: https://www.econbiz.de/10012793999
Saved in:
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