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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied economics"
~isPartOf:"International review of financial analysis"
~person:"Afonso, António"
~person:"Blundell, Richard W."
~person:"Brooks, Robert"
~person:"Karanassou, Marika"
~person:"MacDonald, Ronald"
~person:"Pesaran, M. Hashem"
~person:"Puhani, Patrick A."
~person:"Rycx, François"
~person:"Su, Chi-Wei"
~person:"Zaremba, Adam"
~subject:"ARCH model"
~subject:"Schätztheorie"
~subject:"Schätzung"
~subject:"Unemployment"
~type:"article"
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Time series analysis
United States
ARCH model
Schätztheorie
Schätzung
Unemployment
Estimation
21
Capital income
9
Kapitaleinkommen
9
Börsenkurs
6
Share price
6
CAPM
5
Welt
5
World
5
Aktienmarkt
4
Forecasting model
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Prognoseverfahren
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return predictability
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3
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Return predictability
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asset pricing
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Öffentliche Anleihe
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Öffentliche Schulden
3
ARCH-Modell
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Asset pricing
2
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2
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21
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Afonso, António
Blundell, Richard W.
Brooks, Robert
Karanassou, Marika
MacDonald, Ronald
Pesaran, M. Hashem
Puhani, Patrick A.
Rycx, François
Su, Chi-Wei
Zaremba, Adam
Bahmani-Oskooee, Mohsen
20
Moosa, Imad A.
15
Gil-Alaña, Luis A.
14
Gupta, Rangan
10
Narayan, Paresh Kumar
10
Ma, Feng
9
Umar, Zaghum
9
Zhu, Huiming
9
Xuan Vinh Vo
8
Hammoudeh, Shawkat
7
Yoon, Seong-min
7
Caporale, Guglielmo Maria
6
Chang, Tsangyao
6
Selvanathan, Saroja
6
Turner, Paul
6
Wohar, Mark E.
6
Bouri, Elie
5
French, Michael T.
5
Kandil, Magda
5
Narayan, Seema
5
Salim, Ruhul A.
5
Sosvilla-Rivero, Simón
5
Zhang, Yaojie
5
Apergēs, Nikolaos
4
Balcilar, Mehmet
4
Balli, Hatice Ozer
4
Barros, Carlos Pestana
4
Belke, Ansgar
4
Berument, Hakan
4
Blazsek, Szabolcs
4
Cassou, Steven Peter
4
Chowdhury, Abdur R.
4
Dowling, Michael
4
Fabozzi, Frank J.
4
Goel, Rajeev K.
4
Hamori, Shigeyuki
4
Hudson, Robert
4
Lee, Chien-chiang
4
Long, Huaigang
4
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Applied economics
International review of financial analysis
Applied economics letters
23
Journal of international financial markets, institutions & money
13
Journal of applied econometrics
10
Economic research
9
Journal of international money and finance
8
Applied financial economics
6
Economic modelling
6
Economics letters
6
Open economies review
6
Pacific-Basin finance journal
6
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
Journal of banking & finance
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
5
Journal of empirical finance
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
Finance research letters
4
International journal of economics
4
The North American journal of economics and finance : a journal of financial economics studies
4
Argumenta oeconomica
3
Australian economic papers
3
Global finance journal
3
International journal of manpower
3
Quantitative economics : QE ; journal of the Econometric Society
3
The South African journal of economics
3
The review of economics and statistics
3
Advances in investment analysis and portfolio management : a research annual
2
Applied economics quarterly
2
Applied financial economics letters
2
BJIR : an international journal of employment relations
2
Brussels economic review
2
Contemporary economics
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Econometric reviews
2
Economics of education review
2
Education economics
2
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ECONIS (ZBW)
21
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1
Identifying long-run relationships between the exchange rate, interest rates and stock prices
Wong, Douglas Kai Tim
;
MacDonald, Ronald
- In:
Applied economics
56
(
2024
)
22
,
pp. 2671-2687
Persistent link: https://www.econbiz.de/10014525413
Saved in:
2
Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies
Umar, Zaghum
;
Mukhriz Izraf Azman Aziz
;
Zaremba, Adam
; …
- In:
Applied economics
55
(
2023
)
23
,
pp. 2676-2693
Persistent link: https://www.econbiz.de/10014295219
Saved in:
3
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
Saved in:
4
The nexus between fiscal and current account imbalances in OECD economies
Afonso, António
;
Opoku, Philemon Kwame
- In:
Applied economics
55
(
2023
)
13
,
pp. 1389-1406
Persistent link: https://www.econbiz.de/10013554920
Saved in:
5
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
6
Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns
Umutlu, Mehmet
;
Bengitöz, Pelin
;
Zaremba, Adam
- In:
Applied economics
53
(
2021
)
54
,
pp. 6213-6230
Persistent link: https://www.econbiz.de/10012650394
Saved in:
7
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:
8
Spillover and risk transmission in the components of the term structure of eurozone yield curve
Umar, Zaghum
;
Riaz, Yasir
;
Zaremba, Adam
- In:
Applied economics
53
(
2021
)
18
,
pp. 2141-2157
Persistent link: https://www.econbiz.de/10012500985
Saved in:
9
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:
10
The sources of momentum in international government bond returns
Zaremba, Adam
;
Kambouris, George
- In:
Applied economics
51
(
2019
)
8
,
pp. 848-857
Persistent link: https://www.econbiz.de/10012196480
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