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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~person:"Zaremba, Adam"
~subject:"Forecasting model"
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Time series analysis
United States
Forecasting model
Asset pricing
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Capital income
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Estimation
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Kapitaleinkommen
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Prognoseverfahren
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Schätzung
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Welt
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Return predictability
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Aktienmarkt
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Börsenkurs
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Equity anomalies
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International stock markets
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Portfolio selection
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The cross-section of stock returns
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Alpha momentum
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Alpha reversal
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Country equity indexes
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Country equity indices
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Country equity risk premium
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Country momentum
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Zaremba, Adam
Kapetanios, George
3
Nelson, Charles R.
3
Tzavalis, Elias
3
Wang, Yudong
3
Aguiar-Conraria, Luís
2
Berger, Tino
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Caporin, Massimiliano
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Nolte, Ingmar
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Journal of economic dynamics & control
Journal of empirical finance
Applied economics
2
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Finance research letters
2
International review of financial analysis
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Journal of banking & finance
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Journal of international financial markets, institutions & money
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Research in international business and finance
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Review of finance : journal of the European Finance Association
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
4
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1
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
2
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
3
The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam
;
Kizys, Renatas
;
Raza, Muhammad Wajid
- In:
Journal of empirical finance
55
(
2020
),
pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
Saved in:
4
Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
Journal of empirical finance
53
(
2019
),
pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
Saved in:
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