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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of empirical finance"
~person:"Anatolyev, Stanislav"
~person:"Zaremba, Adam"
~subject:"Börsenkurs"
~subject:"Forecasting model"
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Time series analysis
United States
Börsenkurs
Forecasting model
Capital income
3
Estimation
3
Kapitaleinkommen
3
Prognoseverfahren
3
Schätzung
3
Welt
3
World
3
Asset pricing
2
Equity anomalies
2
Aktienmarkt
1
Alpha momentum
1
Alpha reversal
1
Anlageverhalten
1
Behavioural finance
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CAPM
1
Capital market returns
1
Carry trade
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Copula
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Country equity indices
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Country momentum
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Country reversal
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Currency speculation
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Decomposition method
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Dekompositionsverfahren
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Early security data
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Exchange rate forecasting
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Forecast
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Foreign exchange market
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Industry momentum
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Industry reversal
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Joint predictive distribution
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Anatolyev, Stanislav
Zaremba, Adam
Cenesizoglu, Tolga
3
Karanasos, Menelaos
3
Nelson, Charles R.
3
Wang, Yudong
3
Caporin, Massimiliano
2
Cipollini, Andrea
2
Conrad, Christian
2
Dijk, Dick van
2
Hur, Jungshik
2
Jansen, Dennis W.
2
Kapetanios, George
2
Kim, Chang-Jin
2
Kim, Dongcheol
2
Li, Chen
2
Maio, Paulo
2
Min, Byoung-Kyu
2
Opschoor, Anne
2
Pan, Zhiyuan
2
Pesaran, M. Hashem
2
Teterin, Pavel
2
Tzavalis, Elias
2
Wel, Michel van der
2
Wu, Chongfeng
2
Yu, Deshui
2
Abergel, Frédéric
1
Aboulamer, Anas
1
Ahmed, Jameel
1
Aldrich, Eric M.
1
Alexeev, Vitali
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Alt, Raimund
1
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1
Annaert, Jan
1
Aradhyula, Satheesh V.
1
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1
Argyropoulos, Efthymios
1
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1
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Journal of empirical finance
Applied economics
5
Economic research
4
Finance research letters
3
International review of financial analysis
3
Journal of banking & finance
3
Journal of international financial markets, institutions & money
3
Emerging markets, finance and trade : EMFT
2
Finance a úvěr
2
Journal of economic dynamics & control
2
Pacific-Basin finance journal
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Research in international business and finance
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The journal of investing : JOI
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E-Finanse : finansowy kwartalnik internetowy
1
Economic modelling
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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FRB Atlanta Working Paper
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International journal of management and economics
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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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Working paper series / Charles University, Center for Economic Research and Graduate Education ; Academy of Sciences of the Czech Republic, Economics Institute, CERGE-EI
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ECONIS (ZBW)
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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:
2
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:
3
Foreign exchange predictability and the carry trade : a decomposition approach
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
;
Jamali, Ibrahim
- In:
Journal of empirical finance
42
(
2017
),
pp. 199-211
Persistent link: https://www.econbiz.de/10011808567
Saved in:
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