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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Time series analysis
United States
Estimation
442
Schätzung
442
Capital income
120
Kapitaleinkommen
120
USA
119
Börsenkurs
111
Share price
111
Volatility
109
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Gupta, Rangan
7
Ji, Qiang
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Santa-Clara, Pedro
3
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2
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2
Maio, Paulo
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Post, Thierry
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1
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Journal of financial and quantitative analysis : JFQA
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
1,490
Discussion paper series / IZA
432
Discussion paper / Centre for Economic Policy Research
400
Applied economics
337
CESifo working papers
211
Applied economics letters
209
The review of economics and statistics
172
Finance and economics discussion series
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
Journal of econometrics
163
Working paper
162
Economic modelling
157
NBER working paper series
156
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Economics letters
137
Applied financial economics
118
Journal of applied econometrics
118
NBER Working Paper
103
Discussion paper / Tinbergen Institute
99
Journal of international money and finance
92
The review of financial studies
92
Journal of money, credit and banking : JMCB
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
Energy economics
86
The journal of futures markets
85
International journal of forecasting
82
Discussion paper
81
International review of economics & finance : IREF
81
Journal of banking & finance
77
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of economic dynamics & control
72
Journal of macroeconomics
72
Journal of monetary economics
70
Southern economic journal
65
Journal of labor economics
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ECONIS (ZBW)
150
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150
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date (oldest first)
1
The impact of uncertainty on investment : empirical challenges and a new estimator
Li, Delong
;
Sun, Yiguo
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 307-338
Persistent link: https://www.econbiz.de/10014486462
Saved in:
2
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
3
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
4
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
5
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
6
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
7
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
8
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
9
US structural drivers of international portfolio returns
Jang, Bosung
;
So, Inhwan
;
Tong, Eric
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014247012
Saved in:
10
Infectious diseases tracking and sectoral stock market returns : a quantile regression analysis
Alomari, Mohammad
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013413448
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