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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of international money and finance"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Share price"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Forecasting model
Prognoseverfahren
Share price
Estimation
711
Schätzung
710
Theorie
194
Theory
194
Welt
169
World
169
Exchange rate
139
Wechselkurs
139
Volatility
138
Volatilität
138
Capital income
131
Kapitaleinkommen
131
Börsenkurs
106
USA
99
Aktienmarkt
89
Stock market
89
Geldpolitik
78
Monetary policy
78
Kaufkraftparität
75
Purchasing power parity
75
Risikoprämie
73
Risk premium
73
EU countries
61
EU-Staaten
61
Schock
57
Shock
57
Japan
55
CAPM
54
VAR model
50
Financial crisis
49
Finanzkrise
49
VAR-Modell
49
ARCH model
48
ARCH-Modell
48
Deutschland
47
Germany
47
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1
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256
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Conference paper
1
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English
256
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Narayan, Paresh Kumar
7
Chinn, Menzie David
4
Grossmann, Axel
3
Kanas, Angelos
3
MacDonald, Ronald
3
Papell, David H.
3
Sharma, Susan Sunila
3
Zaremba, Adam
3
Amano, Robert A.
2
Beckmann, Joscha
2
Bergin, Paul R.
2
Brooks, Robert
2
Buncic, Daniel
2
Cakici, Nusret
2
Caporale, Guglielmo Maria
2
Cheung, Yin-Wong
2
Choudhry, Taufiq
2
Darné, Olivier
2
Devpura, Neluka
2
Dinh Hoang Bach Phan
2
Engsted, Tom
2
Filis, George
2
Floros, Christos
2
Hammoudeh, Shawkat
2
Hou, Ai Jun
2
Ince, Onur
2
Kinateder, Harald
2
Lyons, Richard K.
2
Morelli, David
2
Morley, Bruce
2
Nagayasu, Jun
2
Papavassiliou, Vassilios G.
2
Pedersen, Thomas Q.
2
Sarno, Lucio
2
Schüssler, Rainer
2
Shahbaz, Muhammad
2
Stillwagon, Josh R.
2
Taylor, Mark P.
2
Umar, Zaghum
2
Vu, Nam T.
2
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Journal of international financial markets, institutions & money
Journal of international money and finance
Working paper / National Bureau of Economic Research, Inc.
1,541
Applied economics
460
Discussion paper series / IZA
439
Discussion paper / Centre for Economic Policy Research
434
Applied economics letters
333
NBER working paper series
294
Economic modelling
258
CESifo working papers
255
Finance research letters
219
NBER Working Paper
218
Journal of econometrics
212
Working paper
208
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
202
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
202
Finance and economics discussion series
196
Journal of banking & finance
195
Applied financial economics
192
International review of economics & finance : IREF
188
Economics letters
176
The review of economics and statistics
175
International journal of forecasting
173
Energy economics
166
International review of financial analysis
163
The journal of finance : the journal of the American Finance Association
158
The North American journal of economics and finance : a journal of financial economics studies
156
The American economic review
154
Journal of empirical finance
151
Journal of applied econometrics
143
Discussion paper / Tinbergen Institute
130
Journal of financial economics
128
Journal of forecasting
124
The journal of futures markets
123
Discussion paper
112
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of money, credit and banking : JMCB
100
The review of financial studies
98
Research in international business and finance
93
Review of quantitative finance and accounting
93
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ECONIS (ZBW)
256
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1
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256
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1
Exchange rates and fundamentals : forecasting with long maturity forward rates
Darvas, Zsolt M.
;
Schepp, Zoltán
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014551354
Saved in:
2
Is the Bank of Canada concerned about inflation or the state of the economy?
Pang, Ke
;
Shiamptanis, Christos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451379
Saved in:
3
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
4
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
5
Inflation at risk in advanced and emerging market economies
Banerjee, Ryan
;
Contreras, Juan
;
Mehrotra, Aaron N.
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014549838
Saved in:
6
No safe haven, only diversification and contagion : intraday evidence around the COVID-19 pandemic
Bei, Zeyun
;
Lin, Juan
;
Zhou, Yinggang
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014551362
Saved in:
7
Conditional mean reversion of financial ratios and the predictability of returns
Boucher, Christophe
;
Jasinski, A.
;
Tokpavi, S.
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
Saved in:
8
International linkages of term structures : US and Korea Treasury bond yields
Yun, Jaeho
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014478198
Saved in:
9
Local labor market and the cross section of stock returns
Ge, Yao
;
Qiao, Zheng
;
Zheng, Hao
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478202
Saved in:
10
The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid
;
Hübner, Georges
;
Muller, Aline
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478229
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