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subject:"United Kingdom"
~accessRights:"restricted"
~language:"eng"
~subject:"CAPM"
~subject:"Forecasting model"
~subject:"Time series analysis"
~subject:"United States"
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United Kingdom
CAPM
Forecasting model
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United States
Estimation
22,279
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22,224
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4,436
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4,436
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2,751
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2,749
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2,667
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2,452
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2,234
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1,837
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1,817
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1,690
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1,689
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1,663
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1,661
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1,493
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1,465
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1,464
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1,426
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1,421
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1,297
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1,297
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1,192
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1,190
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1,176
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1,174
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1,135
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1,135
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1,109
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1,109
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1,104
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Gupta, Rangan
101
Gil-Alaña, Luis A.
44
Zaremba, Adam
42
Marcellino, Massimiliano
33
Ma, Feng
30
Balcilar, Mehmet
23
Wohar, Mark E.
23
Pierdzioch, Christian
22
Bahmani-Oskooee, Mohsen
21
Salisu, Afees A.
21
Wang, Yudong
21
Zhang, Yaojie
20
Chang, Tsangyao
19
Narayan, Paresh Kumar
17
Nonejad, Nima
17
Forni, Mario
16
Gambetti, Luca
16
Ghysels, Eric
16
Tiwari, Aviral Kumar
16
Demirer, Rıza
14
Kelly, Bryan T.
14
Todorov, Viktor
14
Apergēs, Nikolaos
13
Massa, Massimo
13
McMillan, David G.
13
Timmermann, Allan
13
Bouri, Elie
12
Caporale, Guglielmo Maria
12
Heckman, James J.
12
Jawadi, Fredj
12
Moosa, Imad A.
12
Wei, Yu
12
Baumeister, Christiane
11
Bollerslev, Tim
11
Chan, Joshua
11
Long, Huaigang
11
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11
Ranjbar, Omid
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10
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Working paper / National Bureau of Economic Research, Inc.
476
Discussion paper / Centre for Economic Policy Research
463
Finance research letters
168
Applied economics
157
Economic modelling
154
Journal of econometrics
121
International journal of forecasting
111
International review of economics & finance : IREF
109
Energy economics
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
100
The North American journal of economics and finance : a journal of financial economics studies
100
Applied economics letters
95
International review of financial analysis
93
Economics letters
90
Journal of banking & finance
88
Journal of empirical finance
85
Journal of financial economics
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Discussion papers / CEPR
68
Journal of international money and finance
57
American economic journal : a journal of the American Economic Association
55
Journal of economic dynamics & control
54
Pacific-Basin finance journal
54
Research in international business and finance
51
Journal of international financial markets, institutions & money
50
Journal of forecasting
43
Management science : journal of the Institute for Operations Research and the Management Sciences
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of applied econometrics
40
International journal of finance & economics : IJFE
37
The review of financial studies
37
The American economic review
35
Academy of Management journal : AMJ
32
Econometric reviews
32
Journal of macroeconomics
32
The European journal of finance
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Quantitative finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
5,942
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10
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1
Credit risk prediction based on loan profit : evidence from Chinese SMEs
Li, Zhe
;
Liang, Shuguang
;
Pan, Xianyou
;
Pang, Meng
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451525
Saved in:
2
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
3
Market reactions to COVID-19 : does systemic risk vary across industries? a Markov-Switching CAPM approach
Bulut, Emre
;
Marangoz, Cumali
;
Daştan, Muhammet
- In:
Eastern European economics : EEE
62
(
2024
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10014450713
Saved in:
4
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:
5
Social capital and stock price crash risk : evidence from US terrorist attacks
Mun, Hyejin
;
Mun, Seongjae
;
Kim, Hyeong Joon
- In:
Corporate governance : an international review
32
(
2024
)
1
,
pp. 33-62
Persistent link: https://www.econbiz.de/10014470665
Saved in:
6
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
7
A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles
Ciaschini, Clio
;
Recchioni, Maria Cristina
- In:
Review of behavioral finance : RBF
16
(
2024
)
1
,
pp. 17-38
Persistent link: https://www.econbiz.de/10014471744
Saved in:
8
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
9
A source of funding for illicit activities or a solution to crime? : evidence from remittance inflows to Jamaica
Kufuor, Nana Kwabena
;
Williams, Kevin
- In:
Journal of international development : the journal of …
36
(
2024
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10014472558
Saved in:
10
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
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