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subject:"United Kingdom"
~accessRights:"restricted"
~subject:"CAPM"
~subject:"Forecasting model"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"United States"
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United Kingdom
CAPM
Forecasting model
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United States
Estimation
22,710
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22,538
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4,570
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4,570
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2,760
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2,759
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2,669
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2,484
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2,483
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2,255
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1,850
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1,825
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1,818
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1,697
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1,696
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1,669
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1,504
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1,487
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1,486
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1,431
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1,403
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1,299
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1,299
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1,200
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1,197
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1,141
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1,112
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Gupta, Rangan
116
Gil-Alaña, Luis A.
50
Zaremba, Adam
45
Marcellino, Massimiliano
33
Ma, Feng
32
Wohar, Mark E.
31
Balcilar, Mehmet
29
Tiwari, Aviral Kumar
27
Pierdzioch, Christian
24
Salisu, Afees A.
23
Zhang, Yaojie
23
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22
Bahmani-Oskooee, Mohsen
21
Chang, Tsangyao
20
Narayan, Paresh Kumar
19
Bouri, Elie
18
Demirer, Rıza
18
Ghysels, Eric
17
Nonejad, Nima
17
Caporale, Guglielmo Maria
16
Forni, Mario
16
Gambetti, Luca
16
Xuan Vinh Vo
16
Yoon, Seong-min
16
McMillan, David G.
15
Sehgal, Sanjay
15
Shahzad, Syed Jawad Hussain
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Hammoudeh, Shawkat
14
Jawadi, Fredj
14
Kelly, Bryan T.
14
Todorov, Viktor
14
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13
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13
Massa, Massimo
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Timmermann, Allan
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Wei, Yu
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Working paper / National Bureau of Economic Research, Inc.
479
Discussion paper / Centre for Economic Policy Research
473
Finance research letters
230
Economic modelling
189
Applied economics
185
International review of economics & finance : IREF
142
International review of financial analysis
133
The North American journal of economics and finance : a journal of financial economics studies
132
Energy economics
127
Journal of econometrics
124
Applied economics letters
114
International journal of forecasting
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
105
Journal of banking & finance
97
Research in international business and finance
97
Economics letters
95
Journal of empirical finance
94
Journal of financial economics
91
Discussion papers / CEPR
75
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Journal of international financial markets, institutions & money
70
Pacific-Basin finance journal
69
Journal of international money and finance
64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Journal of economic dynamics & control
56
American economic journal : a journal of the American Economic Association
55
International journal of finance & economics : IJFE
50
SpringerLink / Bücher
50
The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
45
Journal of forecasting
44
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41
Journal of applied econometrics
40
The review of financial studies
37
Review of quantitative finance and accounting
36
The American economic review
35
Computational economics
34
Journal of financial markets
34
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ECONIS (ZBW)
7,000
RePEc
3
Showing
1
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10
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7,003
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date (oldest first)
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
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
3
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:
4
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:
5
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:
6
Equity market and the transmission channels of monetary policy : before and after the zero lower bound
DaSilva, Amadeu
;
Farka, Mira
- In:
European financial management : the journal of the …
30
(
2024
)
1
,
pp. 544-601
Persistent link: https://www.econbiz.de/10014470517
Saved in:
7
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:
8
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:
9
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:
10
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
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