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subject:"United Kingdom"
~accessRights:"restricted"
~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
22,237
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22,067
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4,484
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4,484
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2,686
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2,686
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2,607
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2,606
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2,588
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2,415
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2,414
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2,229
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1,809
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1,776
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1,657
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1,656
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1,621
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1,619
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1,456
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1,394
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1,391
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1,274
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1,274
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1,171
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1,168
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1,113
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1,113
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1,083
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1,079
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1,079
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Gupta, Rangan
99
Gil-Alaña, Luis A.
43
Zaremba, Adam
41
Marcellino, Massimiliano
32
Ma, Feng
28
Balcilar, Mehmet
23
Wohar, Mark E.
23
Pierdzioch, Christian
22
Bahmani-Oskooee, Mohsen
21
Wang, Yudong
21
Salisu, Afees A.
20
Zhang, Yaojie
20
Narayan, Paresh Kumar
17
Nonejad, Nima
17
Chang, Tsangyao
16
Forni, Mario
16
Gambetti, Luca
16
Ghysels, Eric
16
Tiwari, Aviral Kumar
15
Demirer, Rıza
14
Kelly, Bryan T.
14
Todorov, Viktor
14
Apergēs, Nikolaos
13
Massa, Massimo
13
McMillan, David G.
13
Timmermann, Allan
13
Caporale, Guglielmo Maria
12
Heckman, James J.
12
Jawadi, Fredj
12
Moosa, Imad A.
12
Wei, Yu
12
Bollerslev, Tim
11
Bouri, Elie
11
Chan, Joshua
11
Long, Huaigang
11
Minford, Patrick
11
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10
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10
Kilian, Lutz
10
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9
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1
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476
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463
Applied economics
156
Economic modelling
153
Finance research letters
152
Journal of econometrics
121
International journal of forecasting
108
International review of economics & finance : IREF
104
Energy economics
103
The North American journal of economics and finance : a journal of financial economics studies
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
99
International review of financial analysis
92
Applied economics letters
91
Economics letters
90
Journal of banking & finance
88
Journal of empirical finance
84
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
66
Journal of international money and finance
56
American economic journal : a journal of the American Economic Association
55
Journal of economic dynamics & control
54
Pacific-Basin finance journal
52
Research in international business and finance
51
Journal of international financial markets, institutions & money
50
SpringerLink / Bücher
43
Journal of forecasting
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Management science : journal of the Institute for Operations Research and the Management Sciences
40
Journal of applied econometrics
39
The review of financial studies
37
The American economic review
35
Econometric reviews
32
Journal of macroeconomics
32
Quantitative finance
31
The European journal of finance
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
International journal of finance & economics : IJFE
30
Academy of Management journal : AMJ
29
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ECONIS (ZBW)
5,888
RePEc
2
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1
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10
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5,890
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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
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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