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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The European journal of finance"
~subject:"Estimation"
~subject:"VAR model"
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United States
Estimation
VAR model
Schätzung
1,173
Theorie
309
Theory
309
Capital income
206
Kapitaleinkommen
206
Volatility
169
Volatilität
168
Börsenkurs
156
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156
USA
141
Forecasting model
132
Prognoseverfahren
132
Time series analysis
117
Zeitreihenanalyse
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105
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105
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103
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103
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94
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77
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73
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70
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1,172
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Article in journal
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1,173
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8
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8
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2
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2
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1,173
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Gupta, Rangan
9
Egger, Peter
6
Baltagi, Badi H.
5
Caporin, Massimiliano
5
Gil-Alaña, Luis A.
5
Herwartz, Helmut
5
Kapetanios, George
5
Lee, Chien-chiang
5
Hayo, Bernd
4
Karanasos, Menelaos
4
Kumbhakar, Subal
4
Murinde, Victor
4
Baillie, Richard
3
Camarero Olivas, Mariam
3
Caporale, Guglielmo Maria
3
Cenesizoglu, Tolga
3
Cho, Dooyeon
3
Copeland, Laurence S.
3
Hassler, Uwe
3
Holmes, Mark J.
3
Kim, Dongcheol
3
Knif, Johan
3
Koutmos, Gregory
3
Labeaga, José M.
3
Lee, Hyejin
3
Lux, Thomas
3
Meng, Ming
3
Millimet, Daniel L.
3
Mollick, André Varella
3
Muradoğlu, Gülnur
3
Murasawa, Yasutomo
3
Nolte, Ingmar
3
Oh, Dong-Yop
3
Paleologou, Suzanna-Maria
3
Panopulu, Aikaterinē
3
Pierdzioch, Christian
3
Satchell, Stephen
3
Tamarit Escalona, Cecilio R.
3
Tiwari, Aviral Kumar
3
Tzavalis, Elias
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of empirical finance
The European journal of finance
Applied economics
1,744
Applied economics letters
1,153
Economic modelling
819
Economics letters
684
Energy economics
478
International review of economics & finance : IREF
476
Journal of econometrics
464
Journal of international money and finance
450
Applied financial economics
442
Journal of banking & finance
434
Finance research letters
388
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
364
Journal of applied econometrics
357
International review of financial analysis
324
The North American journal of economics and finance : a journal of financial economics studies
307
Labour economics : official journal of the European Association of Labour Economists
306
The American economic review
298
The empirical economics letters : a monthly international journal of economics
298
The review of economics and statistics
286
Journal of macroeconomics
274
European economic review : EER
262
International journal of economics and finance
255
International journal of economics and financial issues : IJEFI
251
Journal of financial economics
248
Economics of education review
247
Journal of international financial markets, institutions & money
246
International journal of finance & economics : IJFE
242
Journal of economic dynamics & control
238
Journal of international economics
226
Research in international business and finance
226
Journal of monetary economics
208
Cogent economics & finance
200
The journal of finance : the journal of the American Finance Association
200
Journal of economic behavior & organization : JEBO
197
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
197
Journal of population economics
195
Journal of money, credit and banking : JMCB
193
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ECONIS (ZBW)
1,173
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
Molinas, Luis Antonio
;
Binner, Jane M.
;
Tong, Meng
- In:
The European journal of finance
29
(
2023
)
7
,
pp. 780-799
Persistent link: https://www.econbiz.de/10014322555
Saved in:
3
Fintech, financial inclusion and income inequality : a quantile regression approach
Demir, Ayse
;
Pesqué-Cela, Vanesa
;
Altunbaş, Yener
; …
- In:
The European journal of finance
28
(
2022
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10013373233
Saved in:
4
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
5
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
6
Detecting zombie banks
Fiordelisi, Franco
;
Radić, Nemanja
;
Weyman-Jones, Thomas G.
- In:
The European journal of finance
27
(
2021
)
15
,
pp. 1459-1488
Persistent link: https://www.econbiz.de/10012653111
Saved in:
7
Stock return predictability and cyclical movements in valuation ratios
Yu, Deshui
;
Huang, Difang
;
Li, Chen
- In:
Journal of empirical finance
72
(
2023
),
pp. 36-53
Persistent link: https://www.econbiz.de/10014476797
Saved in:
8
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
9
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
10
Do as they say or do as they do? : uncovering the effects of inappropriate methods and unreliable data in boardroom diversity research
Renz, Franziska M.
;
Vogel, Julian U. N.
;
Xie, Feixue
- In:
Journal of empirical finance
72
(
2023
),
pp. 410-420
Persistent link: https://www.econbiz.de/10014476870
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