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subject:"Volatilität"
~person:"Apergēs, Nikolaos"
~person:"Bali, Turan G."
~person:"Nonejad, Nima"
~subject:"CAPM"
~type:"article"
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Volatilität
CAPM
Estimation
117
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117
Capital income
35
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35
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33
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29
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29
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Apergēs, Nikolaos
Bali, Turan G.
Nonejad, Nima
Gupta, Rangan
63
Zaremba, Adam
45
Bahmani-Oskooee, Mohsen
33
Ma, Feng
26
McAleer, Michael
25
Todorov, Viktor
25
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24
Pierdzioch, Christian
24
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23
Xuan Vinh Vo
22
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21
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19
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18
Mensi, Walid
18
Tiwari, Aviral Kumar
18
Brooks, Robert
17
Gil-Alaña, Luis A.
17
Kang, Sang Hoon
17
Rashid, Abdul
17
Asai, Manabu
16
Cakici, Nusret
16
Sehgal, Sanjay
16
Chiang, Thomas C.
15
Faff, Robert W.
15
McMillan, David G.
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Li, Jia
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14
Belke, Ansgar
13
Caporin, Massimiliano
13
Demirer, Rıza
13
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13
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Energy economics
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3
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3
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2
Economics letters
2
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2
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2
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ECONIS (ZBW)
44
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1
Disagreement in economic forecasts and equity returns : risk or mispricing?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
China finance review international
13
(
2023
)
3
,
pp. 309-341
Persistent link: https://www.econbiz.de/10014362710
Saved in:
2
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
3
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
4
Equity premium prediction using the price of crude oil : uncovering the nonlinear predictive impact
Nonejad, Nima
- In:
Energy economics
115
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013541756
Saved in:
5
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
6
Examining the asymmetric effects of third-country exchange rate volatility on Pakistan-China commodity trade
Usman, Ahmed
;
Apergēs, Nikolaos
;
Anwar, Sofia
- In:
Journal of international commerce, economics and policy
12
(
2021
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012650950
Saved in:
7
Inflation expectations, volatility and Covid-19 : evidence from the US inflation swap rates
Apergis, Emmanuel
;
Apergēs, Nikolaos
- In:
Applied economics letters
28
(
2021
)
15
,
pp. 1327-1331
Persistent link: https://www.econbiz.de/10012609663
Saved in:
8
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
9
Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
Saved in:
10
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
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