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subject:"Volatilität"
~person:"Bali, Turan G."
~person:"Lee, Chien-chiang"
~person:"Nonejad, Nima"
~subject:"Capital market returns"
~type:"article"
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Volatilität
Capital market returns
Estimation
102
Schätzung
102
Capital income
35
Kapitaleinkommen
35
Volatility
33
Welt
31
World
31
Forecasting model
24
Prognoseverfahren
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Oil price
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Risk premium
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39
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39
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39
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Bali, Turan G.
Lee, Chien-chiang
Nonejad, Nima
Gupta, Rangan
60
Bahmani-Oskooee, Mohsen
33
Ma, Feng
26
McAleer, Michael
24
Pierdzioch, Christian
24
Todorov, Viktor
24
Bollerslev, Tim
23
Xuan Vinh Vo
22
Bouri, Elie
21
Kumar, Dilip
20
Wohar, Mark E.
20
Balcilar, Mehmet
19
Zaremba, Adam
19
Asai, Manabu
16
Caporale, Guglielmo Maria
16
Gil-Alaña, Luis A.
16
Kang, Sang Hoon
16
Mensi, Walid
16
Zhang, Yaojie
16
Rashid, Abdul
15
Tiwari, Aviral Kumar
15
Wang, Yudong
15
Brooks, Robert
14
Li, Jia
14
Wei, Yu
14
Zhu, Huiming
14
Andersen, Torben
13
Chiang, Thomas C.
13
McMillan, David G.
13
Tauchen, George Eugene
13
Yoon, Seong-min
13
Apergēs, Nikolaos
12
Belke, Ansgar
12
Hegerty, Scott W.
12
Malik, Farooq
12
Narayan, Paresh Kumar
12
Wu, Xinyu
12
Caporin, Massimiliano
11
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Energy economics
4
International review of financial analysis
3
Journal of financial economics
3
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of financial and quantitative analysis : JFQA
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
China finance review international
1
Economic modelling
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global finance journal
1
International review of economics & finance : IREF
1
Journal of Asian economics
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
The journal of futures markets
1
The journal of portfolio management : a publication of Institutional Investor
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
39
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39
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1
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
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
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:
4
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
Saved in:
5
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
6
The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10012821599
Saved in:
7
GDP volatility implication of tourism volatility in South Africa : a time-varying approach
Lee, Chien-chiang
;
Olasehinde-Williams, Godwin O
; …
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
2
,
pp. 435-450
Persistent link: https://www.econbiz.de/10013176781
Saved in:
8
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:
9
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
10
The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 830-852
Persistent link: https://www.econbiz.de/10012630771
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