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subject:"Volatilität"
~person:"Bali, Turan G."
~person:"Nonejad, Nima"
~source:"econis"
~subject:"Betafaktor"
~subject:"Capital market returns"
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Volatilität
Betafaktor
Capital market returns
Estimation
57
Schätzung
57
Capital income
37
Kapitaleinkommen
37
Volatility
27
Börsenkurs
24
Share price
24
Forecasting model
21
Prognoseverfahren
21
CAPM
19
Theorie
19
Theory
19
Kapitalmarktrendite
15
Welt
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World
15
Risikoprämie
14
Risk premium
14
Oil price
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Risk
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13
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12
United States
12
ARCH model
11
ARCH-Modell
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Aktienoption
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8
Time series analysis
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Beta risk
6
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Crude oil price
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Portfolio selection
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Portfolio-Management
5
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Bali, Turan G.
Nonejad, Nima
McAleer, Michael
85
Gupta, Rangan
82
Caporale, Guglielmo Maria
58
Pierdzioch, Christian
51
Bollerslev, Tim
45
Todorov, Viktor
36
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Hautsch, Nikolaus
31
Asai, Manabu
29
Gil-Alaña, Luis A.
29
Bouri, Elie
28
Härdle, Wolfgang
28
Engle, Robert F.
27
Ma, Feng
27
Chang, Chia-Lin
25
Herwartz, Helmut
24
Lettau, Martin
24
Prokopczuk, Marcel
24
Wohar, Mark E.
24
Andersen, Torben
23
Buch, Claudia M.
23
Caporin, Massimiliano
23
Koopman, Siem Jan
23
Xuan Vinh Vo
23
Döpke, Jörg
22
Zaremba, Adam
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Rodriguez, Gabriel
21
Weber, Michael
21
Balcilar, Mehmet
20
Chan, Joshua
19
Tiwari, Aviral Kumar
19
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Kelly, Bryan T.
18
Kim, Donggyu
18
McMillan, David G.
18
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Journal of financial and quantitative analysis : JFQA
3
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2
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Georgetown McDonough School of Business Research Paper
2
International review of financial analysis
2
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2
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China finance review international
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
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:
2
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:
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
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:
5
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:
6
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:
7
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
Saved in:
8
Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
Saved in:
9
Crude oil price volatility and equity return predictability : a comparative out-of-sample study
Nonejad, Nima
- In:
International review of financial analysis
71
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012436278
Saved in:
10
Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
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