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subject:"Volatilität"
~person:"Bali, Turan G."
~person:"Nonejad, Nima"
~source:"econis"
~subject:"Capital market returns"
~subject:"Risikoprämie"
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Volatilität
Capital market returns
Risikoprämie
Estimation
57
Schätzung
57
Capital income
37
Kapitaleinkommen
37
Volatility
27
Börsenkurs
24
Share price
24
Forecasting model
21
Prognoseverfahren
21
CAPM
19
Theorie
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Theory
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Kapitalmarktrendite
15
Welt
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World
15
Risk premium
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13
USA
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United States
12
ARCH model
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Aktienoption
8
Stock option
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Time series analysis
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Zeitreihenanalyse
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Beta risk
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Betafaktor
6
Aktienmarkt
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Crude oil price
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Portfolio selection
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Portfolio-Management
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Bali, Turan G.
Nonejad, Nima
Gupta, Rangan
89
McAleer, Michael
86
Bollerslev, Tim
57
Caporale, Guglielmo Maria
55
Pierdzioch, Christian
51
Todorov, Viktor
41
Zaremba, Adam
38
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Gil-Alaña, Luis A.
31
Hautsch, Nikolaus
31
Härdle, Wolfgang
30
Asai, Manabu
29
Bouri, Elie
28
Wohar, Mark E.
28
Engle, Robert F.
27
Ma, Feng
27
Herwartz, Helmut
26
Bernoth, Kerstin
25
Chang, Chia-Lin
25
Lettau, Martin
25
Mumtaz, Haroon
25
Zhou, Hao
25
Andersen, Torben
24
Caporin, Massimiliano
24
Buch, Claudia M.
23
Koopman, Siem Jan
23
Xuan Vinh Vo
23
Balcilar, Mehmet
22
Diebold, Francis X.
22
Döpke, Jörg
22
Weber, Michael
22
Kumar, Dilip
21
Rodriguez, Gabriel
21
Tauchen, George Eugene
21
Bansal, Ravi
19
Cakici, Nusret
19
Chan, Joshua
19
Cheung, Yin-Wong
19
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Energy economics
3
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3
Economics letters
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Georgetown McDonough School of Business Research Paper
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2
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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
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
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
6
Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima
- In:
International review of financial analysis
77
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012805880
Saved in:
7
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:
8
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:
9
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:
10
Predicting equity premium by conditioning on macroeconomic variables : a prediction selection strategy using the price of crude oil
Nonejad, Nima
- In:
Finance research letters
41
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013335945
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