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subject:"Volatilität"
~person:"Bali, Turan G."
~person:"Nonejad, Nima"
~subject:"Capital market returns"
~subject:"Prognoseverfahren"
~type:"article"
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Volatilität
Capital market returns
Prognoseverfahren
Estimation
39
Schätzung
39
Capital income
25
Kapitaleinkommen
25
Forecasting model
21
Volatility
21
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13
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Bali, Turan G.
Nonejad, Nima
Gupta, Rangan
91
Pierdzioch, Christian
38
Zaremba, Adam
36
McMillan, David G.
34
Bahmani-Oskooee, Mohsen
33
Ma, Feng
33
Wohar, Mark E.
30
Balcilar, Mehmet
27
Narayan, Paresh Kumar
27
McAleer, Michael
25
Todorov, Viktor
25
Xuan Vinh Vo
25
Bollerslev, Tim
24
Wang, Yudong
24
Bouri, Elie
23
Zhang, Yaojie
22
Kumar, Dilip
21
Salisu, Afees A.
19
Caporale, Guglielmo Maria
17
Mensi, Walid
17
Asai, Manabu
16
Gil-Alaña, Luis A.
16
Herwartz, Helmut
16
Kang, Sang Hoon
16
Tiwari, Aviral Kumar
16
Wei, Yu
16
Moosa, Imad A.
15
Rashid, Abdul
15
Zhu, Huiming
15
Andersen, Torben
14
Brooks, Robert
14
Li, Jia
14
Yin, Libo
14
Apergēs, Nikolaos
13
Belke, Ansgar
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Chiang, Thomas C.
13
Demirer, Rıza
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Energy economics
3
International review of financial analysis
3
Journal of financial economics
3
The North American journal of economics and finance : a journal of financial economics studies
3
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of financial and quantitative analysis : JFQA
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China finance review international
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
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ECONIS (ZBW)
33
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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
Crude oil price point forecasts of the Norwegian GDP growth rate
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2913-2930
Persistent link: https://www.econbiz.de/10012664660
Saved in:
6
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:
7
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:
8
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:
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
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:
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