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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Economic modelling"
~person:"McAleer, Michael"
~person:"Zaremba, Adam"
~subject:"ARCH model"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Yield curve
ARCH model
Prognoseverfahren
Asset pricing
2
CAPM
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Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
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Anleihe
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Bond
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Credit risk
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Fixed-income securities
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Forecasting model
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Herding
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International markets
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Public bond
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Aufsatz in Zeitschrift
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McAleer, Michael
Zaremba, Adam
Gupta, Rangan
5
Liu, Li
3
Narayan, Paresh Kumar
3
Zhang, Yaojie
3
Balcilar, Mehmet
2
Bekiros, Stelios
2
Bu, Ruijun
2
Clements, Adam
2
Cross, Jamie
2
Feng, Yun
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Gatfaoui, Hayette
2
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Huang, Ho-chuan
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1
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Alaoui, Abdelkader O. el
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Antonakakis, Nikolaos
1
Apergēs, Nikolaos
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Arouri, Mohamed
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Economic modelling
Applied economics
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Econometric reviews
4
Journal of banking & finance
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Journal of econometrics
3
The North American journal of economics and finance : a journal of financial economics studies
3
Economic research
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Finance research letters
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International journal of forecasting
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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Risks : open access journal
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The econometrics journal
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Econometrics : open access journal
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Finance a úvěr
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International journal of economics and finance
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Research in international business and finance
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Review of finance : journal of the European Finance Association
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The Japanese economic review : the journal of the Japanese Economic Association
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ECONIS (ZBW)
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Herding for profits : market breadth and the cross-section of global equity returns
Zaremba, Adam
;
Szyszka, Adam
;
Karathanasopoulos, Andreas
; …
- In:
Economic modelling
97
(
2021
),
pp. 348-364
Persistent link: https://www.econbiz.de/10012793470
Saved in:
2
The cross section of international government bond returns
Zaremba, Adam
;
Czapkiewicz, Anna
- In:
Economic modelling
66
(
2017
),
pp. 171-183
Persistent link: https://www.econbiz.de/10011813710
Saved in:
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