//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type:"article"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Forward premium anomaly"
~subject:"Risikoprämie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Regression coefficient"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Forward premium anomaly
Risikoprämie
Regression analysis
118
Regressionsanalyse
118
Forecasting model
61
Prognoseverfahren
61
Theorie
46
Theory
46
Estimation
43
Schätzung
43
Capital income
36
Kapitaleinkommen
36
Estimation theory
26
Schätztheorie
26
Börsenkurs
23
Share price
23
Volatility
19
Volatilität
19
Time series analysis
13
Zeitreihenanalyse
13
Aktienmarkt
12
Stock market
12
Portfolio selection
10
Portfolio-Management
10
Quantile regression
10
Risk premium
9
Risikomaß
8
Risk measure
8
USA
8
United States
8
Forecast
7
Prognose
7
ARCH model
6
ARCH-Modell
6
Bayes-Statistik
6
Bayesian inference
6
Exchange rate
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Wechselkurs
6
Credit risk
5
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Baillie, Richard
2
Wang, Yudong
2
Al Zaman, Ashraf
1
Caporin, Massimiliano
1
Chen, Che-Ying
1
Cho, Dooyeon
1
Christou, Christina
1
Gupta, Rangan
1
Hao, Xianfeng
1
Jawadi, Fredj
1
Kim, Kun Ho
1
Liu, Shiao-Yen
1
Meligkotsidou, Loukia
1
Natvik, Gisle J.
1
Pan, Zhiyuan
1
Panopulu, Aikaterinē
1
Pettenuzzo, Davide
1
Ravazzolo, Francesco
1
Santucci de Magistris, Paolo
1
Sy, Oumar
1
Vrontos, Ioannis D.
1
Vrontos, Spyridon D.
1
Wu, Po-Chin
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance research letters
2
Journal of econometrics
2
Journal of financial markets
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Applied economics
1
Cogent economics & finance
1
Econometric reviews
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial markets, institutions & instruments
1
Financial studies
1
International journal of business and systems research
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of business research : JBR
1
Journal of economics and finance : JEF
1
Journal of financial econometrics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk
1
Open economies review
1
Review of Pacific Basin financial markets and policies
1
Review of finance : journal of the European Finance Association
1
Revista globalización, competitividad y gobernabilidad : revista cuatrimestral : GCG
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of asset management
1
The journal of financial research
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771
Saved in:
2
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
3
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan
;
Pettenuzzo, Davide
;
Wang, Yudong
- In:
Journal of empirical finance
55
(
2020
),
pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
Saved in:
4
Is the presidential premium spurious?
Sy, Oumar
;
Al Zaman, Ashraf
- In:
Journal of empirical finance
56
(
2020
),
pp. 94-104
Persistent link: https://www.econbiz.de/10012430413
Saved in:
5
The bank-sovereign nexus : evidence from a non-bailout episode
Caporin, Massimiliano
;
Natvik, Gisle J.
;
Ravazzolo, …
- In:
Journal of empirical finance
53
(
2019
),
pp. 181-196
Persistent link: https://www.econbiz.de/10012171688
Saved in:
6
Re-examining risk premiums in the Fama-French model : the role of investor sentiment
Wu, Po-Chin
;
Liu, Shiao-Yen
;
Chen, Che-Ying
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 154-171
Persistent link: https://www.econbiz.de/10011672644
Saved in:
7
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
8
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
29
(
2014
),
pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
Saved in:
9
A quantile regression approach to equity premium prediction
Meligkotsidou, Loukia
;
Panopulu, Aikaterinē
;
Vrontos, …
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 558-576
Persistent link: https://www.econbiz.de/10011282859
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->