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type:"article"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Forward premium anomaly"
~subject:"Risikoprämie"
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Forward premium anomaly
Risikoprämie
Regression analysis
78
Regressionsanalyse
78
Estimation
35
Schätzung
35
Capital income
29
Kapitaleinkommen
29
Theorie
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Theory
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Forecasting model
19
Prognoseverfahren
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Share price
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Volatility
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Volatilität
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Aktienmarkt
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Quantile regression
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Stock market
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Estimation theory
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Schätztheorie
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Risk premium
9
Welt
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World
9
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Portfolio selection
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ARCH-Modell
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Panel study
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Risk measure
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Baillie, Richard
3
Kim, Kun Ho
2
Al Zaman, Ashraf
1
Caporin, Massimiliano
1
Chen, Che-Ying
1
Cho, Dooyeon
1
Christou, Christina
1
Diebold, Francis X.
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Gupta, Rangan
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Jacobsen, Ben
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Kapetanios, George
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Lu, Helen
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Natvik, Gisle J.
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Pan, Zhiyuan
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Pettenuzzo, Davide
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Ravazzolo, Francesco
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Sy, Oumar
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Journal of empirical finance
Journal of international money and finance
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
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Finance research letters
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Journal of econometrics
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Journal of financial markets
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Journal of forecasting
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Journal of international financial markets, institutions & money
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Applied economics
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Cogent economics & finance
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Econometric reviews
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial markets, institutions & instruments
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Financial studies
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International journal of business and systems research
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International journal of forecasting
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Journal of banking & finance
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Journal of business research : JBR
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Journal of economics and finance : JEF
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Journal of financial econometrics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of risk
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Open economies review
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Review of Pacific Basin financial markets and policies
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Review of finance : journal of the European Finance Association
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Revista globalización, competitividad y gobernabilidad : revista cuatrimestral : GCG
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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The journal of asset management
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ECONIS (ZBW)
9
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
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
Cross-asset return predictability : carry trades, stocks and commodities
Lu, Helen
;
Jacobsen, Ben
- In:
Journal of international money and finance
64
(
2016
),
pp. 62-87
Persistent link: https://www.econbiz.de/10011668380
Saved in:
7
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:
8
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:
9
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:
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