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type:"article"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH-Modell"
~subject:"Forward premium anomaly"
~subject:"Risikoprämie"
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ARCH-Modell
Forward premium anomaly
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Baillie, Richard
2
Al Zaman, Ashraf
1
Auer, Benjamin R.
1
Caporin, Massimiliano
1
Chen, Che-Ying
1
Cho, Dooyeon
1
Christou, Christina
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Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
7
Applied economics
5
Finance research letters
5
Economics letters
4
International review of economics & finance : IREF
4
Journal of forecasting
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Journal of international financial markets, institutions & money
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The European journal of finance
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Computational economics
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Econometric theory
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Journal of international money and finance
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Journal of risk and financial management : JRFM
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy economics
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International journal of accounting and finance
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International journal of finance & economics : IJFE
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International journal of forecasting
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International review of financial analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The empirical economics letters : a monthly international journal of economics
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The journal of risk model validation
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Acta oeconomica : periodical of the Hungarian Academy of Sciences
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Applied economic analysis : AEA
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
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1
Risk spillover analysis of China's financial sectors based on a new GARCH Copula quantile regression model
Tian, Maoxi
;
Guo, Fei
;
Niu, Rong
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014225784
Saved in:
2
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
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:
4
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:
5
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:
6
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:
7
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
8
Dependence structures between Chinese stock markets and the international financial market : evidence from a wavelet-based quantile regression approach
Yang, Lu
;
Tian, Shuairu
;
Yang, Wei
;
Xu, Mingli
;
Hamori, …
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 116-137
Persistent link: https://www.econbiz.de/10012117763
Saved in:
9
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:
10
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:
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