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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:"Forward premium anomaly"
~subject:"Risikomaß"
~subject:"Risikoprämie"
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Forward premium anomaly
Risikomaß
Risikoprämie
Regression analysis
60
Regressionsanalyse
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Estimation
30
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30
Capital income
26
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Baillie, Richard
2
Al Zaman, Ashraf
1
Caporin, Massimiliano
1
Chen, Che-Ying
1
Chevapatrakul, Thanaset
1
Cho, Dooyeon
1
Christou, Christina
1
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1
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1
Sy, Oumar
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Tian, Maoxi
1
Vidal-Llana, Xenxo
1
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1
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Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
7
Journal of econometrics
7
Insurance / Mathematics & economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
5
European journal of operational research : EJOR
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International journal of forecasting
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Journal of banking & finance
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Journal of international financial markets, institutions & money
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Economic modelling
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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The European journal of finance
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ASTIN bulletin : the journal of the International Actuarial Association
2
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Econometric reviews
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Energy economics
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International review of economics & finance : IREF
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Journal of applied econometrics
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Journal of economic dynamics & control
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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Review of quantitative finance and accounting
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of risk model validation
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Analysis of monetary institutions and space : conference volume, 17. November 2010, Kaposvár
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Applied economics
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Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management
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Asia-Pacific journal of financial studies
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China finance review international
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ECONIS (ZBW)
12
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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
Measuring systemic risk of the Chinese banking industry : a wavelet-based quantile regression approach
Xu, Qifa
;
Jin, Bei
;
Jiang, Cuixia
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012667347
Saved in:
4
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:
5
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:
6
Measuring extreme risk spillovers across international stock markets : a quantile variance decomposition analysis
Su, Xianfang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012660129
Saved in:
7
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:
8
Investigating tail-risk dependence in the cryptocurrency markets : a LASSO quantile regression approach
Linh Hoang Nguyen
;
Chevapatrakul, Thanaset
;
Yao, Kai
- In:
Journal of empirical finance
58
(
2020
),
pp. 333-355
Persistent link: https://www.econbiz.de/10012430704
Saved in:
9
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:
10
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
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