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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:"Risikoprämie"
~subject:"Spillover-Effekt"
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Forward premium anomaly
Risikoprämie
Spillover-Effekt
Regression analysis
60
Regressionsanalyse
60
Estimation
30
Schätzung
30
Capital income
26
Kapitaleinkommen
26
Theorie
18
Theory
18
Börsenkurs
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Share price
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Forecasting model
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Prognoseverfahren
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Volatilität
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Aktienmarkt
10
Quantile regression
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Stock market
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Estimation theory
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Schätztheorie
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Portfolio selection
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Portfolio-Management
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Risk premium
7
Risikomaß
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Risk measure
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ARCH model
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ARCH-Modell
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China
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Credit risk
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Kreditrisiko
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Panel
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Panel study
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Predictive regression
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Spillover effect
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Welt
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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
Guo, Fei
1
Gupta, Rangan
1
Jawadi, Fredj
1
Kim, Kun Ho
1
Linh Hoang Nguyen
1
Liu, Shiao-Yen
1
Natvik, Gisle J.
1
Niu, Rong
1
Pan, Zhiyuan
1
Pettenuzzo, Davide
1
Ravazzolo, Francesco
1
Santucci de Magistris, Paolo
1
Su, Xianfang
1
Sy, Oumar
1
Tian, Maoxi
1
Wang, Yudong
1
Wu, Po-Chin
1
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Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
5
Applied economics letters
4
Finance research letters
4
Journal of international financial markets, institutions & money
4
Journal of econometrics
3
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets, finance and trade : EMFT
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International review of financial analysis
2
Journal of financial markets
2
Journal of forecasting
2
Journal of international money and finance
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Research in international business and finance
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Academy of Management journal : AMJ
1
Cogent economics & finance
1
Econometric reviews
1
Economic change & restructuring
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Economic modelling
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Economic systems
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Emerging markets review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
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Entrepreneurship and regional development : an international journal
1
Financial markets, institutions & instruments
1
Financial studies
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International economics and economic policy : IEEP
1
International journal of business and systems research
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International journal of economics and finance
1
International journal of forecasting
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International review of economics & finance : IREF
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Journal of banking & finance
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Journal of business research : JBR
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Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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Journal of economic development
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Journal of economics and finance : JEF
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics
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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
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
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:
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
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:
7
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:
8
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:
9
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:
10
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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