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type:"article"
~isPartOf:"Journal of empirical finance"
~subject:"Forward premium anomaly"
~subject:"Least squares method"
~subject:"Risikoprämie"
~subject:"Theorie"
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Forward premium anomaly
Least squares method
Risikoprämie
Theorie
Regression analysis
31
Regressionsanalyse
31
Capital income
16
Kapitaleinkommen
16
Estimation
12
Schätzung
12
Forecasting model
11
Prognoseverfahren
11
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10
Börsenkurs
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Share price
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5
Risk premium
5
Schätztheorie
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15
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Baillie, Richard
2
Wang, Yudong
2
Al Zaman, Ashraf
1
Amihud, Yakov
1
Blake, David
1
Caporin, Massimiliano
1
Castro, Carlos
1
Cho, Dooyeon
1
Diao, Xundi
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Ferrari, Stijn
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Hirk, Rainer
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1
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1
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1
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1
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1
Miu, Peter
1
Natvik, Gisle J.
1
Pan, Zhiyuan
1
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1
Ravazzolo, Francesco
1
Santucci de Magistris, Paolo
1
Siegmann, Adriaan Hendrik
1
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Sy, Oumar
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Timmermann, Allan
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Vana, Laura
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Wang, Yi
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Journal of empirical finance
Journal of econometrics
122
Econometric theory
67
Economics letters
57
International journal of forecasting
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Econometric reviews
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
38
Journal of forecasting
32
European journal of operational research : EJOR
30
Applied economics
26
Applied economics letters
24
Economic modelling
23
The econometrics journal
23
Statistical papers
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of applied econometrics
20
Journal of the American Statistical Association : JASA
18
Oxford bulletin of economics and statistics
18
Insurance / Mathematics & economics
16
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computational economics
14
Energy economics
14
International journal of production research
12
Journal of business research : JBR
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Risks : open access journal
12
The review of economics and statistics
12
International journal of economics and finance
11
International review of financial analysis
11
Finance research letters
10
Journal of banking & finance
10
Journal of economic dynamics & control
10
Metrika : international journal for theoretical and applied statistics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
9
Journal of international financial markets, institutions & money
9
Journal of international money and finance
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Journal of quantitative economics : official journal of the Indian Econometric Society
9
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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1
A corporate credit rating model with autoregressive errors
Hirk, Rainer
;
Vana, Laura
;
Hornik, Kurt
- In:
Journal of empirical finance
69
(
2022
),
pp. 224-240
Persistent link: https://www.econbiz.de/10013478530
Saved in:
2
Testing predictability of stock returns under possible bubbles
Yang, Bingduo
;
Long, Wei
;
Yang, Zihui
- In:
Journal of empirical finance
68
(
2022
),
pp. 246-260
Persistent link: https://www.econbiz.de/10013464495
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
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
7
The evolving beta-liquidity relationship of hedge funds
Siegmann, Adriaan Hendrik
;
Stefanov, Denitsa
- In:
Journal of empirical finance
44
(
2017
),
pp. 286-303
Persistent link: https://www.econbiz.de/10011818033
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:
10
Measuring and testing for the systemically important financial institutions
Castro, Carlos
;
Ferrari, Stijn
- In:
Journal of empirical finance
25
(
2014
),
pp. 1-14
Persistent link: https://www.econbiz.de/10010462114
Saved in:
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