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type:"article"
~isPartOf:"Journal of empirical finance"
~subject:"Forward premium anomaly"
~subject:"Risikoprämie"
~subject:"Schätztheorie"
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Forward premium anomaly
Risikoprämie
Schätztheorie
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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Estimation theory
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Risk premium
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Portfolio selection
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Portfolio-Management
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Predictive regression
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Autokorrelation
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English
18
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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
1
Ferrari, Stijn
1
Harvey, Campbell R.
1
Hirk, Rainer
1
Hornik, Kurt
1
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Jayetileke, Harshanie L.
1
Kim, Kun Ho
1
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1
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1
Liu, Wei
1
Long, Wei
1
Lunde, Asger
1
Ma, Feng
1
Maynard, Alex
1
Miu, Peter
1
Natvik, Gisle J.
1
Pan, Zhiyuan
1
Pettenuzzo, Davide
1
Ravazzolo, Francesco
1
Ren, Yu
1
Santucci de Magistris, Paolo
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Siegmann, Adriaan Hendrik
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Sy, Oumar
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Journal of empirical finance
Journal of econometrics
371
Economics letters
142
Econometric theory
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
Journal of the American Statistical Association : JASA
104
Econometric reviews
98
The econometrics journal
73
International journal of forecasting
63
European journal of operational research : EJOR
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
Journal of forecasting
46
Applied economics letters
42
Economic modelling
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Insurance / Mathematics & economics
35
Applied economics
34
Journal of applied econometrics
34
Computational economics
33
Econometrics : open access journal
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Statistical papers
25
Journal of risk and financial management : JRFM
24
Oxford bulletin of economics and statistics
23
Quantitative economics : QE ; journal of the Econometric Society
23
Risks : open access journal
22
Energy economics
17
Journal of the Operational Research Society : OR
17
The empirical economics letters : a monthly international journal of economics
17
Journal of business research : JBR
16
Journal of quantitative economics : official journal of the Indian Econometric Society
15
Statistics in transition : an international journal of the Polish Statistical Association
15
International journal of production research
14
Journal of banking & finance
14
Journal of econometric methods
14
The North American journal of economics and finance : a journal of financial economics studies
14
International review of financial analysis
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Organizational research methods : ORM
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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
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
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
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
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
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:
9
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:
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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