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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~subject:"Forecasting model"
~subject:"Theorie"
~subject:"Zinsstruktur"
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Forecasting model
Theorie
Zinsstruktur
Estimation
427
Schätzung
426
Capital income
177
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177
Börsenkurs
125
Share price
125
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Ma, Feng
6
Zaremba, Adam
4
Kim, Jae H.
3
Nonejad, Nima
3
Prokopczuk, Marcel
3
Smith, Simon C.
3
Antonakakis, Nikolaos
2
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2
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2
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1
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1
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1
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1
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International review of financial analysis
Journal of banking & finance
Economic modelling
162
Finance research letters
141
Applied economics
138
Economics letters
122
International review of economics & finance : IREF
117
Journal of econometrics
110
International journal of forecasting
109
Journal of empirical finance
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
91
The North American journal of economics and finance : a journal of financial economics studies
89
Applied economics letters
88
Journal of international money and finance
86
Energy economics
84
Journal of economic dynamics & control
82
Journal of financial economics
76
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
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72
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63
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50
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47
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45
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43
European economic review : EER
42
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Pacific-Basin finance journal
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Research in international business and finance
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Quantitative finance
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Journal of international economics
36
The European journal of finance
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Econometric reviews
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International journal of finance & economics : IJFE
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Journal of financial markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European journal of operational research : EJOR
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Review of economic dynamics
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ECONIS (ZBW)
186
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186
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1
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
2
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
3
A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Saved in:
4
Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
Saved in:
5
Nonlinear market liquidity : an empirical examination
Chuliá, Helena
;
Mosquera-López, Stephania
;
Uribe, Jorge
- In:
International review of financial analysis
87
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014456381
Saved in:
6
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
7
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David
;
Nieto Domenech, Belen
;
Pascual, Roberto
- In:
International review of financial analysis
87
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
Saved in:
8
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
9
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
10
Rational disposition effects : theory and evidence
Dorn, Daniel
;
Strobl, Günter
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014490096
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