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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Al Rababa'a, Abdel Razzaq"
~person:"Ben Haddad, Hedi"
~person:"Bresson, Georges"
~person:"Easton, Steve"
~person:"Lin, Chu-Hsiung"
~person:"Nonejad, Nima"
~subject:"Asymmetric information"
~subject:"Crude oil price"
~subject:"Density prediction accuracy"
~subject:"Forecasting model"
~subject:"Realized volatility"
~subject:"Regressionsanalyse"
~subject:"Risikoprämie"
~subject:"Risk"
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Asymmetric information
Crude oil price
Density prediction accuracy
Forecasting model
Realized volatility
Regressionsanalyse
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Estimation
13
Schätzung
13
Prognoseverfahren
5
Volatility
5
Volatilität
5
ARCH model
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ARCH-Modell
4
Capital income
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Kapitaleinkommen
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Al Rababa'a, Abdel Razzaq
Ben Haddad, Hedi
Bresson, Georges
Easton, Steve
Lin, Chu-Hsiung
Nonejad, Nima
Gupta, Rangan
7
Dai, Zhifeng
5
Zaremba, Adam
4
Hau, Liya
3
Kang, Sang Hoon
3
Long, Huaigang
3
Mensi, Walid
3
Pierdzioch, Christian
3
Zhu, Huiming
3
Ang, Tze Chuan
2
Demirer, Rıza
2
Docherty, Paul
2
Fung, Hung-gay
2
Hammoudeh, Shawkat
2
Ho, Kin-Yip
2
Jiang, Yuexiang
2
Kang, Jangkoo
2
Ko, Kuan-Cheng
2
Lin, Chaonan
2
Narayan, Paresh Kumar
2
Ur Rehman, Mobeen
2
Wang, Yudong
2
Wohar, Mark E.
2
Wu, Xinyu
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Xuan Vinh Vo
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2
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Zhu, Huan
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2
Zhu, Xiaoneng
2
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
3
International review of financial analysis
3
Computational economics
1
Economics letters
1
Economies : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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International journal of emerging markets
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ECONIS (ZBW)
12
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1
Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity : evidence from the quantile vector autoregressive connectedness approach
Ben Haddad, Hedi
;
Mezghani, Imed
;
Medhioub, Imed
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 829-858
Persistent link: https://www.econbiz.de/10014519714
Saved in:
2
Infectious diseases tracking and sectoral stock market returns : a quantile regression analysis
Alomari, Mohammad
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013413448
Saved in:
3
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
4
Crude oil price point forecasts of the Norwegian GDP growth rate
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2913-2930
Persistent link: https://www.econbiz.de/10012664660
Saved in:
5
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
6
Bayesian panel quantile regression for binary outcomes with correlated random effects : an application on crime recidivism in Canada
Bresson, Georges
;
Lacroix, Guy
;
Rahman, Mohammad Arshad
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 227-259
Persistent link: https://www.econbiz.de/10012488917
Saved in:
7
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
8
Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
Saved in:
9
Foreign direct investment and downside risk : evidence from Taiwan
Wang, Li-Hsun
;
Lin, Chu-Hsiung
;
Fung, Hung-gay
;
Kao, …
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012170550
Saved in:
10
Explanations of cycles in seasoned equity offerings : an examination of the choice between rights issues and private placements
Melia, Adrian
;
Chan, Howard Wei-hong
;
Docherty, Paul
; …
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 16-25
Persistent link: https://www.econbiz.de/10012033645
Saved in:
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