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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of monetary economics"
~subject:"Kapitaleinkommen"
~subject:"United Kingdom"
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Kapitaleinkommen
United Kingdom
Estimation
913
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907
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326
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326
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230
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230
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157
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157
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Todorov, Viktor
8
Bollerslev, Tim
5
Gupta, Rangan
4
Andersen, Torben
3
Gil-Alaña, Luis A.
3
Kanas, Angelos
3
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3
Xiu, Dacheng
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Aït-Sahalia, Yacine
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Meddahi, Nour
2
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1
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1
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International journal of finance & economics : IJFE
Journal of econometrics
Journal of monetary economics
Applied economics
209
Finance research letters
150
Journal of banking & finance
148
International review of financial analysis
136
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132
International review of economics & finance : IREF
131
Applied financial economics
130
Journal of empirical finance
121
Applied economics letters
111
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109
The North American journal of economics and finance : a journal of financial economics studies
95
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84
The European journal of finance
82
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81
Research in international business and finance
70
Pacific-Basin finance journal
66
Economics letters
64
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63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
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52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
International journal of economics and finance
42
Journal of risk and financial management : JRFM
42
Oxford bulletin of economics and statistics
42
Energy economics
41
Journal of financial markets
39
Cogent economics & finance
38
International journal of forecasting
38
The economic journal : the journal of the Royal Economic Society
38
Journal of forecasting
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Investment management and financial innovations
35
The journal of finance : the journal of the American Finance Association
34
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
Journal of financial and quantitative analysis : JFQA
32
The journal of futures markets
32
International journal of economics and financial issues : IJEFI
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81
Asset-pricing anomalies at the firm level
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10011349540
Saved in:
82
Time-varying predictability for stock returns, dividend growth and consumption growth
McMillan, David G.
- In:
International journal of finance & economics : IJFE
20
(
2015
)
4
,
pp. 362-373
Persistent link: https://www.econbiz.de/10011495564
Saved in:
83
Monetary policy, bond returns and debt dynamics
Berndt, Antje
;
Yeltekin, Şevin
- In:
Journal of monetary economics
73
(
2015
),
pp. 119-136
Persistent link: https://www.econbiz.de/10011381760
Saved in:
84
Credit conditions and stock return predictability
Chava, Sudheer
;
Gallmeyer, Michael F.
;
Park, Heungju
- In:
Journal of monetary economics
74
(
2015
),
pp. 117-132
Persistent link: https://www.econbiz.de/10011381769
Saved in:
85
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
86
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
87
The nonlinear price dynamics of US equity ETFs
Caginalp, Gunduz
;
DeSantis, Mark
;
Sayrak, Akin
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 193-201
Persistent link: https://www.econbiz.de/10010506060
Saved in:
88
The VIX, the variance premium and stock market volatility
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
Saved in:
89
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
90
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
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