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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of monetary economics"
~source:"econis"
~subject:"Forecasting model"
~subject:"Welt"
~subject:"Wirkungsanalyse"
~type_genre:"Collection of articles written by one author"
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Forecasting model
Welt
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Estimation
460
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124
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Journal of empirical finance
Journal of monetary economics
Applied economics
292
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172
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156
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International journal of forecasting
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International review of economics & finance : IREF
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The American economic review
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1
Stock return predictability and cyclical movements in valuation ratios
Yu, Deshui
;
Huang, Difang
;
Li, Chen
- In:
Journal of empirical finance
72
(
2023
),
pp. 36-53
Persistent link: https://www.econbiz.de/10014476797
Saved in:
2
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
3
Income inequality, inflation and financial development
Kim, Dong-Hyeon
;
Lin, Shu-Chin
- In:
Journal of empirical finance
72
(
2023
),
pp. 468-487
Persistent link: https://www.econbiz.de/10014476886
Saved in:
4
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
5
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
6
Is gold a hedge or a safe haven against stock markets? : evidence from conditional comoments
Ming, Lei
;
Yang, Ping
;
Liu, Qianqiu
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477120
Saved in:
7
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
8
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
9
Out-of-sample equity premium prediction : the role of option-implied constraints
Wang, Yunqi
;
Zhou, Ti
- In:
Journal of empirical finance
70
(
2023
),
pp. 199-226
Persistent link: https://www.econbiz.de/10014423642
Saved in:
10
A global monetary policy factor in sovereign bond yields
Malliaropulos, Dimitris
;
Migiakis, Petros
- In:
Journal of empirical finance
70
(
2023
),
pp. 445-465
Persistent link: https://www.econbiz.de/10014423743
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