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type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"USA"
~type_genre:"Fallstudie"
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Cointegration
Deutschland
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Estimation
442
Schätzung
442
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Theorie
95
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95
Capital income
87
Kapitaleinkommen
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Article in journal
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129
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Madura, Jeff
3
Akhigbe, Aigbe O.
2
Berger, Dave
2
Brockman, Paul
2
Caporale, Guglielmo Maria
2
Chatrath, Arjun
2
Coakley, Jerry
2
Darrat, Ali F.
2
Gulley, Orrin David
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Moosa, Imad A.
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Niizeki, Mikiyo Kii
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Ramchander, Sanjay
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Schich, Sebastian T.
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2
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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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1
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1
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1
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1
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1
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1
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1
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Applied financial economics
Applied economics
460
Applied economics letters
278
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
234
Economic modelling
188
The review of economics and statistics
179
The American economic review
154
The journal of finance : the journal of the American Finance Association
148
Jahrbücher für Nationalökonomie und Statistik
141
Economics letters
129
Journal of applied econometrics
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
119
Energy economics
112
Journal of international money and finance
112
The empirical economics letters : a monthly international journal of economics
96
International Journal of Energy Economics and Policy : IJEEP
95
International journal of economics and financial issues : IJEFI
95
The review of financial studies
94
The journal of futures markets
93
International review of economics & finance : IREF
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Journal of money, credit and banking : JMCB
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Journal of monetary economics
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American economic journal : a journal of the American Economic Association
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International journal of economics and finance
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Labour economics : official journal of the European Association of Labour Economists
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Journal of econometrics
76
Journal of financial and quantitative analysis : JFQA
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Journal of political economy
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Journal of macroeconomics
75
The North American journal of economics and finance : a journal of financial economics studies
75
Journal of population economics
66
Southern economic journal
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Journal for labour market research
65
Journal of labor economics
65
Schmollers Jahrbuch : journal of contextual economics
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
International journal of finance & economics : IJFE
59
Journal of public economics
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ECONIS (ZBW)
129
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1
Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 139-143
Persistent link: https://www.econbiz.de/10010391461
Saved in:
2
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun
;
Shakur, Shamim
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Saved in:
3
Credit risk-free sovereign bonds under Solvency II : a cointegration analysis with consistently estimated structural breaks
Ludwig, Alexander
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 811-823
Persistent link: https://www.econbiz.de/10010402551
Saved in:
4
The relationship between oil prices and stock prices : a nonlinear asymmetric cointegration approach
Rafailidis, Panagiotis
;
Katrakilides, K.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 793-800
Persistent link: https://www.econbiz.de/10010402556
Saved in:
5
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
6
Modelling long-run money demand : a panel data analysis on nine developed economies
Foresti, Pasquale
;
Napolitano, Oreste
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1707-1719
Persistent link: https://www.econbiz.de/10010336272
Saved in:
7
Financial turbulence and beta estimation
Berger, Dave
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10009718964
Saved in:
8
Determinants of interest rate swap spreads in the US : bounds testing approach to cointegration
Toyoshima, Yuki
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 331-338
Persistent link: https://www.econbiz.de/10009581360
Saved in:
9
Accounting information and excess stock returns : the role of the cost of capital ; new evidence from US firm-level data
Apergēs, Nikolaos
;
Artikis, George P.
;
Eleftheriou, Sofia
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 321-329
Persistent link: https://www.econbiz.de/10009581364
Saved in:
10
An empirical study of the returns on defaulted debt
Jacobs, Michael <Jr.>
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 563-579
Persistent link: https://www.econbiz.de/10009624360
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