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type_genre:"Article in journal"
~isPartOf:"The European journal of finance"
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"Kapitaleinkommen"
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Cointegration
Deutschland
Kapitaleinkommen
Estimation
198
Schätzung
198
Capital income
69
Theorie
69
Theory
69
Börsenkurs
50
Share price
50
Volatility
47
Volatilität
47
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83
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Gupta, Rangan
3
Pierdzioch, Christian
3
Charemza, Wojciech
2
Copeland, Laurence S.
2
Fletcher, Jonathan
2
Koutmos, Gregory
2
McMillan, David G.
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Shields, Kalvinder K.
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Zalewska-Mitura, Anna
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Alireza Zarei
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1
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1
Barrán Cabrera, Fernando
1
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1
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1
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1
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The European journal of finance
Applied economics
328
Applied economics letters
234
Economic modelling
215
Finance research letters
175
International review of economics & finance : IREF
173
Journal of banking & finance
167
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
164
International review of financial analysis
150
Jahrbücher für Nationalökonomie und Statistik
140
Applied financial economics
136
Journal of empirical finance
134
Energy economics
131
Journal of financial economics
131
The North American journal of economics and finance : a journal of financial economics studies
123
International journal of economics and financial issues : IJEFI
118
Journal of international money and finance
109
International journal of economics and finance
104
International Journal of Energy Economics and Policy : IJEEP
101
Journal of international financial markets, institutions & money
101
Research in international business and finance
100
Economics letters
97
The empirical economics letters : a monthly international journal of economics
91
Cogent economics & finance
82
International journal of finance & economics : IJFE
78
Journal of econometrics
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Pacific-Basin finance journal
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Review of quantitative finance and accounting
66
Journal of risk and financial management : JRFM
65
Schmollers Jahrbuch : journal of contextual economics
64
Journal for labour market research
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Labour economics : official journal of the European Association of Labour Economists
59
Theoretical and applied economics : GAER review
57
Management science : journal of the Institute for Operations Research and the Management Sciences
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
International journal of forecasting
46
German economic review
44
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ECONIS (ZBW)
83
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1
Investor sentiment and stock market returns : a story of night and day
Wang, Wenzhao
- In:
The European journal of finance
30
(
2024
)
13
,
pp. 1437-1469
Persistent link: https://www.econbiz.de/10014636567
Saved in:
2
Model scan of factors in U.K. stock returns
Fletcher, Jonathan
;
Marshall, Andrew P.
;
O’Connell, …
- In:
The European journal of finance
30
(
2024
)
13
,
pp. 1548-1561
Persistent link: https://www.econbiz.de/10014636579
Saved in:
3
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
4
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
Saved in:
5
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
6
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
7
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
8
The relevance of banks to the European stock market
Kick, Andreas
;
Rottmann, Horst
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1432-1459
Persistent link: https://www.econbiz.de/10014323021
Saved in:
9
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
10
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
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