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~accessRights:"restricted"
~person:"Engle, Robert F."
~person:"Fabozzi, Frank J."
~person:"Lee, Chien-chiang"
~person:"Moskowitz, Tobias J."
~person:"Zhang, Lu"
~subject:"Estimation"
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Search: subject_exact:"Capital income"
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Estimation
Capital income
47
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47
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21
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21
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20
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16
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Engle, Robert F.
Fabozzi, Frank J.
Lee, Chien-chiang
Moskowitz, Tobias J.
Zhang, Lu
Gupta, Rangan
52
Zaremba, Adam
49
Wang, Yudong
17
Wohar, Mark E.
17
Ma, Feng
16
McMillan, David G.
15
Tiwari, Aviral Kumar
15
Zhang, Yaojie
15
Balcilar, Mehmet
14
Long, Huaigang
14
Pierdzioch, Christian
14
Narayan, Paresh Kumar
13
Todorov, Viktor
13
Bouri, Elie
12
Cakici, Nusret
11
Sehgal, Sanjay
11
Bollerslev, Tim
10
Chiang, Thomas C.
10
Kumar, Dilip
10
Xuan Vinh Vo
10
Bali, Turan G.
9
Chiah, Mardy
9
Demirer, Rıza
9
Jawadi, Fredj
9
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9
Nonejad, Nima
9
Salisu, Afees A.
9
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9
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9
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9
Umutlu, Mehmet
8
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7
Jareño, Francisco
7
Karathanasopoulos, Andreas
7
Kim, Jae H.
7
Li, Xiao
7
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7
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ECONIS (ZBW)
20
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1
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
Saved in:
2
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
3
Stock markets reaction to COVID-19 : evidence from time-varying cointegration, leveraged bootstrap causality and event analysis
Lee, Chien-chiang
;
Olasehinde-Williams, Godwin
; …
- In:
Finance a úvěr
72
(
2022
)
4
,
pp. 328-355
Persistent link: https://www.econbiz.de/10013474448
Saved in:
4
The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 830-852
Persistent link: https://www.econbiz.de/10012630771
Saved in:
5
Investor attention, ETF returns, and country-specific factors
Lee, Chien-chiang
;
Chen, Mei-Ping
;
Lee, Chi-Chuan
- In:
Research in international business and finance
56
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013267884
Saved in:
6
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
Saved in:
7
Happiness sentiments and the prediction of cross-border country exchange-traded fund returns
Lee, Chien-chiang
;
Chen, Mei-Ping
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012664672
Saved in:
8
Dynamic spillovers and connectedness between oil returns and policy uncertainty
Wang, En-Ze
;
Lee, Chien-chiang
- In:
Applied economics
52
(
2020
)
35
,
pp. 3788-3808
Persistent link: https://www.econbiz.de/10012258981
Saved in:
9
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
10
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
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