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~isPartOf:"Advances in Pacific Basin business, economics and finance"
~isPartOf:"International journal of business and economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~language:"nor"
~person:"Bornholt, Graham"
~person:"Brooks, Robert"
~person:"Cakici, Nusret"
~person:"Caporin, Massimiliano"
~person:"Narayan, Paresh Kumar"
~person:"Wu, Chunchi"
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Interest rate"
~subject:"Kapitaleinkommen"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Glossar enthalten"
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Bornholt, Graham
Brooks, Robert
Cakici, Nusret
Caporin, Massimiliano
Narayan, Paresh Kumar
Wu, Chunchi
Gupta, Rangan
17
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14
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10
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Advances in Pacific Basin business, economics and finance
International journal of business and economics
International journal of forecasting
International review of economics & finance : IREF
Journal of banking & finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of international financial markets, institutions & money
23
Pacific-Basin finance journal
20
International review of financial analysis
14
Emerging markets review
11
Applied financial economics
9
Journal of empirical finance
8
Economic modelling
7
Energy economics
7
Journal of risk and financial management : JRFM
7
Applied economics letters
6
Review of Pacific Basin financial markets and policies
6
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of financial economics
5
Applied economics
4
Applied financial economics letters
4
Econometric reviews
4
Review of quantitative finance and accounting
4
Global finance journal
3
Journal of Asian economics
3
Journal of behavioral and experimental finance
3
Journal of economic surveys
3
Journal of financial markets
3
Journal of international money and finance
3
Research in international business and finance
3
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
3
The journal of fixed income
3
The journal of investing
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Advances in Pacific Basin business, economics, and finance
2
Advances in quantitative analysis of finance and accounting : a research annual
2
Australian journal of management
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Journal of forecasting
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The European journal of finance
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ECONIS (ZBW)
38
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1
Volatility forecasts by clustering$applications for VaR estimation
Wang, Zijin
;
Chen, Peimin
;
Liu, Peng
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582647
Saved in:
2
Impacts of macroeconomic news announcements on corporate bond market
Jiang, Ruixiang
;
Wang, Bo
;
Wu, Chunchi
;
Zhang, Yue
- In:
Advances in Pacific Basin business, economics and finance
11
(
2023
),
pp. 89-125
Persistent link: https://www.econbiz.de/10014338182
Saved in:
3
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
4
Liquidity and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820574
Saved in:
5
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
6
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
7
Short interest, stock returns and credit ratings
Guo, Xu
;
Wu, Chunchi
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012224662
Saved in:
8
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
9
Testing for predictability in panels of any time series dimension
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10011622121
Saved in:
10
Are Indian stock returns predictable?
Narayan, Paresh Kumar
;
Bannigidadmath, Deepa
- In:
Journal of banking & finance
58
(
2015
),
pp. 506-531
Persistent link: https://www.econbiz.de/10011544053
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