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~isPartOf:"Applied economics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"und"
~person:"Fama, Eugene F."
~person:"Hatemi-J, Abdulnasser"
~person:"Nguyen, Duc Khuong"
~subject:"Forecasting model"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Forecasting model
Germany
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14
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13
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Fama, Eugene F.
Hatemi-J, Abdulnasser
Nguyen, Duc Khuong
Gupta, Rangan
32
Moosa, Imad A.
25
Bahmani-Oskooee, Mohsen
24
Narayan, Paresh Kumar
24
Gil-Alaña, Luis A.
20
Hammoudeh, Shawkat
17
Zaremba, Adam
15
Apergēs, Nikolaos
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Balcilar, Mehmet
13
French, Kenneth Ronald
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Shleifer, Andrei
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Harvey, Campbell R.
12
Jawadi, Fredj
12
Stambaugh, Robert F.
12
Stulz, René M.
12
Wohar, Mark E.
12
Hong, Harrison G.
11
Umar, Zaghum
11
Chordia, Tarun
10
Ramiah, Vikash
10
Sosvilla-Rivero, Simón
10
Subrahmanyam, Avanidhar
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Tiwari, Aviral Kumar
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Zhou, Guofu
10
Zhu, Huiming
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Acharya, Viral V.
9
Afonso, António
9
Bali, Turan G.
9
Lien, Da-hsiang Donald
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Ma, Feng
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Morellec, Erwan
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Taylor, Mark P.
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Bakshi, Gurdip S.
8
Blazsek, Szabolcs
8
Caporale, Guglielmo Maria
8
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8
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Applied economics
Journal of financial economics
Journal of international financial markets, institutions & money
The journal of finance : the journal of the American Finance Association
13
Applied economics letters
9
Economia internazionale
8
Economic modelling
8
Energy economics
8
Applied financial economics
5
Journal of economic studies
5
Research in international business and finance
5
The journal of applied business research
4
Emerging markets review
3
Finance research letters
3
Journal of banking & finance
3
Journal of economic behavior & organization : JEBO
3
Journal of international money and finance
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European journal of operational research : EJOR
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of economic dynamics & control
2
Journal of financial and quantitative analysis : JFQA
2
The journal of business : B
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6th International Finance Conference on Financial Crisis and Governance
1
Application of operations research to financial markets
1
Applied economics quarterly
1
Bulletin of economic research
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Business ethics, the environment & responsibility
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Eastern economic journal
1
Economic systems
1
Economics letters
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Empirica : journal of european economics
1
Energy policy
1
European business review : EBR ; the official journal of the International Management Centres, Europe
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European financial and accounting journal : EFAJ
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European financial management : the journal of the European Financial Management Association
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Financial analysts' journal : FAJ
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Focus on economic growth and productivity
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ECONIS (ZBW)
33
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1
Financial development, government bond returns, and stability : international evidence
Boubaker, Sabri
;
Nguyen, Duc Khuong
;
Piljak, Vanja
; …
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 81-96
Persistent link: https://www.econbiz.de/10012128282
Saved in:
2
Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach
Balcilar, Mehmet
;
Gupta, Rangan
;
Nguyen, Duc Khuong
; …
- In:
Applied economics
50
(
2018
)
53
,
pp. 5712-5727
Persistent link: https://www.econbiz.de/10012062898
Saved in:
3
Choosing factors
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 234-252
Persistent link: https://www.econbiz.de/10011971044
Saved in:
4
The effect of oil prices on stock prices : fresh evidence from asymmetric causality tests
Hatemi-J, Abdulnasser
;
Al-Shayeb, Abdulrahman
;
Roca, Eduardo
- In:
Applied economics
49
(
2017
)
16
,
pp. 1584-1592
Persistent link: https://www.econbiz.de/10011813648
Saved in:
5
Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola
;
Hammoudeh, Shawkat
;
Nguyen, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
Saved in:
6
International tests of a five-factor asset pricing model
Fama, Eugene F.
;
French, Kenneth R.
- In:
Journal of financial economics
123
(
2017
)
3
,
pp. 441-463
Persistent link: https://www.econbiz.de/10011751360
Saved in:
7
On the robustness of week-day effect to error distributional assumption : international evidence
Boubaker, Sabri
;
Essaddam, Naceur
;
Nguyen, Duc Khuong
; …
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 114-130
Persistent link: https://www.econbiz.de/10011892258
Saved in:
8
BRIC and GIPS : who drives who? : evidence from newly developed asymmetric causality tests
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Applied economics
48
(
2016
)
58/60
,
pp. 5772-5778
Persistent link: https://www.econbiz.de/10011772218
Saved in:
9
An extension of the asymmetric causality tests for dealing with deterministic trend components
Hatemi-J, Abdulnasser
;
El-Khatib, Youssef
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 4033-4041
Persistent link: https://www.econbiz.de/10011639959
Saved in:
10
Research output and economic growth in G7 countries : new evidence from asymmetric panel causality testing
Hatemi-J, Abdulnasser
;
Ajmi, Ahdi Noomen
;
El Montasser, …
- In:
Applied economics
48
(
2016
)
22/24
,
pp. 2301-2308
Persistent link: https://www.econbiz.de/10011590798
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