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~isPartOf:"Applied economics"
~language:"afr"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"sqi"
~person:"Balcilar, Mehmet"
~person:"Fabozzi, Frank J."
~person:"McAleer, Michael"
~person:"Thisse, Jacques-François"
~subject:"13F-HR"
~subject:"Lieferkette"
~subject:"Performance-Messung"
~subject:"Risk measure"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Sammlung"
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13F-HR
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Balcilar, Mehmet
Fabozzi, Frank J.
McAleer, Michael
Thisse, Jacques-François
Gupta, Rangan
24
Gil-Alaña, Luis A.
22
Moosa, Imad A.
22
Bahmani-Oskooee, Mohsen
20
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15
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11
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10
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10
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10
Yoon, Seong-min
10
Baghestani, Hamid
9
Goodwin, Barry K.
9
Taylor, Mark P.
9
Afonso, Oscar
8
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8
Devadoss, Stephen
8
Lien, Da-hsiang Donald
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Madden, Gary
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Marlow, Michael L.
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7
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Ma, Feng
7
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7
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7
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7
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Applied economics
Econometric Institute research papers
156
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99
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94
CORE discussion paper : DP
49
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42
Econometric reviews
18
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The North American journal of economics and finance : a journal of financial economics studies
14
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13
The journal of portfolio management : JPM
13
Working papers in quantitative economics and econometrics
13
CORE discussion papers : DP
12
Discussion paper / Institute of Social and Economic Research
12
Energy economics
12
The journal of portfolio management : a publication of Institutional Investor
12
The journal of fixed income
11
Economics letters
10
Working paper series in economics
10
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9
European economic review : EER
9
School of Accounting, Finance and Economics & FEMARC working paper series
9
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9
International economic review
8
International journal of theoretical and applied finance
8
Journal of regional science
8
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7
Journal of banking & finance
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7
The Japanese economic review : the journal of the Japanese Economic Association
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Finance research letters
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The journal of industrial economics
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ECONIS (ZBW)
24
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1
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
2
Forecasting core inflation : the case of South Africa
Ruch, Franz
;
Balcilar, Mehmet
;
Gupta, Rangan
;
Modise, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3004-3022
Persistent link: https://www.econbiz.de/10012221472
Saved in:
3
An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae
;
Kwon, Do-Gyun
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Applied economics
50
(
2018
)
40
,
pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
Saved in:
4
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:
5
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
6
Diversification versus optimality : is there really a diversification puzzle?
Ortobelli Lozza, Sergio
;
Wong, Wing Keung
;
Fabozzi, Frank J.
- In:
Applied economics
50
(
2018
)
43
,
pp. 4671-4693
Persistent link: https://www.econbiz.de/10012061607
Saved in:
7
Does inflation cause gold market price changes? : evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Shahbaz, Muhammad
- In:
Applied economics
50
(
2018
)
17
,
pp. 1891-1909
Persistent link: https://www.econbiz.de/10011849618
Saved in:
8
An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
49
(
2017
)
7
,
pp. 677-692
Persistent link: https://www.econbiz.de/10011810876
Saved in:
9
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
10
Impact of macroeconomic factors and country risk ratings on GCC stock markets : evidence from a dynamic panel threshold model with regime switching
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
; …
- In:
Applied economics
49
(
2017
)
13
,
pp. 1255-1272
Persistent link: https://www.econbiz.de/10011813539
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