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~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"Computational economics"
~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"nor"
~person:"Apergēs, Nikolaos"
~person:"Fletcher, Jonathan"
~person:"Gil-Alaña, Luis A."
~person:"Kang, Sang Hoon"
~person:"Mensi, Walid"
~person:"Pierdzioch, Christian"
~person:"Roubaud, David"
~person:"Ur Rehman, Mobeen"
~person:"Zhang, Wei"
~person:"Zhong, Angel"
~subject:"Capital income"
~subject:"Risk management"
~subject:"Theory"
~type_genre:"Article in journal"
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Capital income
Risk management
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Estimation
73
Schätzung
73
Kapitaleinkommen
65
Volatility
62
Volatilität
62
Börsenkurs
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Apergēs, Nikolaos
Fletcher, Jonathan
Gil-Alaña, Luis A.
Kang, Sang Hoon
Mensi, Walid
Pierdzioch, Christian
Roubaud, David
Ur Rehman, Mobeen
Zhang, Wei
Zhong, Angel
Gupta, Rangan
46
Zaremba, Adam
23
Caporale, Guglielmo Maria
20
Faff, Robert W.
20
Afonso, Oscar
18
Bouri, Elie
18
Wohar, Mark E.
18
Fabozzi, Frank J.
16
Wang, Yudong
15
Tiwari, Aviral Kumar
14
Yang, Chunpeng
14
Yin, Libo
14
Chang, Tsangyao
13
Goodell, John W.
13
Han, Liyan
13
Ma, Feng
13
Shahzad, Syed Jawad Hussain
13
Shen, Dehua
13
Xiong, Xiong
13
Narayan, Paresh Kumar
12
Satchell, Stephen
12
Shackleton, Mark B.
12
Caporin, Massimiliano
11
Jarrow, Robert A.
11
Li, Yong
11
Lien, Da-hsiang Donald
11
Ryu, Doojin
11
Sarkar, Sudipto
11
Zhang, Yaojie
11
Anwar, Sajid
10
Boubaker, Sabri
10
Brooks, Robert
10
Chen, Cathy W. S.
10
Christiansen, Charlotte
10
Jawadi, Fredj
10
Kang, Jangkoo
10
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Applied economics letters
Applied financial economics
Computational economics
Economic modelling
Finance research letters
Journal of banking & finance
Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
International review of financial analysis
21
Applied economics
17
Pacific-Basin finance journal
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Economics letters
8
The European journal of finance
8
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
Research in international business and finance
7
International journal of finance & economics : IJFE
6
Review of quantitative finance and accounting
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Energy economics
5
Financial innovation : FIN
5
The financial review : the official publication of the Eastern Finance Association
5
Journal of economics and finance
4
Journal of financial services research : JFSR
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Journal of forecasting
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Journal of international money and finance
4
Emerging markets review
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Empirica : journal of european economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International Journal of Financial Studies : open access journal
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International economic journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International economics and economic policy : IEEP
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International journal of economics and finance
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International journal of production research
3
Journal of economic behavior & organization : JEBO
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Journal of economics and finance : JEF
3
Management science : journal of the Institute for Operations Research and the Management Sciences
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Oxford bulletin of economics and statistics
3
Review of financial economics : RFE
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ECONIS (ZBW)
109
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1
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
2
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
3
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
4
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
5
Stock market reaction to mandatory ESG disclosure
Wang, Jiazhen
;
Hu, Xiaolu
;
Zhong, Angel
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472276
Saved in:
6
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
7
Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson
;
Gil-Alaña, Luis A.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
Saved in:
8
Behavioural heterogeneity and equity premium volatility in China
Zhou, Zhong-Qiang
;
Huang, Ping
;
Fu, Desheng
;
Zhang, Wei
- In:
Applied economics letters
29
(
2022
)
15
,
pp. 1399-1404
Persistent link: https://www.econbiz.de/10013412190
Saved in:
9
Conspicuous ethics : a Veblen effect condition for ethical consumption goods
Stiefenhofer, Pascal
;
Zhang, Wei
- In:
Applied economics letters
29
(
2022
)
1
,
pp. 72-74
Persistent link: https://www.econbiz.de/10012803349
Saved in:
10
COVID-19 and cryptocurrency volatility : evidence from asymmetric modelling
Apergēs, Nikolaos
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013459882
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