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~isPartOf:"International review of financial analysis"
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Deutschland
Estimation
782
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Capital income
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Coakley, Jerry
2
Luís, Jorge Barros
2
Moosa, Imad A.
2
Schich, Sebastian T.
2
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2
Adão, Bernardino
1
Bhatti, Razzaque H.
1
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1
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1
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1
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1
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1
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1
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1
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He, Yijian
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Applied financial economics
International review of financial analysis
Discussion paper series / IZA
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SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
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CESifo working papers
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91
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
83
Kiel working paper
81
Bundesbank Series 1 Discussion Paper
80
University of Lüneburg Working paper series in economics
73
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
72
CESifo Working Paper Series
67
Kieler Arbeitspapiere
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
66
Schmollers Jahrbuch : journal of contextual economics
65
Applied economics letters
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Journal for labour market research
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Labour economics : official journal of the European Association of Labour Economists
61
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60
Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung
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Ruhr Economic Paper
52
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52
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1
Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany
Zhang, Wenting
;
Hamori, Shigeyuki
- In:
International review of financial analysis
74
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012803936
Saved in:
2
International stock return predictability
Smith, Simon C.
- In:
International review of financial analysis
78
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013255884
Saved in:
3
Does data frequency matter for the impact of forward premium on spot exchange rate?
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
International review of financial analysis
39
(
2015
),
pp. 45-53
Persistent link: https://www.econbiz.de/10011573058
Saved in:
4
Technical trading with open interest : evidence from the German market
Lubnau, Thorben Manfred
;
Todorova, Neda
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 791-809
Persistent link: https://www.econbiz.de/10009625082
Saved in:
5
Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael
;
Kearney, Colm
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
Saved in:
6
Macroeconomic determinants of long-term stock market comovements among major EMS countries
Cheung, Yin-Wong
;
Lai, Kon S.
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001363842
Saved in:
7
A two-factor model of the German term structure of interest rates
Cassola, Nuno
;
Luís, Jorge Barros
- In:
Applied financial economics
13
(
2003
)
11
,
pp. 783-806
Persistent link: https://www.econbiz.de/10001804426
Saved in:
8
Testing for foreign exchange market efficiency : a trivariate vector autoregressive approach
Shen, Chung-hua
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 711-719
Persistent link: https://www.econbiz.de/10001240747
Saved in:
9
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
Saved in:
10
Real-time macroeconomic data and ex ante stock return predictability
Döpke, Jörg
;
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
International review of financial analysis
17
(
2008
)
2
,
pp. 274-290
Persistent link: https://www.econbiz.de/10003765017
Saved in:
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