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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Ben Haddad, Hedi"
~person:"Bresson, Georges"
~person:"Brooks, Robert"
~person:"Easton, Steve"
~person:"Nonejad, Nima"
~subject:"Aggregate equity returns"
~subject:"Crude oil price"
~subject:"Density prediction accuracy"
~subject:"Realized volatility"
~subject:"Regressionsanalyse"
~subject:"Risikoprämie"
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Aggregate equity returns
Crude oil price
Density prediction accuracy
Realized volatility
Regressionsanalyse
Risikoprämie
Estimation
12
Schätzung
12
Volatility
6
Volatilität
6
Forecasting model
5
Prognoseverfahren
5
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ARCH-Modell
4
Time series analysis
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Zeitreihenanalyse
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Börsenkurs
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Capital income
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Kapitaleinkommen
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Oil price
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Share price
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Theorie
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Theory
3
Ölpreis
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Bayes-Statistik
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Bayesian inference
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Panel
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Panel data
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Panel study
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Quantile regression
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Regression analysis
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Risiko
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Risk
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Risk premium
2
Spillover effect
2
Spillover-Effekt
2
State space model
2
Zustandsraummodell
2
Aggregation
1
Ankündigungseffekt
1
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1
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Ben Haddad, Hedi
Bresson, Georges
Brooks, Robert
Easton, Steve
Nonejad, Nima
Gupta, Rangan
4
Demirer, Rıza
2
Hau, Liya
2
Jiang, Yuexiang
2
Kang, Jangkoo
2
Long, Huaigang
2
Pierdzioch, Christian
2
Wohar, Mark E.
2
Yoon, Seong-min
2
Yu, Dongwei
2
Zaremba, Adam
2
Zhu, Huiming
2
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
1
Al-Yahyaee, Khamis Hamed
1
Alomari, Mohammad
1
An, Jiyoun
1
Anastasiou, Athanasios
1
Andriansyah, Andriansyah
1
Ang, Tze Chuan
1
Apergēs, Nikolaos
1
Auer, Benjamin R.
1
Bae, Jaewan
1
Baghdadabad, Mohammadreza Tavakoli
1
Baryshnikova, Nadezhda V.
1
Bekiros, Stelios
1
Briel, Stephanie
1
Buranavityawut, Nonthipoth
1
Casavecchia, Lorenzo
1
Chang, Carolyn C. W.
1
Chang, Xiaoming
1
Chau, Po-Hon
1
Chen, Che-Ying
1
Chen, Chun-Da
1
Chen, Lifang
1
Chen, Pei-Ying
1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
International review of financial analysis
3
Energy economics
2
International review of economics & finance : IREF
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Cahier de recherche
1
Computational economics
1
Discussion paper series / IZA
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
IZA Discussion Paper
1
Quantitative finance
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
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ECONIS (ZBW)
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1
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
2
Crude oil price point forecasts of the Norwegian GDP growth rate
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2913-2930
Persistent link: https://www.econbiz.de/10012664660
Saved in:
3
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
4
Bayesian panel quantile regression for binary outcomes with correlated random effects : an application on crime recidivism in Canada
Bresson, Georges
;
Lacroix, Guy
;
Rahman, Mohammad Arshad
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 227-259
Persistent link: https://www.econbiz.de/10012488917
Saved in:
5
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
6
Investor-herding and risk-profiles : a State-Space model-based assessment
Nath, Harmindar B.
;
Brooks, Robert
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012491773
Saved in:
7
Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
Saved in:
8
State-varying illiquidity risk in sovereign bond spreads
Docherty, Paul
;
Easton, Steve
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 235-248
Persistent link: https://www.econbiz.de/10012033797
Saved in:
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