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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Pacific-Basin finance journal"
~language:"ces"
~language:"eng"
~person:"Anufriev, Mikhail"
~person:"Faia, Ester"
~person:"Gallegati, Marco"
~person:"Kang, Sang Hoon"
~person:"Long, Huaigang"
~person:"Malley, James R."
~subject:"CAPM"
~subject:"Estimation"
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"Wirtschaftswachstum"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Lehrbuch"
~type_genre:"Textbook"
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Anufriev, Mikhail
Faia, Ester
Gallegati, Marco
Kang, Sang Hoon
Long, Huaigang
Malley, James R.
Narayan, Paresh Kumar
9
Hommes, Cars H.
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Zaremba, Adam
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Journal of economic dynamics & control
Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
7
Energy economics
5
Finance research letters
5
Journal of international financial markets, institutions & money
5
International review of financial analysis
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Borsa Istanbul Review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
2
Journal of economic behavior & organization : JEBO
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The quarterly review of economics and finance
2
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
1
Asia Pacific financial markets
1
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European economic review : EER
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Growth and cycle in the Euro-zone
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International journal of central banking : IJCB
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International journal of emerging markets
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International journal of finance & economics : IJFE
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Italian economic journal
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Journal of economics & business
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Journal of financial stability
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Journal of macroeconomics
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Oxford economic papers
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Proceedings of the 2004 first annual DG ECFIN research conference on "Business cycles and growth in Europe" ; Vol. 2
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Research in international business and finance
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Review of international economics
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Review of world economics
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Risk management : an international journal
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Structural change and economic dynamics : SC+ED
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ECONIS (ZBW)
18
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18
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1
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
2
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
3
Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
Hanif, Waqas
;
Areola Hernandez, Jose
;
Troster, Victor
; …
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013389474
Saved in:
4
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
5
Business sentiment and the cross-section of global equity returns
Zaremba, Adam
;
Szyszka, Adam
;
Long, Huaigang
;
Zawadka, …
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012494421
Saved in:
6
Do Islamic indices provide diversification to bitcoin? : a time-varying copulas and value at risk application
Ur Rehman, Mobeen
;
Asghar, Nadia
;
Kang, Sang Hoon
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012494418
Saved in:
7
Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? : extreme co-movements and portfolio management analysis
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ur Rehman, Mobeen
; …
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012491782
Saved in:
8
DSGE model with financial frictions over subsets of business cycle frequencies
Gallegati, Marco
;
Giri, Federico
;
Palestrini, Antonio
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 152-163
Persistent link: https://www.econbiz.de/10012130956
Saved in:
9
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon
;
Maitra, Debasish
;
Dash, Saumya Ranjan
; …
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Saved in:
10
Energy, precious metals, and GCC stock markets : is there any risk spillover?
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Sensoy, Ahmet
; …
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 45-70
Persistent link: https://www.econbiz.de/10012169554
Saved in:
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