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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Augustin, Patrick"
~person:"Benati, Luca"
~person:"Cakici, Nusret"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~subject:"Capital income"
~subject:"Einheitswurzeltest"
~subject:"Forecasting model"
~subject:"Media-expressed tone"
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Capital income
Einheitswurzeltest
Forecasting model
Media-expressed tone
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Estimation
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Kapitaleinkommen
4
Prognoseverfahren
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Augustin, Patrick
Benati, Luca
Cakici, Nusret
Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Li, Kai
5
Tu, Jun
4
Diks, Cees G. H.
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Guo, Bin
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Hanaki, Nobuyuki
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Huber, Jürgen
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Zaremba, Adam
3
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Bidarkota, Prasad V.
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Dijk, Dick van
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Fieberg, Christian
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Gallegati, Mauro
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Gençay, Ramazan
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Guo, Li
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Huang, Fuzhe
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Ishikawa, Ryuichiro
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Kollmann, Robert
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Journal of economic dynamics & control
Cowles Foundation discussion paper
43
SFB 649 discussion paper
31
Journal of econometrics
17
Applied economics
15
Journal of banking & finance
11
Econometric theory
8
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
5
Journal of international financial markets, institutions & money
5
Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of risk and financial management : JRFM
4
Applied economics letters
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Economia internazionale
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Pacific-Basin finance journal
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Borsa Istanbul Review
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
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Economic modelling
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Journal of applied econometrics
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Journal of economic research
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Journal of financial economics
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Journal of forecasting
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Journal of international money and finance
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Oxford bulletin of economics and statistics
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Quantitative finance
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Review of Pacific Basin financial markets and policies
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Review of quantitative finance and accounting
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The Chinese economy
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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Working paper
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Working paper / National Bureau of Economic Research, Inc.
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Working paper series / European Central Bank
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Applied financial economics
1
Boston College working papers in economics
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ECONIS (ZBW)
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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
Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014479641
Saved in:
3
Media-expressed tone, option characteristics, and stock return predictability
Chen, Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
; …
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013384809
Saved in:
4
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Saved in:
5
Do TFP and the relative price of investment share a common I(1) component?
Benati, Luca
- In:
Journal of economic dynamics & control
45
(
2014
),
pp. 239-261
Persistent link: https://www.econbiz.de/10010474428
Saved in:
6
Investigating time-variation in the marginal predictive power of the yield spread
Benati, Luca
;
Goodhart, Charles
- In:
Journal of economic dynamics & control
32
(
2008
)
4
,
pp. 1236-1272
Persistent link: https://www.econbiz.de/10003723721
Saved in:
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