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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Benati, Luca"
~person:"Cakici, Nusret"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~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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Einheitswurzeltest
Forecasting model
Media-expressed tone
Unit root test
Estimation
4
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4
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4
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Benati, Luca
Cakici, Nusret
Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Phillips, Peter C. B.
Shogren, Jason F.
Hanaki, Nobuyuki
3
Zaremba, Adam
3
Akiyama, Eizo
2
Dijk, Dick van
2
Diks, Cees G. H.
2
Fernandes, Marcelo
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Long, Huaigang
2
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2
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Anderson, Heather M.
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1
Christoffel, Kai
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Christou, Costas
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Journal of economic dynamics & control
Cowles Foundation discussion paper
41
SFB 649 discussion paper
27
Journal of econometrics
17
Econometric theory
8
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
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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
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4
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Journal of forecasting
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Oxford bulletin of economics and statistics
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Digital finance : smart data analytics, investment innovation, and financial technology
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Economics letters
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International journal of business
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of contemporary accounting & economics
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Journal of economic surveys
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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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
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:
5
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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