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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~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:"Einheitswurzeltest"
~subject:"Forecasting model"
~subject:"Media-expressed tone"
~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
Capital income
3
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Kapitaleinkommen
3
Prognoseverfahren
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Schätzung
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Asset pricing
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Börsenkurs
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CAPM
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International stock markets
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Cakici, Nusret
Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Hanaki, Nobuyuki
3
Zaremba, Adam
3
Akiyama, Eizo
2
Benati, Luca
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Dijk, Dick van
2
Diks, Cees G. H.
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Fernandes, Marcelo
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Fieberg, Christian
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Gallegati, Mauro
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Ishikawa, Ryuichiro
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Long, Huaigang
2
Panchenko, Valentyn
2
Tavlas, George S.
2
Alfarano, Simone
1
Almeida, Caio
1
Anderson, Heather M.
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Arthur, W. Brian
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Aruoba, S. Borağan
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Assenmacher-Wesche, Katrin
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Berger, Theo
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Bernales, Alejandro
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Bianchi, Robert
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Bocola, Luigi
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Bovi, Maurizio
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Caravello, Tomas E.
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Catullo, Ermanno
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Chauvet, Marcelle
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Chen, Jian
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Chen, Louisa
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Chen, Yi-Hsuan
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Chiah, Mardy
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Chiaromonte, Francesca
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Chorro, Christophe
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Christoffel, Kai
1
Christou, Costas
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Clements, Michael P.
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Cogley, Timothy
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Journal of economic dynamics & control
Cowles Foundation discussion paper
41
SFB 649 discussion paper
27
Journal of econometrics
17
Applied economics
11
Econometric theory
8
Econometric reviews
4
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 banking & finance
4
Economia internazionale
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Journal of applied econometrics
2
Journal of economic research
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of risk and financial management : JRFM
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Oxford bulletin of economics and statistics
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Quantitative finance
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The European journal of finance
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The econometrics journal
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Applied economics letters
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Borsa Istanbul Review
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CFS working paper series
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Digital finance : smart data analytics, investment innovation, and financial technology
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Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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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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Discussion papers of interdisciplinary research project 373
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Economic modelling
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Economics and finance working paper series
1
Economics letters
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Finance research letters
1
HKIMR working paper
1
Hitotsubashi journal of economics
1
International economic journal
1
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ECONIS (ZBW)
3
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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:
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