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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"und"
~person:"Fama, Eugene F."
~person:"Nguyen, Duc Khuong"
~subject:"Forecasting model"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Forecasting model
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11
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9
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8
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Fama, Eugene F.
Nguyen, Duc Khuong
Bali, Turan G.
17
Subrahmanyam, Avanidhar
17
Narayan, Paresh Kumar
16
Zhou, Guofu
16
Chordia, Tarun
14
Stulz, René M.
14
French, Kenneth Ronald
13
Harvey, Campbell R.
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Shleifer, Andrei
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12
Stambaugh, Robert F.
12
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11
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11
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10
McConnell, John J.
10
O'Hara, Maureen
10
Santa-Clara, Pedro
10
Acharya, Viral V.
9
Bekaert, Geert
9
Chemmanur, Thomas J.
9
Da, Zhi
9
Eckbo, B. Espen
9
Faff, Robert W.
9
Jacobs, Kris
9
Longstaff, Francis A.
9
Massa, Massimo
9
Michaely, Roni
9
Morellec, Erwan
9
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9
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8
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8
Hammoudeh, Shawkat
8
Hirshleifer, David
8
Karolyi, G. Andrew
8
Kothari, S. P.
8
Lakonishok, Josef
8
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8
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Journal of financial and quantitative analysis : JFQA
Journal of financial economics
Journal of international financial markets, institutions & money
Journal of quantitative economics : official journal of the Indian Econometric Society
The journal of finance : the journal of the American Finance Association
13
Energy economics
8
Applied economics
6
Economic modelling
5
Emerging markets review
3
Finance research letters
3
Journal of banking & finance
3
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3
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3
The journal of applied business research
3
Applied economics letters
2
Applied financial economics
2
European journal of operational research : EJOR
2
International review of financial analysis
2
Journal of economic dynamics & control
2
Research in international business and finance
2
The journal of business : B
2
6th International Finance Conference on Financial Crisis and Governance
1
Application of operations research to financial markets
1
Business ethics, the environment & responsibility
1
Economic systems
1
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1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
European financial and accounting journal : EFAJ
1
European financial management : the journal of the European Financial Management Association
1
Financial analysts' journal : FAJ
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of forecasting
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Journal of labor economics
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Journal of macroeconomics
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Journal of monetary economics
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Journal of political economy
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Journal of the Operational Research Society : OR
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ECONIS (ZBW)
22
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1
Financial development, government bond returns, and stability : international evidence
Boubaker, Sabri
;
Nguyen, Duc Khuong
;
Piljak, Vanja
; …
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 81-96
Persistent link: https://www.econbiz.de/10012128282
Saved in:
2
Choosing factors
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 234-252
Persistent link: https://www.econbiz.de/10011971044
Saved in:
3
International tests of a five-factor asset pricing model
Fama, Eugene F.
;
French, Kenneth R.
- In:
Journal of financial economics
123
(
2017
)
3
,
pp. 441-463
Persistent link: https://www.econbiz.de/10011751360
Saved in:
4
On the robustness of week-day effect to error distributional assumption : international evidence
Boubaker, Sabri
;
Essaddam, Naceur
;
Nguyen, Duc Khuong
; …
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 114-130
Persistent link: https://www.econbiz.de/10011892258
Saved in:
5
A five-factor asset pricing model
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347324
Saved in:
6
Incremental variables and the investment opportunity set
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 470-488
Persistent link: https://www.econbiz.de/10011480307
Saved in:
7
A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices
Jammazi, Rania
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 173-187
Persistent link: https://www.econbiz.de/10011474509
Saved in:
8
Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Modise, Mampho P.
; …
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 367-378
Persistent link: https://www.econbiz.de/10011299816
Saved in:
9
Financial linkages between US sector credit default swaps markets
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Jawadi, Fredj
; …
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 223-243
Persistent link: https://www.econbiz.de/10011299835
Saved in:
10
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
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