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~isPartOf:"Pacific-Basin finance journal"
~subject:"Capital market returns"
~subject:"Financial market"
~subject:"Forecasting model"
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Capital market returns
Financial market
Forecasting model
Volatility
165
Volatilität
165
Börsenkurs
69
Share price
69
Aktienmarkt
64
Stock market
64
Capital income
61
Kapitaleinkommen
61
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43
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Jiang, Fuwei
2
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Pacific-Basin finance journal
Energy economics
125
Finance research letters
124
International journal of forecasting
120
Journal of forecasting
115
International review of financial analysis
97
Economic modelling
83
Applied economics
78
The North American journal of economics and finance : a journal of financial economics studies
74
International review of economics & finance : IREF
73
Journal of banking & finance
64
Journal of econometrics
64
Journal of empirical finance
64
Working paper / National Bureau of Economic Research, Inc.
64
NBER working paper series
59
Discussion paper / Tinbergen Institute
50
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The journal of futures markets
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International journal of finance & economics : IJFE
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Department of Economics working paper series
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
29
Econometric Institute research papers
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Emerging markets, finance and trade : EMFT
26
Journal of financial econometrics
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Journal of international money and finance
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Journal of financial and quantitative analysis : JFQA
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Computational economics
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ECONIS (ZBW)
34
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
3
Market intraday momentum : APAC evidence
Limkriangkrai, Manapon
;
Chai, Daniel J. P.
;
Zheng, Gaoping
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463346
Saved in:
4
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
5
Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict
Yousaf, Imran
;
Hunjra, Ahmed Imran
;
Alshater, Muneer Maher
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014463516
Saved in:
6
The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
Syed Mabruk Billah
;
Amar, Amine Ben
;
Balli, Faruk
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463683
Saved in:
7
Structural news shock, financial market uncertainty and China's business fluctuations
Ding, Yibing
;
Liu, Ziyu
;
Liu, Dayu
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013552812
Saved in:
8
A new momentum measurement in the Chinese stock market
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013388944
Saved in:
9
Extreme linkages between foreign exchange and general financial markets
Wu, Chih-Chiang
;
Chen, Wei Peng
;
Korsakul, Nattawadee
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013209544
Saved in:
10
Market intraday momentum in Australia
Ho, Tu
;
Lv, Jin Roc
;
Schultz, Emma
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013252821
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