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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Franses, Philip Hans"
~person:"Hammoudeh, Shawkat"
~person:"Pesaran, M. Hashem"
~subject:"Estimation"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Kreditderivat"
~subject:"Monetary policy"
~subject:"Prognoseverfahren"
~subject:"Risk measure"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Welt"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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Estimation
Haftung
Inflation
Kreditderivat
Monetary policy
Prognoseverfahren
Risk measure
Theory
Time series analysis
Welt
Ölpreis
Theorie
344
Portfolio selection
155
Portfolio-Management
155
USA
133
United States
133
Forecasting model
120
World
115
Zeitreihenanalyse
114
Schätzung
113
Volatility
106
Volatilität
106
Aktienmarkt
72
Capital income
72
Kapitaleinkommen
72
Stock market
72
Estimation theory
70
Schätztheorie
70
Börsenkurs
68
Share price
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Oil price
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Option pricing theory
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Optionspreistheorie
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Risk
46
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644
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596
Arbeitspapier
579
Aufsatz in Zeitschrift
570
Graue Literatur
506
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506
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81
Collection of articles of several authors
37
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Fabozzi, Frank J.
Franses, Philip Hans
Hammoudeh, Shawkat
Pesaran, M. Hashem
Gupta, Rangan
440
Nijkamp, Peter
257
Gil-Alaña, Luis A.
251
Eichengreen, Barry
233
Stiglitz, Joseph E.
226
Bahmani-Oskooee, Mohsen
216
Phillips, Peter C. B.
196
Tiwari, Aviral Kumar
185
Apergēs, Nikolaos
181
Beladi, Hamid
181
Wohar, Mark E.
179
Goodhart, Charles A. E.
173
McAleer, Michael
171
Aizenman, Joshua
170
Arestis, Philip
167
Güth, Werner
166
Creedy, John
163
Serletis, Apostolos
163
Pestieau, Pierre
161
Caporale, Guglielmo Maria
160
Egger, Peter
154
Tsionas, Efthymios G.
152
Turnovsky, Stephen J.
150
Haan, Jakob de
148
Acemoglu, Daron
147
Lee, Chien-chiang
147
Belke, Ansgar
146
Lai, Ching-chong
145
Bordo, Michael D.
144
Frey, Bruno S.
143
Marjit, Sugata
143
Lien, Da-hsiang Donald
141
Kumbhakar, Subal
140
Narayan, Paresh Kumar
140
Tirole, Jean
140
Long, Ngo Van
136
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Energy economics
44
International journal of forecasting
33
Journal of econometrics
27
Applied economics
24
Economics letters
22
Journal of applied econometrics
17
Journal of forecasting
16
Valuation, financial modeling, and quantitative tools
16
Econometric reviews
15
The handbook of fixed income securities
15
International review of economics & finance : IREF
14
Journal of international financial markets, institutions & money
13
Oxford bulletin of economics and statistics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
The journal of fixed income
11
Investment management and financial management
10
The economic journal : the journal of the Royal Economic Society
10
The journal of portfolio management : a publication of Institutional Investor
10
Economic modelling
9
International review of financial analysis
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of banking & finance
8
Journal of economic dynamics & control
8
The journal of portfolio management : JPM
8
Computational economics
7
Emerging markets review
7
Financial markets and instruments
7
International journal of theoretical and applied finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Applied economics letters
6
Applied financial economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Journal of economic surveys
6
Journal of international money and finance
6
Econometric theory
5
International journal of finance & economics : IJFE
5
Journal of empirical finance
5
Journal of risk and financial management : JRFM
5
Research in international business and finance
5
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ECONIS (ZBW)
653
Showing
1
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10
of
653
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date (oldest first)
1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Forecasting annual inflation using weekly money supply
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
- In:
Journal of quantitative economics
22
(
2024
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10014518674
Saved in:
3
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
4
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
5
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 407-460
Persistent link: https://www.econbiz.de/10014526327
Saved in:
6
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
7
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
8
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
9
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
10
The combined effects of interest and inflation rates on inventory systems : a comparative analysis across countries
Khakbaz, Amir
;
Mensi, Walid
;
Tirkolaee, Erfan Babaee
; …
- In:
International journal of production economics
266
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014440107
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