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~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Franses, Philip Hans"
~person:"Hammoudeh, Shawkat"
~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
250
Portfolio selection
147
Portfolio-Management
147
USA
117
United States
117
Volatility
101
Volatilität
101
Zeitreihenanalyse
93
Forecasting model
91
Schätzung
84
World
83
Aktienmarkt
71
Stock market
71
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63
Kapitaleinkommen
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Oil price
63
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Option pricing theory
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Optionspreistheorie
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ARCH model
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45
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Risk
43
Risiko
41
Risikomaß
41
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38
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37
Derivat
37
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16
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500
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7
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440
Working Paper
282
Arbeitspapier
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233
Non-commercial literature
233
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65
Collection of articles of several authors
30
Sammelwerk
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2
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Bosnian
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2
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1
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Fabozzi, Frank J.
Franses, Philip Hans
Hammoudeh, Shawkat
Gupta, Rangan
439
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
184
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
Belke, Ansgar
146
Lee, Chien-chiang
146
Pesaran, M. Hashem
146
Lai, Ching-chong
145
Bordo, Michael D.
144
Frey, Bruno S.
143
Marjit, Sugata
143
Lien, Da-hsiang Donald
141
Kumbhakar, Subal
140
Tirole, Jean
140
Narayan, Paresh Kumar
139
Long, Ngo Van
136
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Energy economics
41
Applied economics
24
International journal of forecasting
20
Valuation, financial modeling, and quantitative tools
16
The handbook of fixed income securities
15
Economics letters
14
International review of economics & finance : IREF
14
Journal of forecasting
14
Journal of international financial markets, institutions & money
13
The journal of fixed income
11
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
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 econometrics
8
The journal of portfolio management : JPM
8
Computational economics
7
Econometric reviews
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
Economic modelling
6
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
Journal of applied econometrics
6
Oxford bulletin of economics and statistics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of international money and finance
5
Journal of risk and financial management : JRFM
5
Research in international business and finance
5
European journal of operational research : EJOR
4
Journal of economic surveys
4
Pacific-Basin finance journal
4
Technological forecasting & social change : an international journal
4
The journal of asset management
4
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ECONIS (ZBW)
507
Showing
1
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10
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507
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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
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
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