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~language:"eng"
~language:"ita"
~language:"kor"
~person:"Gil-Alaña, Luis A."
~person:"McAleer, Michael"
~person:"Stulz, René M."
~subject:"Capital income"
~subject:"Capital market returns"
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Capital income
Capital market returns
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71
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Gil-Alaña, Luis A.
McAleer, Michael
Stulz, René M.
Caporale, Guglielmo Maria
17
Hou, Kewei
15
Diebold, Francis X.
13
Gupta, Rangan
13
Allen, David E.
12
Chang, Chia-Lin
12
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11
Guidolin, Massimo
8
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8
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8
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7
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7
Birru, Justin
7
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7
Pettenuzzo, Davide
7
Alexeev, Vitali
6
Backus, David
6
Engsted, Tom
6
Papanikolaou, Dimitris
6
Souza, Thiago de Oliveira
6
Zaremba, Adam
6
Zhang, Lu
6
Bailey, Warren
5
Christiansen, Charlotte
5
Copeland, Laurence S.
5
Glabadanidis, Paskalis
5
Hirshleifer, David
5
Hodnett, Kathleen
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Hsieh, Heng-hsing
5
Karolyi, G. Andrew
5
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Moor, Lieven de
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Pierdzioch, Christian
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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ECONIS (ZBW)
43
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1
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
2
Tourism stocks in times of crises : an econometric investigation of non-macro factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2016
Persistent link: https://www.econbiz.de/10011823329
Saved in:
3
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
4
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
5
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
6
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
7
Hedge fund portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
-
2014
Persistent link: https://www.econbiz.de/10011296524
Saved in:
8
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
9
The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010188543
Saved in:
10
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
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