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~person:"Molenaar, Roderick"
~person:"Wang, Yudong"
~person:"Zhu, John Qi"
~subject:"China"
~subject:"Prognoseverfahren"
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Search: subject:"Risk premium"
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China
Prognoseverfahren
Risikoprämie
11
Risk premium
11
Forecasting model
10
Capital income
9
Kapitaleinkommen
9
Börsenkurs
7
Share price
7
Volatility
5
Volatilität
5
CAPM
4
Regression analysis
4
Regressionsanalyse
4
Aktienmarkt
3
Capital market returns
3
Equity premium
3
Estimation
3
Forecast
3
Kapitalmarktrendite
3
Prognose
3
Schätzung
3
Stock market
3
ARCH model
2
ARCH-Modell
2
Model combinations
2
Oil market
2
Oil price
2
Out-of-sample forecast
2
Predictive regressions
2
Predictor constraints
2
Return predictability
2
Risiko
2
Risk
2
Welt
2
World
2
Ölmarkt
2
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2
1980-2001
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Molenaar, Roderick
Wang, Yudong
Zhu, John Qi
Zhou, Hao
21
Faria, Gonçalo
17
Verona, Fabio
15
Bekaert, Geert
14
Gupta, Rangan
14
Zaremba, Adam
14
Bollerslev, Tim
12
Prokopczuk, Marcel
12
Zhou, Guofu
12
Londono, Juan M.
11
Ghysels, Eric
10
Pettenuzzo, Davide
10
Wese Simen, Chardin
10
Long, Huaigang
9
Sarno, Lucio
9
Scaillet, Olivier
9
Tamoni, Andrea
9
Tsiakas, Ilias
9
Almeida, Caio
8
Hamilton, James D.
8
Hoerova, Marie
8
Jiang, Fuwei
8
Yin, Libo
8
Baumeister, Christiane
7
Jagannathan, Ravi
7
Nonejad, Nima
7
Tu, Jun
7
Xu, Lai
7
An, Jiyoun
6
Bali, Turan G.
6
Della Corte, Pasquale
6
Engstrom, Eric
6
Ermolov, Andrey
6
Garcia, René
6
Löffler, Gunter
6
Meligkotsidou, Loukia
6
Nitschka, Thomas
6
Ornelas, José Renato Haas
6
Song, Dongho
6
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Pacific-Basin finance journal
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
International journal of financial services management : IJFSM
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of forecasting
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ECONIS (ZBW)
11
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11
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1
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
2
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
3
Forecasting the stock
risk
premium
: a new statistical constraint
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771
Saved in:
4
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo
;
Feng, Jiabao
;
Liu, Li
;
Wang, Yudong
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
Saved in:
5
Forecasting stock returns : a predictorconstrained approach
Pettenuzzo, Davide
;
Pan, Zhiyuan
;
Wang, Yudong
-
2017
Persistent link: https://www.econbiz.de/10011813299
Saved in:
6
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan
;
Pettenuzzo, Davide
;
Wang, Yudong
- In:
Journal of empirical finance
55
(
2020
),
pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
Saved in:
7
Oil volatility risk and stock market volatility predictability : evidence from G7 countries
Feng, Jiabao
;
Wang, Yudong
;
Yin, Libo
- In:
Energy economics
68
(
2017
),
pp. 240-254
Persistent link: https://www.econbiz.de/10011905699
Saved in:
8
Oil price increases and the predictability of equity premium
Wang, Yudong
;
Pan, Zhiyuan
;
Liu, Li
;
Wu, Chongfeng
- In:
Journal of banking & finance
102
(
2019
),
pp. 43-58
Persistent link: https://www.econbiz.de/10012162773
Saved in:
9
Asset pricing, jump risk, and China's B-share discount puzzle
Zhou, Haigang
;
Zhu, John Qi
- In:
International journal of financial services management …
6
(
2013
)
4
,
pp. 352-366
Persistent link: https://www.econbiz.de/10010483943
Saved in:
10
An empirical examination of jump risk in asset pricing and volatility forecasting in China's equity and bond markets
Zhou, Haigang
;
Zhu, John Qi
- In:
Pacific-Basin finance journal
20
(
2012
)
5
,
pp. 857-880
Persistent link: https://www.econbiz.de/10009619749
Saved in:
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