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Capital income
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time-varying coefficient
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Asama Liammukda
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Napon Hongsakulvasu
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Cheng, Tingting
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Malliaris, Anastasios G.
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Journal of Asian finance, economics and business : JAFEB
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1
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
2
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
3
The risk-return relationship in crude oil markets during COVID-19 pandemic : evidence from
time-varying
coefficient
GARCH-in-Mean model
Napon Hongsakulvasu
;
Asama Liammukda
- In:
Journal of Asian finance, economics and business : JAFEB
7
(
2020
)
10
,
pp. 63-71
Persistent link: https://www.econbiz.de/10012671349
Saved in:
4
The
time-varying
coefficient
Fama - French five factor model : a case study in the return of Japan portfolios
Asama Liammukda
;
Manad Khamkong
;
Lampang Saenchan
; …
- In:
Journal of Asian finance, economics and business : JAFEB
7
(
2020
)
10
,
pp. 513-521
Persistent link: https://www.econbiz.de/10012671431
Saved in:
5
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
6
Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
Cai, Biqing
;
Cheng, Tingting
;
Yan, Cheng
- In:
Journal of empirical finance
49
(
2018
),
pp. 81-106
Persistent link: https://www.econbiz.de/10012117724
Saved in:
7
Asset price momentum and monetary policy : time-varying parameter estimation of Taylor Rules
Bhar, Ramaprasad
;
Malliaris, Anastasios G.
- In:
Applied economics
48
(
2016
)
55/57
,
pp. 5329-5339
Persistent link: https://www.econbiz.de/10011742064
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