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Search: subject:"Low-frequency component"
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High-frequency component
3
Low-frequency component
3
Time series analysis
3
Zeitreihenanalyse
3
Beta risk
2
Betafaktor
2
Börsenkurs
2
Capital income
2
Corporate bonds
2
Economic indicator
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Estimation
2
Kapitaleinkommen
2
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2
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2
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2
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2
Wirtschaftsindikator
2
low-frequency component
2
Aktienmarkt
1
Corporate bond
1
Decision under uncertainty
1
Entscheidung unter Unsicherheit
1
Estimation theory
1
Financial indicators
1
Hodrick-Prescott filtering
1
Investment-style factors
1
Mixed data sampling (MIDAS)
1
Real activity beta
1
Risiko
1
Risikoaversion
1
Risk
1
Risk aversion
1
Sampling
1
Schätztheorie
1
Stichprobenerhebung
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Stock market
1
Stock market betas
1
Theorie
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Theory
1
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Rubio, Gonzalo
4
González Sánchez, Mariano
2
Novales, Alfonso
2
Nave Pineda, Juan M.
1
Nave, Juan
1
Nieto Domenech, Belen
1
Nieto, Belén
1
Yamada, Hiroshi
1
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Applied economics letters
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Journal of empirical finance
1
Research in international business and finance
1
The quarterly journal of finance
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ECONIS (ZBW)
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Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity
González Sánchez, Mariano
;
Nave Pineda, Juan M.
; …
- In:
Research in international business and finance
53
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012549830
Saved in:
2
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns
Novales, Alfonso
;
Nieto, Belén
;
Rubio, Gonzalo
-
Facultad de Ciencias Económicas y Empresariales, …
-
2014
-of-sample analysis show that recognizing the existence of a stochastic
low-frequency
component
captured by macroeconomic and financial …
Persistent link: https://www.econbiz.de/10010812479
Saved in:
3
Macroeconomic determinants of stock market betas
González Sánchez, Mariano
;
Nave, Juan
;
Rubio, Gonzalo
- In:
Journal of empirical finance
45
(
2018
),
pp. 26-44
Persistent link: https://www.econbiz.de/10012102444
Saved in:
4
Why does the trend extracted by the Hodrick-Prescott filtering seem to be more plausible than the linear trend?
Yamada, Hiroshi
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 102-105
Persistent link: https://www.econbiz.de/10011853703
Saved in:
5
Macroeconomic and financial determinants of the volatility of corporate bond returns
Nieto Domenech, Belen
;
Novales, Alfonso
;
Rubio, Gonzalo
- In:
The quarterly journal of finance
5
(
2015
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011414145
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