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person:"Zhang, Lu"
~accessRights:"restricted"
~person:"Harvey, Campbell R."
~person:"Nonejad, Nima"
~subject:"Crude oil price"
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Crude oil price
Capital income
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Zhang, Lu
Harvey, Campbell R.
Nonejad, Nima
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
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2
Predicting equity premium by conditioning on macroeconomic variables : a prediction selection strategy using the price of crude oil
Nonejad, Nima
- In:
Finance research letters
41
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013335945
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3
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
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