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subject:"USA"
~subject:"Share price"
~subject:"VAR model"
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USA
Share price
VAR model
Schätzung
131,219
Estimation
125,087
Finanzkrise
59,268
Financial crisis
58,996
Theorie
45,407
Theory
44,436
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33,016
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27,027
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19,616
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16,973
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12,292
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12,078
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11,612
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11,409
Aktienmarkt
9,803
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9,639
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9,458
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9,183
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9,091
Eurozone
8,945
Business cycle
8,912
Finanzmarkt
8,695
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8,690
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8,578
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8,462
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Caporale, Guglielmo Maria
212
Gupta, Rangan
190
Gil-Alaña, Luis A.
125
Pesaran, M. Hashem
97
Heckman, James J.
74
McAleer, Michael
72
Wohar, Mark E.
72
Stulz, René M.
69
Pierdzioch, Christian
67
Belke, Ansgar
64
Hautsch, Nikolaus
61
Bohl, Martin T.
59
Balcilar, Mehmet
57
Mumtaz, Haroon
57
McMillan, David G.
56
Lütkepohl, Helmut
54
Hamermesh, Daniel S.
52
Koopman, Siem Jan
50
Siklos, Pierre L.
49
Kilian, Lutz
48
Narayan, Paresh Kumar
48
Bollerslev, Tim
47
Gambetti, Luca
46
Shiller, Robert J.
45
Timmermann, Allan
45
Tiwari, Aviral Kumar
45
Engle, Robert F.
44
Eickmeier, Sandra
43
Zaremba, Adam
43
Bahmani-Oskooee, Mohsen
42
Gil-Alana, Luis A.
42
Karanassou, Marika
42
Marcellino, Massimiliano
42
Basu, Susanto
41
Cheung, Yin-Wong
41
Schorfheide, Frank
41
Semmler, Willi
41
Bordo, Michael D.
40
Castelnuovo, Efrem
40
Fabozzi, Frank J.
40
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National Bureau of Economic Research
444
Forschungsinstitut zur Zukunft der Arbeit
65
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Federal Reserve Bank of St. Louis
26
Federal Reserve Bank of San Francisco
18
Federal Reserve Bank of Cleveland
14
Institut für Weltwirtschaft
14
Springer Fachmedien Wiesbaden
14
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
13
Federal Reserve Bank of New York
13
Johns Hopkins University / Department of Economics
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve System / Division of Research and Statistics
10
Federal Reserve Bank of Chicago
9
The Wharton Financial Institutions Center
9
European University Institute / Department of Economics
8
Federal Reserve Bank of Richmond
8
Institute of Finance and Accounting <London>
8
USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
8
University of Glasgow / Department of Economics
8
Verlag Dr. Kovač
8
Brookings Institution
7
Federal Reserve System / Board of Governors
7
Goethe-Universität Frankfurt am Main
7
Rodney L. White Center for Financial Research
7
Rutgers University / Department of Economics
7
Zentrum für Europäische Wirtschaftsforschung
7
Birkbeck College / Department of Economics
6
Boston College / Department of Economics
6
Center for the Study of Industrial Organisation
6
Frank J. Fabozzi Associates <New Hope, Pa.>
6
Friedrich-Schiller-Universität Jena
6
Institute for International Economics <Washington, DC>
6
Nomos Verlagsgesellschaft
6
Robert Schuman Centre for Advanced Studies
6
University of Hong Kong / School of Economics and Finance
6
Universität Mannheim
6
William Davidson Institute <Ann Arbor, Mich.>
6
World Bank
6
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Working paper / National Bureau of Economic Research, Inc.
1,892
Discussion paper / Centre for Economic Policy Research
540
Applied economics
480
Discussion paper series / IZA
439
NBER working paper series
435
Finance research letters
363
Applied economics letters
326
CESifo working papers
296
Journal of banking & finance
273
NBER Working Paper
268
Economic modelling
264
Working paper
262
International review of financial analysis
249
International review of economics & finance : IREF
244
Journal of international money and finance
237
The journal of finance : the journal of the American Finance Association
224
Finance and economics discussion series
222
Applied financial economics
221
Economics letters
210
The review of economics and statistics
198
The American economic review
196
The North American journal of economics and finance : a journal of financial economics studies
192
IZA Discussion Papers
191
The review of financial studies
189
Energy economics
185
Journal of financial economics
177
Journal of international financial markets, institutions & money
176
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
175
Research in international business and finance
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
171
The journal of futures markets
150
Journal of econometrics
145
Pacific-Basin finance journal
143
Journal of empirical finance
139
Review of quantitative finance and accounting
139
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
137
Journal of applied econometrics
134
Journal of financial and quantitative analysis : JFQA
134
Journal of money, credit and banking : JMCB
132
Discussion paper
131
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ECONIS (ZBW)
40,363
EconStor
937
USB Cologne (EcoSocSci)
53
RePEc
43
OLC EcoSci
5
USB Cologne (business full texts)
3
ArchiDok
2
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1
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date (oldest first)
1
Die schwache
Informationseffizienz
am Neuen Markt und an der Nasdaq : eine strukturanalytische Untersuchung technischer Indikatoren
Müller-Leydig, Andreas W.
-
2003
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013432191
Saved in:
2
Examining stress in Asian currencies : a perspective offered by high frequency financial market data
Dungey, Mardi H.
;
Matei, Marius
;
Sirimon Treepongkaruna
- In:
Journal of international financial markets, …
67
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012495857
Saved in:
3
Safe haven or contagion? : the disparate effects of
Euro
-zone crises on non-
Euro
-zone neighbours
Bird, Graham R.
;
Du, Wenti
;
Pentecost, Eric J.
; …
- In:
Applied economics
49
(
2017
)
59
,
pp. 5895-5904
Persistent link: https://www.econbiz.de/10011845841
Saved in:
4
Sovereign ratings and their impact on recent financial crises
Kräussl, Roman
-
2000
Persistent link: https://www.econbiz.de/10001467266
Saved in:
5
Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald
;
Lee, Geul
;
Li, Yang
;
Zhang, Yuyin
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
Saved in:
6
Cascading effect of contagion in Indian stock market : evidence from reachable stocks
Sruthi, Rajan
;
Shijin, Santhakumar
- In:
IIMB management review
29
(
2017
)
4
,
pp. 235-244
Persistent link: https://www.econbiz.de/10011879680
Saved in:
7
Zur Qualität professioneller Wechselkursprognosen
Schmidt, Robert
-
2003
Persistent link: https://www.econbiz.de/10001779696
Saved in:
8
Zur Qualität professioneller Wechselkursprognosen : sind professionelle Wechselkursprognosen eine sinnvolle Entscheidungshilfe für Unternehmen und Investoren?/ Robert Schmidt
Schmidt, Robert
-
2003
Die Berücksichtigung der zukünftigen Entwicklung des Wechselkurses ist sowohl für internationale Unternehmen als auch für international tätige Investoren unabdingbar. Allerdings ist die Erstellung von Wechsel- kursprognosen schwierig, da bis zum heutigen Zeitpunkt kein allgemein anerkanntes...
Persistent link: https://www.econbiz.de/10010498979
Saved in:
9
Price discovery in emerging market ETFs
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Günaydin, A. Doruk
; …
- In:
Applied economics
54
(
2022
)
47
,
pp. 5476-5496
Persistent link: https://www.econbiz.de/10013411228
Saved in:
10
Determinants of emerging market bond spreads : an empirical investigation
Beck, Roland
-
2003
-
1. Aufl
Persistent link: https://www.econbiz.de/10001772870
Saved in:
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