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Safety first, loss probability, and the cross section of expected stock returns
Cao, Ji; Rieger, Marc Oliver; Zhao, Lei - In: Journal of economic behavior & organization : JEBO 211 (2023), pp. 345-369
Persistent link: https://www.econbiz.de/10014447506
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Survey data, expectations and the macroeconomy
Beckmann, Joscha; Czudaj, Robert; Yılmaz, Kamil - In: Journal of economic behavior & organization : JEBO 205 (2023), pp. A15-A17
Persistent link: https://www.econbiz.de/10014416048
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Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
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A family of nonparametric unit root tests for processes driven by infinite variance innovations
Gogebakan, Kemal Caglar - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 705-721
Persistent link: https://www.econbiz.de/10013554942
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Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration
Tang, Decai; Pan, Zhiwei; Bethel, Brandon J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 723-735
Persistent link: https://www.econbiz.de/10013554949
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Testing for random coefficient autoregressive and stochastic unit root models
Nagakura, Daisuke - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 1, pp. 117-129
Persistent link: https://www.econbiz.de/10014288865
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Asymmetry in stochastic volatility models with threshold and time-dependent correlation
Schäfers, Torben; Teng, Long - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 2, pp. 131-146
Persistent link: https://www.econbiz.de/10014288879
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Social interaction, volatility clustering, and momentum
He, Xue-zhong; Li, Kai; Santi, Caterina; Shi, Lei - In: Journal of economic behavior & organization : JEBO 203 (2022), pp. 125-149
Persistent link: https://www.econbiz.de/10014227916
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Beliefs asymmetry and price stability in a cobweb model
Berardi, Michele - In: Journal of economic behavior & organization : JEBO 203 (2022), pp. 401-415
Persistent link: https://www.econbiz.de/10014228119