Narrow search
Showing 1 - 10 of 99
Cover Image
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai; Zhang, Yaojie; Wang, Yudong - In: Empirical economics : a quarterly journal of the … 66 (2024) 5, pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Cover Image
The behaviour of the bank lending channel when interest rates approach the zero lower bound : evidence from quantile regressions
Apergēs, Nikolaos; Christou, Christina - In: Economic modelling 49 (2015), pp. 296-307
Persistent link: https://www.econbiz.de/10011439576
Cover Image
Momentum of return predictability
Wang, Yudong; Liu, Li; Ma, Feng; Diao, Xundi - In: Journal of empirical finance 45 (2018), pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Cover Image
Do gold prices respond to real interest rates? : evidence from the Bayesian Markov Switching VECM model
Apergēs, Nikolaos; Cooray, Arusha; Khraief, Naceur; … - In: Journal of international financial markets, … 60 (2019), pp. 134-148
Persistent link: https://www.econbiz.de/10012127975
Cover Image
Gold returns: Do business cycle asymmetries matter? : evidence from an international country sample
Apergēs, Nikolaos; Eleftheriou, Sophia - In: Economic modelling 57 (2016), pp. 164-170
Persistent link: https://www.econbiz.de/10011646877
Cover Image
Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China
Wang, Yudong; Diao, Xundi; Pan, Zhiyuan; Wu, Chongfeng - In: Pacific-Basin finance journal 55 (2019), pp. 127-141
Persistent link: https://www.econbiz.de/10012169519
Cover Image
Is CAPM a behavioral model? : estimating sentiments from rationalism
Apergēs, Nikolaos; Ur Rehman, Mobeen - In: The journal of behavioral finance : a publication of … 19 (2018) 4, pp. 442-449
Persistent link: https://www.econbiz.de/10012009749
Cover Image
Foreign exchange risk, equity risk factors and economic growth
Apergēs, Nikolaos; Artikis, Panayiotis G. - In: Atlantic economic journal : AEJ 44 (2016) 4, pp. 425-445
Persistent link: https://www.econbiz.de/10011711140
Cover Image
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan; Wang, Yudong; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 43 (2017), pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Cover Image
Monetary policy rules and the equity risk premium : evidence from the US experience
Apergēs, Nikolaos; Payne, James E. - In: Review of financial economics : RFE 36 (2018) 4, pp. 287-299
Persistent link: https://www.econbiz.de/10011948609