//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"NBER working paper series"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Empirical Analysis of Credit R...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Correlation
162
Korrelation
162
Theorie
134
Theory
134
Estimation
125
Schätzung
125
Markov chain
98
Markov-Kette
98
Structural break
91
Strukturbruch
91
Capital income
79
Kapitaleinkommen
79
Volatility
69
Volatilität
69
Börsenkurs
63
Share price
63
Time series analysis
63
Zeitreihenanalyse
63
Market liquidity
59
Marktliquidität
58
ARCH model
57
ARCH-Modell
57
Aktienmarkt
56
Stock market
56
Estimation theory
47
Schätztheorie
47
Forecasting model
37
Prognoseverfahren
37
Portfolio selection
35
Portfolio-Management
35
USA
35
United States
35
Liquidity
33
Liquidität
33
Welt
28
World
28
Einheitswurzeltest
25
Unit root test
25
Financial crisis
24
Finanzkrise
24
more ...
less ...
Online availability
All
Undetermined
145
Free
128
Type of publication
All
Article
296
Book / Working Paper
131
Type of publication (narrower categories)
All
Article in journal
296
Aufsatz in Zeitschrift
296
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
427
Author
All
He, Zhiguo
4
Waggoner, Daniel F.
4
Zha, Tao
4
Ang, Andrew
3
Bekaert, Geert
3
Christiansen, Charlotte
3
Li, Tao
3
Milbradt, Konstantin
3
Nelson, Charles R.
3
Timmermann, Allan
3
Back, Kerry
2
Bartlett, Robert P, III.
2
Becker, Bo
2
Benmelech, Efraim
2
Bernardi, Mauro
2
Brauneis, Alexander
2
Caporale, Guglielmo Maria
2
Chatterji, Pinka
2
Chevallier, Julien
2
Chourdakis, Kyriakos
2
Collin-Dufresne, Pierre
2
Conrad, Christian
2
Cuestas, Juan Carlos
2
Dark, Jonathan
2
Diebold, Francis X.
2
Duffie, Darrell
2
Farmer, Roger E.A.
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Fos, Vyacheslav
2
Garg, Bhavesh
2
Gribisch, Bastian
2
Guidolin, Massimo
2
Güloğlu, Bülent
2
Holmes, Mark J.
2
Ispir, Serdar
2
Karanasos, Menelaos
2
Kaul, Aditya
2
Kim, Chang-jin
2
Kose, Nezir
2
more ...
less ...
Institution
All
National Bureau of Economic Research
130
Published in...
All
Applied economics letters
Journal of empirical finance
NBER working paper series
IMF Working Papers
396
Journal of econometrics
324
Economics letters
270
Economic modelling
263
Applied economics
260
European journal of operational research : EJOR
259
Finance research letters
199
Energy economics
187
Journal of banking & finance
179
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Discussion paper / Tinbergen Institute
153
International review of financial analysis
139
Working paper
138
Working paper / National Bureau of Economic Research, Inc.
133
International review of economics & finance : IREF
130
NBER Working Paper
126
Journal of economic dynamics & control
124
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
119
International journal of theoretical and applied finance
114
Discussion paper / Centre for Economic Policy Research
106
Research in international business and finance
102
CESifo working papers
95
Journal of international financial markets, institutions & money
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
International journal of forecasting
93
Operations research letters
92
The North American journal of economics and finance : a journal of financial economics studies
92
Computational economics
91
Econometric reviews
89
International journal of production research
83
Journal of international money and finance
81
Insurance / Mathematics & economics
80
Journal of forecasting
79
Mathematics of operations research
76
MPRA Paper
75
Quantitative finance
75
Mathematical methods of operations research
74
more ...
less ...
Source
All
ECONIS (ZBW)
427
Showing
1
-
10
of
427
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Short-term determinants of the idiosyncratic sovereign risk premium : a regime-dependent analysis for European credit default swaps
Calice, Giovanni
;
Mio, RongHui
;
Štěrba, Filip
; …
- In:
Journal of empirical finance
33
(
2015
),
pp. 174-189
Persistent link: https://www.econbiz.de/10011556866
Saved in:
2
Can we distinguish regime switching from long memory? : a simulation evidence
Shi, Yanlin
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10010506750
Saved in:
3
A regime-switching approach to estimating the nonlinear quantity-based monetary policy rule in China
Zhang, Xu
;
Liu, Xiaoxing
;
Hang, Jianqin
;
Yao, Dengbao
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 132-135
Persistent link: https://www.econbiz.de/10011703973
Saved in:
4
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
Saved in:
5
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
6
Are idiosyncratic volatility and MAX priced in the Canadian market?
Aboulamer, Anas
;
Kryzanowski, Lawrence
- In:
Journal of empirical finance
37
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011662897
Saved in:
7
Cryptocurrency return reversals
Kozlowski, Steven E.
;
Puleo, Michael R.
;
Zhou, Jizhou
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 887-893
Persistent link: https://www.econbiz.de/10012589685
Saved in:
8
Price leadership in China's oil futures market : take two
Yang, Zhini
;
Zou, Mi
- In:
Applied economics letters
31
(
2024
)
18
,
pp. 1885-1893
Persistent link: https://www.econbiz.de/10015084524
Saved in:
9
Checking for asymmetric default dependence in a credit card portfolio : a copula approach
Crook, Jonathan N.
;
Moreira, Fernando
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 728-742
Persistent link: https://www.econbiz.de/10009306529
Saved in:
10
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->