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Schätzung
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Christiansen, Charlotte
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Applied economics letters
Journal of empirical finance
Economic modelling
100
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93
Journal of econometrics
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
International review of economics & finance : IREF
55
Energy economics
53
Finance research letters
47
Journal of banking & finance
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
International review of financial analysis
42
Economics letters
40
Working paper
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
CESifo working papers
35
Journal of international financial markets, institutions & money
31
The North American journal of economics and finance : a journal of financial economics studies
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NBER Working Paper
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NBER working paper series
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27
Research in international business and finance
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Discussion paper / Centre for Economic Policy Research
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Journal of economic dynamics & control
25
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International journal of forecasting
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Working paper / National Bureau of Economic Research, Inc.
23
Macroeconomic dynamics
22
Econometric reviews
21
International journal of economics and finance
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Journal of applied econometrics
21
SFB 649 discussion paper
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Discussion paper series / IZA
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Finance and economics discussion series
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Journal of international money and finance
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The European journal of finance
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The empirical economics letters : a monthly international journal of economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of macroeconomics
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ECONIS (ZBW)
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1
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
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2
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:
3
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:
4
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:
5
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
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6
Limits to arbitrage and CDS-bond dynamics around the financial crisis
Chalamandaris, George
;
Pagratis, Spyros
- In:
Journal of empirical finance
54
(
2019
),
pp. 213-235
Persistent link: https://www.econbiz.de/10012174829
Saved in:
7
CDS-bond basis and bond return predictability
Kim, Gi H.
;
Li, Haitao
;
Zhang, Weina
- In:
Journal of empirical finance
38
(
2016
),
pp. 307-337
Persistent link: https://www.econbiz.de/10011664711
Saved in:
8
Correlation
evidence in the dynamics of agricultural commodity prices
Boroumand, Raphaël Homayoun
;
Goutte, Stephane
; …
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1238-1242
Persistent link: https://www.econbiz.de/10010465638
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9
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
10
Pricing of liquidity risks : evidence from multiple liquidity measures
Kim, Soon-Ho
;
Lee, Kuan-hui
- In:
Journal of empirical finance
25
(
2014
),
pp. 112-133
Persistent link: https://www.econbiz.de/10010462050
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