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~subject:"Capital income"
~subject:"Forecasting model"
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The U.S. business cycle, 1867-...
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Capital income
Forecasting model
USA
473
United States
473
Volatility
265
Volatilität
265
Estimation
257
Schätzung
257
Theorie
156
Theory
156
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153
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Grobys, Klaus
5
Ma, Feng
3
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2
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2
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2
He, Chi-Wei
2
Jung, Hojin
2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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Applied economics letters
Working paper / National Bureau of Economic Research, Inc.
386
International journal of forecasting
321
The journal of finance : the journal of the American Finance Association
279
Finance research letters
278
The review of financial studies
264
International review of financial analysis
222
Journal of forecasting
218
Energy economics
217
Journal of banking & finance
214
Journal of financial economics
189
Journal of empirical finance
187
Applied economics
184
Applied financial economics
176
International review of economics & finance : IREF
176
The North American journal of economics and finance : a journal of financial economics studies
155
Economic modelling
154
NBER working paper series
150
Journal of financial and quantitative analysis : JFQA
146
Journal of econometrics
143
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
139
Discussion paper / Centre for Economic Policy Research
134
Economics letters
123
Working paper
123
Research in international business and finance
118
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
114
Journal of international financial markets, institutions & money
108
The journal of real estate finance and economics
105
Finance and economics discussion series
103
NBER Working Paper
102
The journal of futures markets
101
Review of quantitative finance and accounting
94
The European journal of finance
92
CESifo working papers
86
Journal of risk and financial management : JRFM
85
Pacific-Basin finance journal
84
Working paper series / European Central Bank
77
Journal of economics & business
76
Discussion paper / Tinbergen Institute
74
Journal of economics and finance
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ECONIS (ZBW)
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1
Contribution to portfolio tracking error
volatility
with geometric illustration
Zhang, Jubao
;
Ma, Juan
- In:
Applied economics letters
31
(
2024
)
20
,
pp. 2176-2181
Persistent link: https://www.econbiz.de/10015095156
Saved in:
2
Idiosyncratic
volatility
and global equity markets
Grobys, Klaus
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 402-405
Persistent link: https://www.econbiz.de/10010506718
Saved in:
3
Multiple asymmetries in index stock returns from boom bust and stable volatile markets states : an empirical study of US and UK stock markets
Li, Ming-yuan Leon
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 183-191
Persistent link: https://www.econbiz.de/10003822700
Saved in:
4
Capital allocation, stock return
volatility
and productivity growth in US industries
Chun, Hyunbae
;
Kim, Jung-Wook
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1571-1576
Persistent link: https://www.econbiz.de/10009383436
Saved in:
5
Stochastic
volatility
, liquidity and intraday information flow
Li, Jinliang
;
Wu, Chunchi
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
Saved in:
6
Shift contagion with endogenously detected
volatility
breaks : the case of CEE stock markets
Baumöhl, E.
;
Lyócsa, Š.
;
Výrost, T.
- In:
Applied economics letters
18
(
2011
)
10/12
,
pp. 1103-1109
Persistent link: https://www.econbiz.de/10009317541
Saved in:
7
Predicting regime switches in the VIX index with macroeconomic variables
Baba, Naohiko
;
Sakurai, Yuji
- In:
Applied economics letters
18
(
2011
)
13/15
,
pp. 1415-1419
Persistent link: https://www.econbiz.de/10009347993
Saved in:
8
Effect of uncertainty on U.S. stock returns and
volatility
: evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
9
Impact of state-dependent oil price on US stock returns using local projections
Equiza-Goñi, Juan
;
Perez de Gracia, Fernando
- In:
Applied economics letters
26
(
2019
)
11
,
pp. 919-926
Persistent link: https://www.econbiz.de/10012204437
Saved in:
10
COVID-19's impacts on the Korean stock market
Choi, Changkyu
;
Jung, Hojin
- In:
Applied economics letters
29
(
2022
)
11
,
pp. 974-978
Persistent link: https://www.econbiz.de/10013411995
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