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~subject:"Capital income"
~subject:"Share price"
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The U.S. business cycle, 1867-...
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Capital income
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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
Caporale, Guglielmo Maria
2
Chevallier, Julien
2
Gil-Alaña, Luis A.
2
He, Chi-Wei
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2
Jung, Hojin
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2
Ryu, Doojin
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2
Wu, Xinyu
2
Afonso, António
1
Alfarano, Simone
1
Ambros, Maximilian
1
Ameur, Hachmi Ben
1
Aquino, Rodolfo Q.
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Aragó-Manzana, Vicent
1
Arnold, Ivo J. M.
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Avioz, Ilanit
1
Azhar Mohamad
1
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1
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Applied economics letters
Working paper / National Bureau of Economic Research, Inc.
579
The journal of finance : the journal of the American Finance Association
553
The review of financial studies
392
Finance research letters
369
Journal of financial economics
349
Journal of financial and quantitative analysis : JFQA
301
Journal of banking & finance
297
International review of financial analysis
275
NBER working paper series
243
Applied financial economics
235
International review of economics & finance : IREF
231
Journal of empirical finance
212
Energy economics
208
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
204
The North American journal of economics and finance : a journal of financial economics studies
191
Applied economics
188
The journal of futures markets
187
Research in international business and finance
167
NBER Working Paper
165
Discussion paper / Centre for Economic Policy Research
162
Journal of international financial markets, institutions & money
158
Economic modelling
152
Journal of econometrics
131
Pacific-Basin finance journal
130
Review of quantitative finance and accounting
126
Economics letters
122
The journal of real estate finance and economics
120
Journal of economics and finance
114
Quarterly journal of business and economics : QJBE
113
Working paper
113
The journal of business : B
112
The financial review : the official publication of the Eastern Finance Association
111
The European journal of finance
106
Journal of risk and financial management : JRFM
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
CESifo working papers
98
Global finance journal
95
Journal of economics & business
93
Journal of international money and finance
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ECONIS (ZBW)
158
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1
Oil shocks, US economic uncertainty, and emerging stock markets
Kwon, Dohyoung
- In:
Applied economics letters
26
(
2019
)
18
,
pp. 1472-1479
Persistent link: https://www.econbiz.de/10012204823
Saved in:
2
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:
3
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:
4
Cyclicality of stock market
volatility
You, Yu
;
Liu, Xiaochun
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 645-649
Persistent link: https://www.econbiz.de/10012204297
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Using VIX data to enhance technical trading signals
Kozyra, James
;
Lento, Camillo
- In:
Applied economics letters
18
(
2011
)
13/15
,
pp. 1367-1370
Persistent link: https://www.econbiz.de/10009348014
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