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~subject:"Capital income"
~subject:"VAR-Modell"
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The U.S. business cycle, 1867-...
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Capital income
VAR-Modell
USA
473
United States
473
Volatility
265
Volatilität
265
Estimation
257
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257
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156
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Grobys, Klaus
5
Gupta, Rangan
4
Soave, Gian Paulo
3
Chevallier, Julien
2
Diao, Xundi
2
Gomes, Fábio A.
2
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2
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2
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Salisu, Afees A.
2
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2
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1
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Applied economics letters
Working paper / National Bureau of Economic Research, Inc.
354
The journal of finance : the journal of the American Finance Association
271
Finance research letters
228
The review of financial studies
217
Journal of banking & finance
196
Journal of financial economics
185
International review of financial analysis
182
Applied economics
168
Energy economics
166
International review of economics & finance : IREF
163
Journal of empirical finance
154
Working paper
149
Applied financial economics
144
Economic modelling
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NBER working paper series
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Discussion paper / Centre for Economic Policy Research
134
The North American journal of economics and finance : a journal of financial economics studies
133
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CESifo working papers
115
Economics letters
114
Research in international business and finance
109
Journal of econometrics
108
Journal of international financial markets, institutions & money
102
NBER Working Paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
102
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98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
97
The journal of real estate finance and economics
95
Journal of international money and finance
94
Review of quantitative finance and accounting
84
International journal of forecasting
80
ECB Working Paper
79
Pacific-Basin finance journal
77
Finance and economics discussion series
75
Journal of risk and financial management : JRFM
75
The European journal of finance
75
Journal of forecasting
68
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
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ECONIS (ZBW)
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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
Dynamic effects of monetary policy shocks on macroeconomic
volatility
in the United Kingdom
Salisu, Afees A.
;
Gupta, Rangan
- In:
Applied economics letters
28
(
2021
)
18
,
pp. 1594-1599
Persistent link: https://www.econbiz.de/10012626718
Saved in:
5
Credit spread and employment growth : a time-varying relationship?
Nordström, Martin
- In:
Applied economics letters
28
(
2021
)
1
,
pp. 23-31
Persistent link: https://www.econbiz.de/10012415041
Saved in:
6
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
7
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:
8
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:
9
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:
10
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
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