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CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.; Manganelli, Simone - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
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Understanding the risk-return relation : the aggregate wealth proxy actually matters
Cederburg, Scott; O'Doherty, Michael - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 721-735
Persistent link: https://www.econbiz.de/10012179374
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Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide; De Polis, Andrea; Petrella, Ivan - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 1010-1025
Persistent link: https://www.econbiz.de/10015053528
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Assessing macro uncertainty in real-time when data are subject to revision
Clements, Michael P. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 420-433
Persistent link: https://www.econbiz.de/10011705951
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Locus of control and investment in risky assets
Salamanca, Nicolás; Grip, Andries de; Fouarge, Didier; … - 2016
this relation is driven by a link between internal economic locus of control and a lower perception of the risk of …
Persistent link: https://www.econbiz.de/10011594548
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Ambiguity in the cross-section of expected returns : an empirical assessment
Thimme, Julian; Völkert, Clemens - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 418-429
Persistent link: https://www.econbiz.de/10011390409
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Should I stay or should I go? : A note on employment protection, domestic anchorage, and FDI
Dewit, Gerda (contributor); Görg, Holger (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784184
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Delays in renewal of labor contracts : theory and evidence
Danziger, Leif (contributor); Neuman, Shoshana (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001731028
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Cointegration and long-run asset allocation
Bansal, Ravi; Kiku, Dana - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 161-173
Persistent link: https://www.econbiz.de/10009159093
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Dynamic bivariate peak over threshold model for joint tail risk dynamics of financial markets
Zhao, Zifeng - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 892-906
Persistent link: https://www.econbiz.de/10012653200