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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Schwellenländer"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
~type_genre:"Übersichtsarbeit"
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ARCH model
Estimation
Schwellenländer
Capital income
517
Kapitaleinkommen
517
Schätzung
254
Theorie
247
Theory
247
Risk premium
239
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238
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207
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207
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Baillie, Richard
4
Cakici, Nusret
3
Gospodinov, Nikolaj
3
Jacobsen, Ben
3
Karanasos, Menelaos
3
Kim, Kun Ho
3
Martens, Martin
3
Nelson, Charles R.
3
Tzavalis, Elias
3
Wang, Yudong
3
Yun, Jaeho
3
Ali, Faek Menla
2
Antoniou, Antonios
2
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2
Bernoth, Kerstin
2
Byrne, Joseph P.
2
Cenesizoglu, Tolga
2
Cheung, Yin-Wong
2
Cho, Dooyeon
2
Chourdakis, Kyriakos
2
Christiansen, Charlotte
2
Chronopoulos, Dimitris K.
2
Darné, Olivier
2
Dendramis, Yiannis
2
Dupuy, Philippe
2
Engsted, Tom
2
Frankel, Jeffrey A.
2
Fuertes, Ana María
2
Groot, Wilma de
2
Heimonen, Kari
2
Huij, Joop
2
Hur, Jungshik
2
Ibrahim, Boulis Maher
2
Jacobs, Kris
2
Jamali, Ibrahim
2
Jondeau, Eric
2
Jung, Robert
2
Kapetanios, George
2
Kim, Chang-jin
2
Kim, Dongcheol
2
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Journal of empirical finance
Journal of international money and finance
Finance research letters
243
Journal of banking & finance
232
International review of financial analysis
199
International review of economics & finance : IREF
192
Applied economics
171
Journal of financial economics
167
Applied financial economics
158
Journal of international financial markets, institutions & money
147
The North American journal of economics and finance : a journal of financial economics studies
145
Applied economics letters
143
Economic modelling
143
Research in international business and finance
120
The European journal of finance
105
Pacific-Basin finance journal
96
International journal of finance & economics : IJFE
88
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
85
Review of quantitative finance and accounting
85
Energy economics
81
Journal of econometrics
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Journal of risk and financial management : JRFM
72
Economics letters
71
Emerging markets review
71
International journal of forecasting
66
Management science : journal of the Institute for Operations Research and the Management Sciences
64
The journal of finance : the journal of the American Finance Association
64
International journal of economics and finance
62
Journal of forecasting
61
Cogent economics & finance
57
Journal of financial and quantitative analysis : JFQA
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
50
Emerging markets, finance and trade : EMFT
48
Global finance journal
48
Investment management and financial innovations
46
International journal of economics and financial issues : IJEFI
45
Journal of economic dynamics & control
45
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ECONIS (ZBW)
339
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339
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1
Bond
risk premia in a small open economy with volatile capital flows : the case of Korea
Yun, Jaeho
- In:
Journal of international money and finance
93
(
2019
),
pp. 223-243
Persistent link: https://www.econbiz.de/10012138637
Saved in:
2
The time-varying
bond
risk premia in China
Zhang, Han
;
Guo, Bin
;
Liu, Lanbiao
- In:
Journal of empirical finance
65
(
2022
),
pp. 51-76
Persistent link: https://www.econbiz.de/10013286400
Saved in:
3
Emerging market local currency
bond
yields and foreign holdings : a fortune or misfortune?
Ebeke, Christian
;
Lu, Yinqiu
- In:
Journal of international money and finance
59
(
2015
),
pp. 203-219
Persistent link: https://www.econbiz.de/10011478334
Saved in:
4
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:
5
On the predictability of emerging market sovereign credit spreads
Audzeyeva, Alena
;
Fuertes, Ana María
- In:
Journal of international money and finance
88
(
2018
),
pp. 140-157
Persistent link: https://www.econbiz.de/10012000882
Saved in:
6
The interest rate effects of government
bond
purchases away from the lower bound
De Rezende, Rafael B.
- In:
Journal of international money and finance
74
(
2017
),
pp. 165-186
Persistent link: https://www.econbiz.de/10011787934
Saved in:
7
Sovereign
bond
yield spreads : a time-varying coefficient approach
Bernoth, Kerstin
;
Erdogan, Burcu
- In:
Journal of international money and finance
31
(
2012
)
3
,
pp. 639-656
Persistent link: https://www.econbiz.de/10009632010
Saved in:
8
Emerging market
bond
spreads : the role of global and domestic factors from 2002 to 2011
Kennedy, Mike
;
Palerm, Angel
- In:
Journal of international money and finance
43
(
2014
),
pp. 70-87
Persistent link: https://www.econbiz.de/10010372640
Saved in:
9
A global monetary policy factor in sovereign
bond
yields
Malliaropulos, Dimitris
;
Migiakis, Petros
- In:
Journal of empirical finance
70
(
2023
),
pp. 445-465
Persistent link: https://www.econbiz.de/10014423743
Saved in:
10
The long-run impact of sovereign yields on corporate yields in emerging markets
Li, Delong
;
Magud, Nicolas
;
Werner, Alejandro M.
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014248777
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