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~isPartOf:"Journal of empirical finance"
~subject:"Börsenkurs"
~subject:"Geldpolitik"
~subject:"Wirtschaftswachstum"
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Börsenkurs
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Wirtschaftswachstum
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429
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429
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206
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206
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Journal of empirical finance
NBER working paper series
980
NBER Working Paper
880
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845
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614
Journal of monetary economics
428
Journal of economic dynamics & control
391
Economics letters
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156
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150
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1
Asset pricing model uncertainty
Borup, Daniel
- In:
Journal of empirical finance
54
(
2019
),
pp. 166-189
Persistent link: https://www.econbiz.de/10012174790
Saved in:
2
Relief rallies after FOMC announcements as a resolution of uncertainty
Gu, Chen
;
Kurov, Alexander
;
Halova Wolfe, Marketa
- In:
Journal of empirical finance
49
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012117710
Saved in:
3
Are idiosyncratic volatility and MAX priced in the Canadian market?
Aboulamer, Anas
;
Kryzanowski, Lawrence
- In:
Journal of empirical finance
37
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011662897
Saved in:
4
Certainty of uncertainty for asset pricing
Jiang, Fuwei
;
Kang, Jie
;
Meng, Lingchao
- In:
Journal of empirical finance
78
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015101663
Saved in:
5
Dissecting the idiosyncratic volatility anomaly
Chen, Linda H.
;
Jiang, George J.
;
Xu, Danielle D.
;
Yao, Tong
- In:
Journal of empirical finance
59
(
2020
),
pp. 193-209
Persistent link: https://www.econbiz.de/10012437973
Saved in:
6
The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang
;
Liang, Shin-shun
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
Saved in:
7
Do financial variables help predict the conditional distribution of the market portfolio?
Zamenjani, Azam Shamsi
- In:
Journal of empirical finance
62
(
2021
),
pp. 327-345
Persistent link: https://www.econbiz.de/10012693441
Saved in:
8
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo
;
Verona, Fabio
- In:
Journal of empirical finance
45
(
2018
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
Saved in:
9
Maximal predictability under long-term mean reversion
Hjalmarsson, Erik
- In:
Journal of empirical finance
45
(
2018
),
pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
Saved in:
10
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
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