//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"NBER working paper series"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Causal modeling of stock marke...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
6,877
Theory
6,877
Börsenkurs
678
Share price
678
Geldpolitik
581
Monetary policy
581
Estimation
566
Schätzung
566
Welt
452
World
452
Capital income
321
Kapitaleinkommen
321
Welfare analysis
284
Wohlfahrtsanalyse
284
Business cycle
282
Konjunktur
282
Forecasting model
275
Prognoseverfahren
275
Volatility
259
Volatilität
259
Portfolio selection
257
Portfolio-Management
257
CAPM
254
Risiko
237
Risk
237
Exchange rate
232
Wechselkurs
232
Schock
214
Shock
214
Financial crisis
213
Finanzkrise
213
Financial market
209
Finanzmarkt
209
Impact assessment
201
Wirkungsanalyse
201
Inflation
198
Produktivität
197
Productivity
196
Finanzpolitik
188
Fiscal policy
188
more ...
less ...
Online availability
All
Free
7,274
Undetermined
241
Type of publication
All
Book / Working Paper
7,522
Type of publication (narrower categories)
All
Arbeitspapier
338
Working Paper
338
Graue Literatur
337
Non-commercial literature
337
Mehrbändiges Werk
2
Multi-volume publication
2
Systematic review
2
Übersichtsarbeit
2
more ...
less ...
Language
All
English
7,522
Author
All
Razin, Assaf
79
Aizenman, Joshua
77
Acemoglu, Daron
70
Stiglitz, Joseph E.
65
Shleifer, Andrei
58
Woodford, Michael
52
Feldstein, Martin
49
Fullerton, Don
48
Kaplow, Louis
48
Shavell, Steven
45
McCallum, Bennett T.
44
Summers, Lawrence H.
44
Auerbach, Alan J.
42
Engel, Charles
42
Buiter, Willem H.
40
Campbell, John Y.
40
Helpman, Elhanan
40
Svensson, Lars E.O.
40
Obstfeld, Maurice
39
Sadka, Efraim
39
Staiger, Robert W.
39
Glaeser, Edward L.
38
Kotlikoff, Laurence J.
36
Shiller, Robert J.
34
Grossman, Gene M.
33
Jovanovic, Boyan
33
Krishna, Kala
33
Mankiw, N. Gregory
33
Stein, Jeremy C.
33
Heckman, James J.
32
Mishkin, Frederic S.
32
Alesina, Alberto
31
Caballero, Ricardo J.
31
Markusen, James R.
31
Rotemberg, Julio J.
31
Farhi, Emmanuel
30
Grossman, Herschel I.
30
Poterba, James M.
30
Mulligan, Casey B.
29
Abel, Andrew B.
28
more ...
less ...
Institution
All
National Bureau of Economic Research
7,512
Published in...
All
NBER working paper series
Working paper / National Bureau of Economic Research, Inc.
6,992
NBER Working Paper
6,720
Economics letters
5,602
European journal of operational research : EJOR
5,160
Discussion paper / Centre for Economic Policy Research
4,721
CESifo working papers
3,813
Working paper
3,072
Journal of economic theory
2,906
Journal of economic dynamics & control
2,506
Discussion paper / Tinbergen Institute
2,505
The American economic review
2,419
Computers & operations research : and their applications to problems of world concern ; an international journal
2,357
Journal of economic behavior & organization : JEBO
2,292
Discussion paper series / IZA
2,249
Europäische Hochschulschriften / 5
2,194
International journal of production research
2,067
Applied economics
2,057
Economic modelling
2,000
Journal of banking & finance
1,970
CESifo Working Paper
1,964
European economic review : EER
1,951
Discussion paper
1,903
Journal of econometrics
1,869
Games and economic behavior
1,866
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,822
SpringerLink / Bücher
1,815
The economic journal : the journal of the Royal Economic Society
1,814
Journal of public economics
1,775
International journal of forecasting
1,758
Discussion paper / Center for Economic Research, Tilburg University
1,697
Management science : journal of the Institute for Operations Research and the Management Sciences
1,674
CESifo Working Paper Series
1,656
Finance research letters
1,650
Applied economics letters
1,576
IMF working papers
1,546
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,529
IZA Discussion Paper
1,518
Journal of monetary economics
1,491
Energy economics
1,461
more ...
less ...
Source
All
ECONIS (ZBW)
7,522
Showing
1
-
10
of
7,522
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of Multivariate Probit Models via Bivariate Probit
Mullahy, John
-
2015
Models having multivariate probit and related structures arise often in applied health economics. When the outcome dimensions of such models are large, however, estimation can be challenging owing to numerical computation constraints and/or speed. This paper suggests the utility of estimating...
Persistent link: https://www.econbiz.de/10012457076
Saved in:
2
Robust-H-infinity Forecasting and Asset Pricing Anomalies
Tornell, Aaron
-
2000
We present an alternative expectation formation mechanism that helps rationalize well known asset pricing anomalies, such as the predictability of excess returns, excess volatility, and the equity-premium puzzle. As with rational expectations (RE), the expectation formation mechanism we consider...
Persistent link: https://www.econbiz.de/10012470997
Saved in:
3
Forecasting Crashes : Trading Volume, Past Returns and Conditional Skewness in Stock Prices
Chen, Joseph
-
2000
This paper is an investigation into the determinants of asymmetries in stock returns. We develop a series of cross-sectional regression specifications which attempt to forecast skewness in the daily returns of individual stocks. Negative skewness is most pronounced in stocks that have...
Persistent link: https://www.econbiz.de/10012471074
Saved in:
4
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
Campbell, John Y.
-
1986
A linearization of a rational expectations present value model for corporate stock prices produces a simple relation between the log dividend-price ratio and mathematical expectations of future log real dividend changes and future real discount rates. This relation can be tested using vector...
Persistent link: https://www.econbiz.de/10012476969
Saved in:
5
The Variance Risk Premium in Equilibrium Models
Bekaert, Geert
-
2020
The equity variance risk premium is the expected compensation earned for selling variance risk in equity markets. The variance risk premium is positive and shows moderate persistence. High variance risk premiums coincide with the left tail of the consumption growth distribution shifting down....
Persistent link: https://www.econbiz.de/10012481691
Saved in:
6
Simple Forecasts and Paradigm Shifts
Hong, Harrison
-
2003
done better over the same period. This
theory
makes several distinctive predictions, which, for concreteness, we develop in … a stock-market setting. For example, starting with symmetric and homoskedastic fundamentals, the
theory
yields …
Persistent link: https://www.econbiz.de/10012468685
Saved in:
7
Interpretable Asset Markets?
Bansal, Ravi
-
2002
In this paper we show that measures of economic uncertainty (conditional volatility of consumption) predict and are predicted by valuation ratios at long horizons. Further we document that asset valuations drop as economic uncertainty rises that is, financial markets dislike economic...
Persistent link: https://www.econbiz.de/10012469320
Saved in:
8
Maximizing Predictability in the Stock and Bond Markets
Lo, Andrew W.
-
1995
We construct portfolios of stocks and of bonds that are maximally predictable with respect to a set of ex ante observable economic variables, and show that these levels of predictability are statistically significant, even after controlling for data-snooping biases. We disaggregate the sources...
Persistent link: https://www.econbiz.de/10012473866
Saved in:
9
Stock Market Forecastability and Volatility : A Statistical Appraisal
Mankiw, N. Gregory
-
1989
This paper presents and implements statistical tests of stock market forecastability and volatility that are immune from the severe statistical problems of earlier tests. Although the null hypothesis of strict market efficiency is rejected, the evidence against the hypothesis is not...
Persistent link: https://www.econbiz.de/10012475889
Saved in:
10
Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets
Froot, Kenneth A.
-
1987
Simple regression tests that have power against the alternatives that. asset prices and expected future asset returns are excessively volatile are developed and performed for the foreign exchange and stock markets. These tests have a number of advantages over alternative, variance hounds...
Persistent link: https://www.econbiz.de/10012476706
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->