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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Capital income
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Gupta, Rangan
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The North American journal of economics and finance : a journal of financial economics studies
NBER working paper series
2,295
Working paper / National Bureau of Economic Research, Inc.
2,045
NBER Working Paper
1,901
Journal of econometrics
1,844
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1,687
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1,429
Finance research letters
1,348
European journal of operational research : EJOR
918
Applied economics
903
International review of financial analysis
897
Journal of financial economics
857
The journal of finance : the journal of the American Finance Association
826
Insurance / Mathematics & economics
792
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770
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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Applied financial economics
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Energy economics
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Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Research paper series / Swiss Finance Institute
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Journal of risk and financial management : JRFM
441
Risks : open access journal
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ECONIS (ZBW)
500
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1
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent
risk
factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
2
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
Risk
decomposition, estimation error, and naïve diversification
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
Saved in:
4
Multiscale financial
risk
contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo
;
Liu, Lan
;
Wang, Da
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013187623
Saved in:
5
Market risks that change domestic diversification benefits
Sarwar, Ghulam
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014225809
Saved in:
6
GARCH-MIDAS-GAS-copula model for CoVaR and
risk
spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
7
Are the profitability and investment factors valid ICAPM
risk
factors? : pre-1963 evidence
Lin, Qi
;
Lin, Xi
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013186489
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8
Leisure and long-run risks : an empirical evaluation on value premium puzzle
Zhang, Xiang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012664492
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9
Ultimate consumption
risk
and investment-based stock returns
Kang, Hankil
;
Kang, Jangkoo
;
Lee, Changjun
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 473-486
Persistent link: https://www.econbiz.de/10011938181
Saved in:
10
Do idiosyncratic skewness and kurtosis really matter?
Ayadi, Mohamed
;
Cao, Xu
;
Lazrak, Skander
;
Wang, Yan
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012203105
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