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~person:"Bollerslev, Tim"
~person:"Diebold, Francis X."
~person:"Nitschka, Thomas"
~subject:"Capital income"
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Bollerslev, Tim
Diebold, Francis X.
Nitschka, Thomas
Zaremba, Adam
94
Bekaert, Geert
67
Harvey, Campbell R.
60
Campbell, John Y.
58
Stambaugh, Robert F.
47
Timmermann, Allan
46
Bali, Turan G.
45
Cakici, Nusret
45
Ferson, Wayne E.
41
Zhou, Guofu
41
Gupta, Rangan
37
Zhang, Lu
35
Lettau, Martin
34
Guidolin, Massimo
31
Guo, Hui
31
Jagannathan, Ravi
31
Ludvigson, Sydney C.
31
Fabozzi, Frank J.
28
Kogan, Leonid
28
Pesaran, M. Hashem
28
Cochrane, John H.
27
Zhou, Hao
27
Ang, Andrew
26
Caporale, Guglielmo Maria
26
Subrahmanyam, Avanidhar
26
Engle, Robert F.
25
Garcia, René
25
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25
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24
Chernov, Mikhail
24
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23
Pedersen, Lasse Heje
23
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23
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22
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22
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ECONIS (ZBW)
135
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1
Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy
Nitschka, Thomas
- In:
Journal of international money and finance
83
(
2018
),
pp. 44-54
Persistent link: https://www.econbiz.de/10012000302
Saved in:
2
Predicting returns on asset markets of a small, open economy and the influence of global risks
Haab, David R.
;
Nitschka, Thomas
-
2017
Persistent link: https://www.econbiz.de/10011794321
Saved in:
3
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
4
Stock returns and expected business conditions : half a century of direct evidence
Campbell, Sean D.
(
contributor
); …
-
2005
-
Rev.
Persistent link: https://www.econbiz.de/10003726399
Saved in:
5
Stock returns and expected business conditions: half a century of direct evidence
Campbell, Sean D.
;
Diebold, Francis X.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 266-278
Persistent link: https://www.econbiz.de/10003885790
Saved in:
6
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009559443
Saved in:
7
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
8
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
9
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
1
,
pp. 31-80
Persistent link: https://www.econbiz.de/10009520608
Saved in:
10
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009560379
Saved in:
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