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~person:"Caporale, Guglielmo Maria"
~person:"Guo, Hui"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~subject:"Share price"
~subject:"Structural break"
~subject:"Theory"
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Caporale, Guglielmo Maria
Guo, Hui
Gupta, Rangan
131
Gil-Alaña, Luis A.
86
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70
Campbell, John Y.
69
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59
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59
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57
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56
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56
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56
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54
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50
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50
Poterba, James M.
50
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50
Engle, Robert F.
47
Hall, Robert Ernest
46
Madura, Jeff
45
Prescott, Edward C.
45
Mishkin, Frederic S.
44
Stock, James H.
44
Wohar, Mark E.
44
Wright, Jonathan H.
43
Pástor, Ľuboš
42
Ludvigson, Sydney C.
41
Greenwood, Jeremy
40
Watson, Mark W.
40
Marcellino, Massimiliano
39
Shiller, Robert J.
39
Pierdzioch, Christian
38
Zeckhauser, Richard
37
Balcilar, Mehmet
36
Cutler, David M.
36
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36
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35
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35
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34
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1
Modelling the US economy
Caporale, Guglielmo Maria
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000956139
Saved in:
2
Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria
;
Pittis, Nikitas
; …
-
1997
Persistent link: https://www.econbiz.de/10000962390
Saved in:
3
Multiple cyclical fractional structures in financial time series
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641950
Saved in:
4
Understanding stock return predictability
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2006
-
Rev.
Persistent link: https://www.econbiz.de/10003739712
Saved in:
5
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739803
Saved in:
6
Average idiosyncratic volatility in G7 countries
Guo, Hui
;
Savickas, Robert
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
Saved in:
7
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
;
Savickas, Robert
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
1
,
pp. 43-56
Persistent link: https://www.econbiz.de/10003279769
Saved in:
8
Time-varying risk premia and the cross section of stock returns
Guo, Hui
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 2087-2107
Persistent link: https://www.econbiz.de/10003339524
Saved in:
9
Market timing with aggregate and idiosyncratic stock volatilities
Guo, Hui
(
contributor
);
Higbee, Jason
(
contributor
)
-
2005
-
rev.
Persistent link: https://www.econbiz.de/10003344908
Saved in:
10
Uncovering the risk-return relation in the stock market
Guo, Hui
;
Whitelaw, Robert F.
- In:
The journal of finance : the journal of the American …
61
(
2006
)
3
,
pp. 1433-1463
Persistent link: https://www.econbiz.de/10003331518
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