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~person:"Lee, Bong-soo"
~person:"Tiwari, Aviral Kumar"
~person:"Zhou, Guofu"
~subject:"Capital income"
~subject:"Risiko"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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Capital income
Risiko
Kapitaleinkommen
96
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44
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44
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34
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34
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Lee, Bong-soo
Tiwari, Aviral Kumar
Zhou, Guofu
Gupta, Rangan
128
Zaremba, Adam
99
McMillan, David G.
68
Wohar, Mark E.
60
Narayan, Paresh Kumar
59
Bouri, Elie
49
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45
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42
Ma, Feng
41
Bali, Turan G.
40
Demirer, Rıza
37
Fletcher, Jonathan
36
Wang, Yudong
36
Pierdzioch, Christian
35
Sehgal, Sanjay
35
Brooks, Robert
34
Chiang, Thomas C.
34
Nguyen, Duc Khuong
33
Zhang, Wei
33
Caporale, Guglielmo Maria
32
Titman, Sheridan
32
Hammoudeh, Shawkat
31
Timmermann, Allan
31
Gil-Alaña, Luis A.
29
Guidolin, Massimo
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Ryu, Doojin
29
Balcilar, Mehmet
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28
Wei, K. C. John
28
Xuan Vinh Vo
28
Zhang, Yaojie
28
Auer, Benjamin R.
27
Shen, Dehua
27
Bekaert, Geert
26
Bollerslev, Tim
26
Harvey, Campbell R.
26
Subrahmanyam, Avanidhar
26
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Energy economics
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1
Unspanned global macro risks in
bond
returns
Zhao, Feng
;
Zhou, Guofu
;
Zhum, Xiaoneng
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7825-7843
Persistent link: https://www.econbiz.de/10012815767
Saved in:
2
Macroeconomic volatilities and long-run risks of asset prices
Zhou, Guofu
;
Zhu, Yingzi
- In:
Management science : journal of the Institute for …
61
(
2015
)
2
,
pp. 413-430
Persistent link: https://www.econbiz.de/10010490848
Saved in:
3
Are
bond
returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
4
Re-examination of international
bond
market dependence : evidence from a pair copula approach
Abakah, Emmanuel Joel Aikins
;
Addo, Emmanuel
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-35
Persistent link: https://www.econbiz.de/10012803932
Saved in:
5
Time-varying dependence between stock and government
bond
returns : international evidence with dynamic copulas
Jammazi, Rania
;
Tiwari, Aviral Kumar
;
Ferrer, Román
; …
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 74-93
Persistent link: https://www.econbiz.de/10011534370
Saved in:
6
Short interest and aggregate stock returns
Rapach, David E.
;
Ringgenberg, Matthew C.
;
Zhou, Guofu
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 46-65
Persistent link: https://www.econbiz.de/10011590566
Saved in:
7
Dynamic relations between stock returns and exchange rate changes
Inci, Ahmet Can
;
Lee, Bong-soo
- In:
European financial management : the journal of the …
20
(
2014
)
1
,
pp. 71-106
Persistent link: https://www.econbiz.de/10010248858
Saved in:
8
Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
- In:
Management science : journal of the Institute for …
60
(
2014
)
7
,
pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
Saved in:
9
Time series momentum : is it there?
Huang, Dashan
;
Li, Jiangyuan
;
Wang, Liyao
;
Zhou, Guofu
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 774-794
Persistent link: https://www.econbiz.de/10012543228
Saved in:
10
A frequency based causality approach for the yield spread as a leading indicator of economic activity : evidence from India
Bhanja, Niyati
;
Dar, Arif Billah
;
Tiwari, Aviral Kumar
- In:
Indian journal of economics & business : IJEB
15
(
2016
)
2
,
pp. 243-255
Persistent link: https://www.econbiz.de/10011645838
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