//--> //--> //--> //-->
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
~person:"Timmermann, Allan"
~subject:"Capital income"
~subject:"Yield curve"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
~type_genre:"Übersichtsarbeit"
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
Financial conditions, macroeco...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Yield curve
Kapitaleinkommen
30
Theorie
16
Theory
16
Forecasting model
12
Prognoseverfahren
12
Börsenkurs
9
Share price
9
USA
8
United States
8
Estimation
7
Schätzung
7
Portfolio selection
6
Portfolio-Management
6
CAPM
5
Großbritannien
5
Risikoprämie
5
Risk premium
5
United Kingdom
5
Econometric model
4
Investment Fund
4
Investmentfonds
4
Ökonometrisches Modell
4
Bootstrap approach
3
Bootstrap-Verfahren
3
EU countries
3
EU-Staaten
3
Risiko
3
Risk
3
Structural break
3
Strukturbruch
3
Volatility
3
Volatilität
3
Zinsstruktur
3
Aktienfonds
2
Aktienmarkt
2
Bayes-Statistik
2
Bayesian inference
2
Bond market
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Konferenzbeitrag
Übersichtsarbeit
Arbeitspapier
34
Working Paper
34
Article in journal
32
Graue Literatur
30
Non-commercial literature
30
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
31
Spanish
1
Author
All
Timmermann, Allan
Gupta, Rangan
133
Zaremba, Adam
102
McMillan, David G.
69
Wohar, Mark E.
68
Narayan, Paresh Kumar
60
Bouri, Elie
48
Faff, Robert W.
46
Bali, Turan G.
44
Brooks, Robert
44
Cakici, Nusret
43
Caporale, Guglielmo Maria
41
Chiang, Thomas C.
41
Ma, Feng
41
Tiwari, Aviral Kumar
41
Fabozzi, Frank J.
38
Fletcher, Jonathan
36
Pierdzioch, Christian
36
Wang, Yudong
36
Demirer, Rıza
35
Guidolin, Massimo
35
Sehgal, Sanjay
35
Titman, Sheridan
34
Gil-Alaña, Luis A.
33
Nguyen, Duc Khuong
33
Zhang, Wei
33
Shahzad, Syed Jawad Hussain
32
Umar, Zaghum
32
Xuan Vinh Vo
32
Bekaert, Geert
31
Hammoudeh, Shawkat
31
Rudebusch, Glenn D.
31
Zhou, Guofu
31
Harvey, Campbell R.
29
Lee, Bong-soo
29
Ryu, Doojin
29
Wu, Chunchi
29
Zhang, Yaojie
28
Auer, Benjamin R.
27
Batten, Jonathan A.
27
more ...
less ...
Published in...
All
Journal of financial economics
5
International journal of forecasting
4
Journal of econometrics
4
The economic journal : the journal of the Royal Economic Society
3
The journal of finance : the journal of the American Finance Association
3
Journal of empirical finance
2
Economic policy : a European forum
1
Economics letters
1
European finance review : the official journal of the European Finance Association
1
Información comercial española / Cuadernos económicos
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The Manchester School
1
The quarterly journal of economics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bond
return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
2
Modeling covariance risk in Merton's ICAPM
Rossi, Alberto
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
Saved in:
3
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
4
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
5
Monotonicity in asset returns : new tests with applications to the term structure, the CAPM, and portfolio sorts
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of financial economics
98
(
2010
)
3
,
pp. 605-625
Persistent link: https://www.econbiz.de/10008826984
Saved in:
6
Term structure of risk under alternative econometric specifications
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 285-308
Persistent link: https://www.econbiz.de/10003298584
Saved in:
7
Mutual fund performance : evidence from the UK
Blake, David
;
Timmermann, Allan
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 57-77
Persistent link: https://www.econbiz.de/10001400427
Saved in:
8
How learning in financial markets generates excess volatility and predictability in stock prices
Timmermann, Allan
- In:
The quarterly journal of economics
108
(
1993
)
4
,
pp. 1135-1145
Persistent link: https://www.econbiz.de/10001151027
Saved in:
9
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1201-1228
Persistent link: https://www.econbiz.de/10001191734
Saved in:
10
Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem
- In:
Journal of forecasting
13
(
1994
)
4
,
pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->