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
~subject:"Börsenkurs"
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
Is the backward-looking compon...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
Theorie
35
Theory
35
USA
35
United States
35
Estimation
28
Markov chain
28
Markov-Kette
28
Schätzung
28
Zeitreihenanalyse
28
Time series analysis
27
Estimation theory
18
Schätztheorie
18
Bayes-Statistik
16
Bayesian inference
16
Business cycle
15
Konjunktur
15
Volatility
13
Volatilität
13
Capital income
11
Kapitaleinkommen
11
Structural break
11
Strukturbruch
11
Economic growth
10
Share price
10
Wirtschaftswachstum
10
National income
9
Nationaleinkommen
9
Monetary policy
8
Regression analysis
8
Regressionsanalyse
8
Business cycle theory
7
Business cycles
7
Geldpolitik
7
Konjunkturtheorie
7
Correlation
6
State space model
6
Zustandsraummodell
6
Aktienmarkt
5
Forecasting model
5
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Kim, Chang-jin
9
Nelson, Charles R.
3
Kim, Yunmi
2
Morley, James C.
2
Park, Cheolbeom
2
Choi, Kwang Hun
1
Deng, Kaihua
1
Hwu, Shih-Tang
1
Kim, Myung-jig
1
Piger, Jeremy Max
1
Xuan, Chunji
1
more ...
less ...
Published in...
All
Journal of money, credit and banking : JMCB
3
Annals of financial economics
1
Japan and the world economy : international journal of theory and policy
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Macroeconomic dynamics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A unified framework jointly explaining business conditions, stock returns, volatility and "volatility feedback news" effects
Kim, Chang-jin
;
Kim, Yunmi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054880
Saved in:
2
Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi
;
Nelson, Charles R.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
Saved in:
3
Disappearing dividends : implications for the dividend-price ratio and return predictability
Kim, Chang-jin
;
Park, Cheolbeom
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
5
,
pp. 933-952
Persistent link: https://www.econbiz.de/10010197598
Saved in:
4
Predicting stock returns : the information content of predictors across horizons
Deng, Kaihua
;
Kim, Chang-jin
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011408566
Saved in:
5
Is there a positive relationship between stock market volatility and the equity premium?
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of money, credit and banking : JMCB
36
(
2004
)
3,1
,
pp. 339-360
Persistent link: https://www.econbiz.de/10002144585
Saved in:
6
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of empirical finance
8
(
2001
)
4
,
pp. 403-426
Persistent link: https://www.econbiz.de/10001607064
Saved in:
7
Transient fads and the crash of '87
Kim, Chang-jin
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10001196178
Saved in:
8
An N-state endogenous Markov-switching model with applications in macroeconomics and finance
Hwu, Shih-Tang
;
Kim, Chang-jin
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 1937-1965
Persistent link: https://www.econbiz.de/10012704929
Saved in:
9
Structural breaks in the mean of dividend-price ratios : implications of learning on stock return predictability
Xuan, Chunji
;
Kim, Chang-jin
- In:
Japan and the world economy : international journal of …
55
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012590816
Saved in:
10
Regime shifts in price-dividend ratios and expected stock returns : a present-value approach
Choi, Kwang Hun
;
Kim, Chang-jin
;
Park, Cheolbeom
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
2/3
,
pp. 417-441
Persistent link: https://www.econbiz.de/10011708028
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
