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Capital income
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64,939
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Gupta, Rangan
113
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74
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66
Diebold, Francis X.
65
McAleer, Michael
52
Bekaert, Geert
48
Campbell, John Y.
48
Bouri, Elie
40
Pierdzioch, Christian
36
Andersen, Torben
33
Bali, Turan G.
33
Engle, Robert F.
32
McMillan, David G.
31
Wohar, Mark E.
30
Ma, Feng
29
Gil-Alaña, Luis A.
28
Spagnolo, Nicola
28
Guo, Hui
27
Harvey, Campbell R.
27
Ang, Andrew
26
Timmermann, Allan
26
Todorov, Viktor
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25
Warnock, Francis E.
25
Chang, Chia-Lin
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Lettau, Martin
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Lux, Thomas
24
Lakonishok, Josef
23
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22
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22
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22
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21
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21
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Judge Institute of Management Studies
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INSEAD-Wharton Alliance Center for Global Research & Development
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Centre for Analytical Finance <Århus>
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Centre for Quantitative Economics & Computing
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Centro de Estudios Macroeconómicos de Argentina / Universidad
1
Columbia University / Graduate School of Business
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Working paper / National Bureau of Economic Research, Inc.
308
The journal of finance : the journal of the American Finance Association
266
The review of financial studies
213
Journal of banking & finance
176
Finance research letters
175
Journal of financial economics
174
International review of financial analysis
166
Journal of empirical finance
139
Applied financial economics
138
International review of economics & finance : IREF
137
Journal of financial and quantitative analysis : JFQA
124
The North American journal of economics and finance : a journal of financial economics studies
114
NBER working paper series
101
Energy economics
97
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
97
Applied economics
96
Research in international business and finance
90
The journal of real estate finance and economics
87
Journal of international financial markets, institutions & money
86
Applied economics letters
79
Review of quantitative finance and accounting
79
Economic modelling
78
NBER Working Paper
78
Journal of econometrics
74
Pacific-Basin finance journal
73
The European journal of finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Discussion paper / Centre for Economic Policy Research
62
Journal of risk and financial management : JRFM
62
International journal of forecasting
61
Journal of economics and finance
60
Finance and economics discussion series
59
Economics letters
58
The financial review : the official publication of the Eastern Finance Association
56
Working paper
56
The journal of business : B
55
The journal of futures markets
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Journal of economics & business
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Journal of international money and finance
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ECONIS (ZBW)
11,758
EconStor
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Asset return dynamics under habits and bad environment-good environment fundamentals
Bekaert, Geert
;
Engstrom, Eric
- In:
Journal of political economy
125
(
2017
)
3
,
pp. 713-760
Persistent link: https://www.econbiz.de/10011753819
Saved in:
2
Asset return dynamics under bad environment good environment fundamentals
Bekaert, Geert
;
Engstrom, Eric
-
2009
Persistent link: https://www.econbiz.de/10003872301
Saved in:
3
A measure of risk appetite for the macroeconomy
Pflueger, Carolin E.
;
Siriwardane, Emil N.
;
Sunderam, Adi
-
2018
Persistent link: https://www.econbiz.de/10011873657
Saved in:
4
A comparison of index and equity
volatility
using range-based estimators
Chow, Alan F.
;
Lahtinen, Kyre Dane
;
Pennywell, Gwendolyn
- In:
Journal of business and economic perspectives
45
(
2018
)
1
,
pp. 10-22
Persistent link: https://www.econbiz.de/10011883433
Saved in:
5
The distribution of exchange rate
volatility
Andersen, Torben
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001427024
Saved in:
6
Realized stock
volatility
Ebens, Heiko
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001513129
Saved in:
7
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
-
2011
Persistent link: https://www.econbiz.de/10009355159
Saved in:
8
The distribution of exchange rate
volatility
Andersen, Torben M.
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001463948
Saved in:
9
Harnessing the decomposed realized measures for
volatility
forecasting : evidence from the US stock market
Lu, Botao
;
Ma, Feng
;
Wang, Jiqian
;
Ding, Hui
;
Wahab, M. …
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 672-689
Persistent link: https://www.econbiz.de/10012672074
Saved in:
10
Evaluating stock returns with time-varying risk aversion driven by trend deviations from the consumption-to-wealth ratio : an analysis conditional on
income
levels
Smoluk, Herbert J.
;
Bennett, James
- In:
Review of financial economics : RFE
17
(
2008
)
4
,
pp. 261-279
Persistent link: https://www.econbiz.de/10003799659
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