//--> //--> //--> //-->
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:"Capital income"
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
Can GARCH-class models capture...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
USA
330,262
United States
291,683
Theorie
43,243
Theory
42,629
Schätzung
19,793
Estimation
18,949
Deutschland
12,270
Großbritannien
11,419
ARCH-Modell
10,582
Volatilität
10,552
ARCH model
10,401
Volatility
10,383
Germany
10,213
EU-Staaten
10,145
Japan
10,099
Welt
9,932
United Kingdom
9,784
EU countries
9,718
World
9,695
Börsenkurs
9,462
Share price
9,305
Vereinigte Staaten
8,597
Geldpolitik
8,549
Monetary policy
8,152
Vergleich
7,453
Kapitaleinkommen
7,291
Kanada
7,236
Comparison
7,083
Wirkungsanalyse
7,023
Impact assessment
6,832
Canada
6,717
Konjunktur
6,149
Business cycle
5,842
Finanzkrise
5,799
Financial crisis
5,688
Wirtschaftswachstum
5,687
Prognoseverfahren
5,438
Economic growth
5,425
Aktienmarkt
5,396
more ...
less ...
Online availability
All
Free
1,590
Undetermined
1,502
Type of publication
All
Article
5,161
Book / Working Paper
2,097
Type of publication (narrower categories)
All
Article in journal
4,998
Aufsatz in Zeitschrift
4,998
Graue Literatur
1,419
Non-commercial literature
1,419
Arbeitspapier
1,242
Working Paper
1,242
Hochschulschrift
213
Thesis
199
Aufsatz im Buch
143
Book section
143
Collection of articles written by one author
90
Sammlung
90
Collection of articles of several authors
12
Conference paper
12
Konferenzbeitrag
12
Sammelwerk
12
Case study
5
Fallstudie
5
Ratgeber
5
Systematic review
5
Übersichtsarbeit
5
Amtsdruckschrift
4
Government document
4
Guidebook
4
Aufsatzsammlung
3
Bibliografie
3
Bibliografie enthalten
3
Bibliography included
3
Glossar enthalten
3
Glossary included
3
Handbook
3
Handbuch
3
Lehrbuch
3
Mehrbändiges Werk
3
Multi-volume publication
3
Konferenzschrift
2
Reprint
2
Article
1
Company information
1
Conference proceedings
1
more ...
less ...
Language
All
English
7,223
German
23
French
11
Hungarian
1
Polish
1
Spanish
1
Author
All
Gupta, Rangan
82
Campbell, John Y.
38
Bouri, Elie
31
Engle, Robert F.
29
Caporale, Guglielmo Maria
28
Diebold, Francis X.
28
McAleer, Michael
26
Warnock, Francis E.
25
Guo, Hui
23
Ang, Andrew
21
Chiang, Thomas C.
21
Ma, Feng
21
Poterba, James M.
21
Timmermann, Allan
21
Titman, Sheridan
21
Curcuru, Stephanie E.
20
Guidolin, Massimo
20
Lakonishok, Josef
20
Wohar, Mark E.
20
Bollerslev, Tim
19
Kumar, Dilip
19
Ludvigson, Sydney C.
18
McGrattan, Ellen R.
18
Pierdzioch, Christian
18
Ferson, Wayne E.
17
Gil-Alaña, Luis A.
17
Goetzmann, William N.
17
Lettau, Martin
17
Chang, Chia-Lin
16
Guirguis, Michel
16
Lamont, Owen A.
16
Miller, Stephen M.
16
Siklos, Pierre L.
16
Bekaert, Geert
15
Fama, Eugene F.
15
McMillan, David G.
15
Bali, Turan G.
14
Bohl, Martin T.
14
Brooks, Robert
14
Faff, Robert W.
14
more ...
less ...
Institution
All
National Bureau of Economic Research
25
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
14
Rodney L. White Center for Financial Research
12
Federal Reserve Bank of St. Louis
11
University of Chicago / Center for Research in Security Prices
8
Erasmus Research Institute of Management
4
The Wharton Financial Institutions Center
4
University of Canterbury / Dept. of Economics and Finance
3
Center for Economic Research <Tilburg>
2
Centre for Analytical Finance <Århus>
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of Cleveland
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Harvard Institute of Economic Research
2
INSEAD-Wharton Alliance Center for Global Research & Development
2
University of Exeter / Department of Economics
2
American Enterprise Institute for Public Policy Research
1
American Finance Association
1
American Management Association / Finance Division
1
Association for Investment Management and Research
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Birkbeck College / Department of Economics
1
Boston College / Department of Economics
1
Bureau of Economic and Business Research <Champaign, Ill.>
1
Business Information Centre <Toronto>
1
Cambridge-Maastricht Symposium <2, 2001, Cambridge>
1
Cambridge-Maastricht Symposium <4, 2003, Cambridge>
1
Centre for Quantitative Economics & Computing
1
Chambre de commerce et d'industrie de Paris
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Columbia University / Graduate School of Business
1
Ekonomiska forskningsinstitutet <Stockholm>
1
European University Institute / Department of Economics
1
Europäische Zentralbank / Task Force on Systemic Liquidity
1
Federal Reserve Bank of Chicago / Research Dept
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Board of Governors
1
Federal Reserve System / Division of Research and Statistics
1
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
268
The journal of finance : the journal of the American Finance Association
251
The review of financial studies
205
Journal of financial and quantitative analysis : JFQA
110
Journal of banking & finance
100
Journal of financial economics
100
Finance research letters
95
Applied financial economics
91
Journal of empirical finance
89
International review of financial analysis
87
The journal of real estate finance and economics
85
International review of economics & finance : IREF
81
The North American journal of economics and finance : a journal of financial economics studies
78
Energy economics
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Review of quantitative finance and accounting
63
Research in international business and finance
56
Applied economics
55
Journal of international financial markets, institutions & money
55
The journal of business : B
52
The European journal of finance
49
Journal of economics and finance
48
Applied economics letters
47
Quarterly journal of business and economics : QJBE
47
Finance and economics discussion series
46
The financial review : the official publication of the Eastern Finance Association
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Journal of economics & business
44
Discussion paper / Centre for Economic Policy Research
43
Economic modelling
42
International journal of forecasting
42
Journal of forecasting
39
Real estate economics : journal of the American Real Estate and Urban Economics Association
39
The journal of futures markets
39
Working paper
38
The journal of financial research
35
Global finance journal
34
The journal of portfolio management : a publication of Institutional Investor
34
The journal of real estate research
33
Economics letters
32
more ...
less ...
Source
All
ECONIS (ZBW)
7,257
EconStor
1
Showing
1
-
10
of
7,258
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
2
Volatility and the hedging effectiveness of China fuel oil futures
Chen, Wei
;
Ford, James L.
-
2010
Persistent link: https://www.econbiz.de/10009374212
Saved in:
3
Dynamic spillovers between oil and stock markets : new approaches at spillover index
Lee, Yen-Hsien
;
Liao, Ting-Huei
;
Huang, Ya-Ling
;
Huang, …
- In:
International journal of financial research
6
(
2015
)
2
,
pp. 178-189
Persistent link: https://www.econbiz.de/10011405144
Saved in:
4
The risk-return relationship in crude oil markets during COVID-19 pandemic : evidence from time-varying coefficient GARCH-in-Mean model
Napon Hongsakulvasu
;
Asama Liammukda
- In:
Journal of Asian finance, economics and business : JAFEB
7
(
2020
)
10
,
pp. 63-71
Persistent link: https://www.econbiz.de/10012671349
Saved in:
5
Jumps in the convenience yield of crude oil
Mason, Charles F.
;
Wilmot, Neil A.
- In:
Resource and energy economics
60
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012515262
Saved in:
6
Changes in demand for crude oil and its correlation with crude oil and stock market returns volatilities : evidence from three asian oil importing countries
Bouazizi, Tarek
;
Hadhek, Zouhaier
;
Mrad, Fatma
;
Lafi, Mosbah
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
3
,
pp. 27-43
Persistent link: https://www.econbiz.de/10012617388
Saved in:
7
Oil volatility spillover into oil dependent equity-sector stock returns : evidence from major oil producing countries
Bhuyan, Rafiqul
;
Robbani, Mohammad
;
Talukder, Bakhtear
- In:
Bulletin of applied economics
8
(
2022
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10013271050
Saved in:
8
Petroleum prices and equity sector returns in petroleum exporting and importing countries : an analysis of volatility transmissions and hedging
Bagirov, Miramir
;
Mateus, Cesario
- In:
Applied economics
54
(
2022
)
23
,
pp. 2610-2626
Persistent link: https://www.econbiz.de/10013171109
Saved in:
9
Oil price and its impact on firms' return volatility
Rajvanshi, Vivek
-
2020
Persistent link: https://www.econbiz.de/10012226244
Saved in:
10
Liquidity, surprise volume and return premia in the oil market
Batten, Jonathan A.
;
Kinateder, Harald
;
Szilágyi, Péter G.
- In:
Energy economics
77
(
2019
),
pp. 93-104
Persistent link: https://www.econbiz.de/10012306351
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->