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~subject:"Capital income"
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Capital income
Schätzung
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Theorie
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Gupta, Rangan
89
Zaremba, Adam
70
McMillan, David G.
47
Pierdzioch, Christian
40
Bollerslev, Tim
37
Bali, Turan G.
33
Campbell, John Y.
33
Wohar, Mark E.
32
Timmermann, Allan
31
Bohl, Martin T.
29
Zhou, Guofu
29
Guidolin, Massimo
28
Nitschka, Thomas
25
Stambaugh, Robert F.
25
Todorov, Viktor
25
Caporale, Guglielmo Maria
24
Gil-Alaña, Luis A.
23
McAleer, Michael
23
Narayan, Paresh Kumar
22
Pesaran, M. Hashem
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Wang, Yudong
22
Bouri, Elie
21
Cakici, Nusret
21
Engsted, Tom
21
Tiwari, Aviral Kumar
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Tang, Yi
20
Ammann, Manuel
19
Engle, Robert F.
19
Umutlu, Mehmet
18
Zhang, Yaojie
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Hoesli, Martin
17
Hyde, Stuart
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Lux, Thomas
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Ma, Feng
17
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Chiang, Thomas C.
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Li, Youwei
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Paolella, Marc S.
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Rodney L. White Center for Financial Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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School of Accounting, Finance and Economics <Perth, Western Australia>
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University of Reading / Department of Economics
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Institut für Weltwirtschaft
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Karlsruher Institut für Technologie
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London School of Economics and Political Science
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Loughborough University / Department of Economics
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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Finance research letters
186
Journal of banking & finance
157
International review of financial analysis
156
Journal of financial economics
145
Journal of empirical finance
140
International review of economics & finance : IREF
131
Applied economics
117
NBER working paper series
114
Working paper / National Bureau of Economic Research, Inc.
111
Applied economics letters
98
The North American journal of economics and finance : a journal of financial economics studies
91
Applied financial economics
90
Journal of international financial markets, institutions & money
87
Economic modelling
86
NBER Working Paper
86
Pacific-Basin finance journal
82
Research in international business and finance
80
The European journal of finance
75
Energy economics
62
Review of quantitative finance and accounting
62
Journal of international money and finance
61
Management science : journal of the Institute for Operations Research and the Management Sciences
61
Economics letters
59
Journal of econometrics
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Working paper
46
Journal of risk and financial management : JRFM
45
Journal of financial markets
43
Research paper series / Swiss Finance Institute
43
Cogent economics & finance
41
International journal of economics and finance
41
Journal of financial and quantitative analysis : JFQA
38
The journal of finance : the journal of the American Finance Association
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Finance and economics discussion series
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
36
Journal of forecasting
36
CESifo working papers
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International journal of forecasting
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1
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
2
Learning about the interdependence between the macroeconomy and the stock market
Milani, Fabio
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 223-242
Persistent link: https://www.econbiz.de/10011748427
Saved in:
3
Financial market volatility, macroeconomic fundamentals and investor sentiment
Chiu, Ching Wai Jeremy
;
Harris, Richard D. F.
;
Stoja, …
-
2016
Persistent link: https://www.econbiz.de/10011557381
Saved in:
4
Financial market volatility, macroeconomic fundamentals and investor sentiment
Chiu, Ching Wai Jeremy
;
Harris, Richard D. F.
;
Stoja, …
- In:
Journal of banking & finance
92
(
2018
),
pp. 130-145
Persistent link: https://www.econbiz.de/10011964550
Saved in:
5
Investigating the drivers of international comovement in real financial asset returns
McKinnon, Kate
-
2019
Persistent link: https://www.econbiz.de/10012224630
Saved in:
6
Cross-sectional factor dynamics and momentum returns
Avramov, Doron
;
Hore, Satadru
- In:
Journal of financial markets
32
(
2017
),
pp. 69-96
Persistent link: https://www.econbiz.de/10011814969
Saved in:
7
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
8
What Difference Fat Tails Make : A Bayesian MCMC
Estimation
of Empirical Asset Pricing Models
Glabadanidis, Paskalis
-
2017
This chapter presents an empirical application of Bayesian MCMC
estimation
to the three main asset pricing models in …
Persistent link: https://www.econbiz.de/10012949435
Saved in:
9
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
10
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
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