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Estimation
USA
329,555
United States
291,020
Theorie
61,972
Theory
60,994
Prognoseverfahren
41,064
Volatility
40,757
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40,489
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40,072
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28,834
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18,465
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12,456
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12,126
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12,061
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11,556
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10,787
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10,710
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10,450
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10,161
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10,018
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9,996
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9,818
Vereinigte Staaten
8,664
Wechselkurs
8,610
Konjunktur
8,463
Exchange rate
8,305
Wirkungsanalyse
8,185
Business cycle
8,098
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8,080
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7,981
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7,523
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Gupta, Rangan
177
Caporale, Guglielmo Maria
146
McAleer, Michael
104
Gil-Alaña, Luis A.
99
Pierdzioch, Christian
80
Marcellino, Massimiliano
73
Heckman, James J.
66
Pesaran, M. Hashem
66
Koopman, Siem Jan
63
Bollerslev, Tim
61
Belke, Ansgar
58
Bahmani-Oskooee, Mohsen
53
Diebold, Francis X.
53
Wohar, Mark E.
53
McMillan, David G.
50
Hautsch, Nikolaus
49
Engle, Robert F.
48
Härdle, Wolfgang
48
Herwartz, Helmut
47
Balcilar, Mehmet
46
Timmermann, Allan
46
Cheung, Yin-Wong
43
Kilian, Lutz
43
Schorfheide, Frank
43
Hamermesh, Daniel S.
42
Miller, Stephen M.
42
Döpke, Jörg
41
Zaremba, Adam
40
Todorov, Viktor
39
Chinn, Menzie David
37
Ma, Feng
37
Bouri, Elie
35
Huber, Florian
35
Mumtaz, Haroon
35
Clark, Todd E.
34
Narayan, Paresh Kumar
34
Reitz, Stefan
34
Buch, Claudia M.
33
Chang, Chia-Lin
33
Ghysels, Eric
33
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National Bureau of Economic Research
285
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67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
Federal Reserve Bank of St. Louis
22
Federal Reserve Bank of San Francisco
17
Institut für Weltwirtschaft
17
Federal Reserve Bank of Cleveland
14
Johns Hopkins University / Department of Economics
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Federal Reserve Bank of New York
11
Federal Reserve System / Division of Research and Statistics
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Springer Fachmedien Wiesbaden
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Federal Reserve Bank of Chicago
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Verlag Dr. Kovač
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Center for the Study of Industrial Organisation
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Queen Mary College / Department of Economics
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Rodney L. White Center for Financial Research
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Rutgers University / Department of Economics
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University of Canterbury / Dept. of Economics and Finance
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University of Hong Kong / School of Economics and Finance
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Chambre de commerce et d'industrie de Paris
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Goethe-Universität Frankfurt am Main
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Innocenzo Gasparini Institute for Economic Research <Mailand>
5
John F. Kennedy School of Government
5
Massachusetts Institute of Technology / Department of Economics
5
National Institute of Economic and Social Research
5
State University of New York at Albany / Department of Economics
5
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Working paper / National Bureau of Economic Research, Inc.
1,546
Discussion paper / Centre for Economic Policy Research
458
Discussion paper series / IZA
439
Applied economics
425
NBER working paper series
275
Applied economics letters
249
CESifo working papers
229
Energy economics
219
Finance research letters
219
Working paper
214
Economic modelling
212
NBER Working Paper
208
Finance and economics discussion series
187
International review of economics & finance : IREF
187
Journal of banking & finance
185
Journal of econometrics
184
The review of economics and statistics
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
175
Applied financial economics
168
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
166
International journal of forecasting
166
Journal of international money and finance
166
Economics letters
159
International review of financial analysis
159
The journal of finance : the journal of the American Finance Association
158
The American economic review
155
The North American journal of economics and finance : a journal of financial economics studies
152
Journal of empirical finance
147
Journal of applied econometrics
136
The journal of futures markets
135
Journal of financial economics
133
Journal of forecasting
118
Discussion paper / Tinbergen Institute
110
Discussion paper
108
Journal of international financial markets, institutions & money
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Journal of money, credit and banking : JMCB
102
Journal of financial and quantitative analysis : JFQA
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The review of financial studies
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Research in international business and finance
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Journal of monetary economics
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ECONIS (ZBW)
27,782
RePEc
2
BASE
1
EconStor
1
ArchiDok
1
Other ZBW resources
1
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10
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27,788
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date (oldest first)
1
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
2
Does the
volatility
of
volatility
risk forecast future stock returns?
Bu, Ruijun
;
Fu, Xi
;
Jawadi, Fredj
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 16-36
Persistent link: https://www.econbiz.de/10012128269
Saved in:
3
Informed trading in the options market and stock return predictability
Han, Joongho
;
Kim, Da-Hea
;
Byun, Suk Joon
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Saved in:
4
Psychological barriers and option pricing
Jang, Bong-Gyu
;
Kim, Changki
;
Kim, Kyeong Tae
;
Lee, Seungkyu
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 52-74
Persistent link: https://www.econbiz.de/10011346173
Saved in:
5
The pricing of catastrophe equity put options with default risk
Wang, Xingchun
- In:
International review of finance
16
(
2016
)
2
,
pp. 181-201
Persistent link: https://www.econbiz.de/10011713671
Saved in:
6
The impact of jumps and leverage in forecasting co-
volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
7
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2016
Persistent link: https://www.econbiz.de/10011540476
Saved in:
8
A slowly evolving mean of the price-to-dividend ratio, its economic influences and predictive power for stock returns
Herwartz, Helmut
;
Rengel, Malte
;
Fang, Xu
- In:
An analysis of long-term influences on financial …
,
(pp. 7-41)
.
2014
Persistent link: https://www.econbiz.de/10010480408
Saved in:
9
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
10
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
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