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Theorie
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Diebold, Francis X.
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144
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117
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108
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101
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100
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97
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94
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92
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87
Härdle, Wolfgang
86
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83
Gupta, Rangan
83
Koopman, Siem Jan
83
Stambaugh, Robert F.
80
Bollerslev, Tim
79
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78
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77
Swanson, Norman R.
75
Kilian, Lutz
73
Satchell, Stephen
73
Koop, Gary
67
Ravazzolo, Francesco
67
Schorfheide, Frank
67
Hendry, David F.
66
Pierdzioch, Christian
66
Hansen, Lars Peter
63
Herwartz, Helmut
63
Hyndman, Rob J.
62
Ludwig, Alexander
61
Cochrane, John H.
60
Ferson, Wayne E.
59
Engle, Robert F.
58
Lo, Andrew W.
58
Harvey, Campbell R.
57
Chiarella, Carl
56
Epstein, Larry G.
56
Ghysels, Eric
56
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56
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National Bureau of Economic Research
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36
Springer Fachmedien Wiesbaden
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Federal Reserve System / Board of Governors
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Edward Elgar Publishing
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Verlag Dr. Kovač
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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International Monetary Fund
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Erasmus Research Institute of Management
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International journal of forecasting
733
Discussion paper / Centre for Economic Policy Research
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Economics letters
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466
Applied economics
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CESifo working papers
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European journal of operational research : EJOR
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Journal of banking & finance
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Journal of economic dynamics & control
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Economic modelling
355
Discussion paper series / IZA
347
Insurance / Mathematics & economics
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Journal of econometrics
340
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
323
Journal of financial economics
323
Finance research letters
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Applied economics letters
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The journal of finance : the journal of the American Finance Association
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Discussion paper / Tinbergen Institute
298
The review of financial studies
292
Journal of international money and finance
272
Discussion papers / CEPR
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of empirical finance
251
Journal of monetary economics
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Discussion paper
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Europäische Hochschulschriften / 5
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Journal of applied econometrics
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International review of economics & finance : IREF
218
Journal of economic theory
210
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
202
International review of financial analysis
196
Risks : open access journal
192
Energy economics
191
European economic review : EER
185
The American economic review
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ECONIS (ZBW)
68,934
EconStor
1,187
OLC EcoSci
16
RePEc
8
ArchiDok
4
USB Cologne (EcoSocSci)
1
Showing
1
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10
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1
Measuring the systematic
risk
of stocks using the capital asset pricing model
John, Abonongo
;
J., Ackora-Prah
;
Boateng, Kwasi
- In:
Journal of investment and management : JIM
6
(
2017
)
1
,
pp. 13-21
Persistent link: https://www.econbiz.de/10011780109
Saved in:
2
An empirical analysis of segmented pricing of bond systematic
risk
Benzschawel, Terry
;
Fu, Liang
;
Murphy, Austin
- In:
Credit and capital markets : Kredit und Kapital
47
(
2014
)
3
,
pp. 439-464
Persistent link: https://www.econbiz.de/10010433255
Saved in:
3
Measuring the stock's factor beta and identifying
risk
factors under market inefficiency
Semenov, Andrei
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 635-649
Persistent link: https://www.econbiz.de/10012655588
Saved in:
4
Beta dispersion and market timing
Kuntz, Laura-Chloé
- In:
Journal of empirical finance
59
(
2020
),
pp. 235-256
Persistent link: https://www.econbiz.de/10012437978
Saved in:
5
Monthly beta forecasting with low-, medium- and high-frequency stock returns
Cenesizoglu, Tolga
;
Liu, Qianqiu
;
Reeves, Jonathan J.
; …
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011595959
Saved in:
6
Implied volatility and the cross section of stock returns in the UK
Poshakwale, Sunil S.
;
Chandorkar, Pankaj
;
Agarwal, Vineet
- In:
Research in international business and finance
48
(
2019
),
pp. 271-286
Persistent link: https://www.econbiz.de/10012135913
Saved in:
7
Using accounting earnings and aggregate economic indicators to estimate firm-level systematic
risk
Ball, Ray
;
Sadka, Gil
;
Tseng, Ayung
- In:
Review of accounting studies
27
(
2022
)
2
,
pp. 607-646
Persistent link: https://www.econbiz.de/10013273522
Saved in:
8
Comments on: Nonparametric tail
risk
, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
This paper contains comments on Nonparametric Tail
Risk
, Stock Returns and the Macroeconomy …
Persistent link: https://www.econbiz.de/10011518800
Saved in:
9
Comment on: nonparametric tail
risk
, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
10
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
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