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Stock market indices and sustainability : a comparison between them
Dios-Alija, Teresa de; Río Caballero, Marta del; … - In: Journal of sustainable finance & investment 14 (2024) 3, pp. 642-657
Persistent link: https://www.econbiz.de/10015053395
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Bonferroni type tests for return predictability and the initial condition
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
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The leverage effect puzzle under semi-nonparametric stochastic volatility models
Chen, Dachuan; Li, Chenxu; Tang, Cheng Yong; Yan, Jun - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 548-562
Persistent link: https://www.econbiz.de/10015053427
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Adaptive testing for alphas in high-dimensional factor pricing models
Xia, Qiang; Zhang, Xianyang - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 640-653
Persistent link: https://www.econbiz.de/10015053435
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Modeling extreme events : time-varying extreme tail shape
D'Innocenzo, Enzo; Lucas, André; Schwaab, Bernd; Zhang, Xin - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 903-917
Persistent link: https://www.econbiz.de/10015053506
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Tests for jumps in yield spreads
Winkelmann, Lars; Yao, Wenying - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 946-957
Persistent link: https://www.econbiz.de/10015053510
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Return connectedness of green bonds and financial investment channels in China : implications for hedging and regulation
Xu, Danyang; Hu, Yang; Corbet, Shaen; Lang, Chunlin - In: Research in international business and finance 70 (2024) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10015053793
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Volatility and the pricing kernel
Schreindorfer, David; Sichert, Tobias - 2022 - This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
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Labor market information and predictable returns
Kim, Jae Hyoung - 2022
Persistent link: https://www.econbiz.de/10013193960
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Do high-frequency data improve multivariate volatility forecasting for investors with different investment horizons?
Yu, Limin; Huang, Zhuo - 2022
Persistent link: https://www.econbiz.de/10015053841