The DOI matches its Crossref record; 64 of the 64 references it cites were found in a registry or an index.
Predictive regressions with time-varying coefficients
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Cites
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
Campbell, J. Y., & Cochrane, J. H. (1999) · Journal of Political Economy · doi:10.1086/250059 · Cited by 5,210
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
Bansal, R., & Yaron, A. (2004) · The Journal of Finance · doi:10.1111/j.1540-6261.2004.00670.x · Cited by 4,242
Empirical exchange rate models of the seventies
Meese, R. A., & Rogoff, K. (1983) · Journal of International Economics · doi:10.1016/0022-1996(83)90017-x · Cited by 4,107
A comprehensive look at the empirical performance of equity premium prediction
Welch, I., & Goyal, A. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm014 · Cited by 3,987
Time Varying Structural Vector Autoregressions and Monetary Policy
Primiceri, G. E. (2005) · The Review of Economic Studies · doi:10.1111/j.1467-937x.2005.00353.x · Cited by 3,030
Predicting excess stock returns out of sample: Can anything beat the historical average?
Campbell, J. Y., & Thompson, S. B. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm055 · Cited by 2,919
Consumption, Aggregate Wealth, and Expected Stock Returns
Lettau, M., & Ludvigson, S. (2001) · The Journal of Finance · doi:10.1111/0022-1082.00347 · Cited by 2,180
Drifts and volatilities: monetary policies and outcomes in the post WWII US
Cogley, T., & Sargent, T. J. (2005) · Review of Economic Dynamics · doi:10.1016/j.red.2004.10.009 · Cited by 1,933
Bayesian Forecasting and Dynamic Models
(1997) · Springer Series in Statistics · doi:10.1007/b98971 · Cited by 1,917
Bayesian Model Averaging for Linear Regression Models
Raftery, A. E., Hoeting, J. A., & Madigan, D. (1997) · Cited by 1,746
Cited by
International Stock Return Predictability: What Is the Role of the United States?
RAPACH, D. E., STRAUSS, J. K., & ZHOU, G. (2013) · The Journal of Finance · doi:10.1111/jofi.12041 · Cited by 678
Rapach, D., & Zhou, G. (2013) · Handbook of Economic Forecasting · doi:10.1016/b978-0-444-53683-9.00006-2 · Cited by 613
Time‐Varying Fund Manager Skill
KACPERCZYK, M., NIEUWERBURGH, S. V., & VELDKAMP, L. (2014) · The Journal of Finance · doi:10.1111/jofi.12084 · Cited by 530
Bond Risk Premiums with Machine Learning
Bianchi, D., Büchner, M., & Tamoni, A. (2021) · The Review of Financial Studies · doi:10.1093/rfs/hhaa062 · Cited by 409
Sparse Signals in the Cross‐Section of Returns
CHINCO, A., CLARK‐JOSEPH, A. D., & YE, M. (2019) · The Journal of Finance · doi:10.1111/jofi.12733 · Cited by 284
Metadata
- Authors
- Dangl, T., & Halling, M.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2012-10
- Volume
- 106
- Issue
- 1
- Pages
- 157-181
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3124467146
- Cited by
- 548
- References
- 64
- FWCI
- 42.98
- Type
- journal article
- Language
- en
- Open access
- green
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
