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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"The journal of futures markets"
~subject:"Geldpolitik"
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Volatility
Geldpolitik
Estimation
1,274
Schätzung
1,274
Theorie
323
Theory
323
USA
281
United States
281
Welt
131
World
131
Volatilität
127
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Liesenfeld, Roman
3
Marcellino, Massimiliano
3
Agarwalla, Sobhesh Kumar
2
Ederington, Louis H.
2
Edwards, Jeffrey A.
2
Fonseca, José da
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2
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1
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1
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Journal of applied econometrics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The journal of futures markets
Economic modelling
196
Applied economics
191
Energy economics
148
NBER working paper series
142
Working paper / National Bureau of Economic Research, Inc.
136
International review of economics & finance : IREF
135
Finance research letters
133
NBER Working Paper
131
Journal of international money and finance
129
Working paper
121
The North American journal of economics and finance : a journal of financial economics studies
120
CESifo working papers
117
Applied economics letters
115
International review of financial analysis
109
Journal of econometrics
106
Discussion paper / Centre for Economic Policy Research
104
Journal of banking & finance
99
Economics letters
97
Journal of empirical finance
85
Applied financial economics
83
Discussion papers / CEPR
83
Journal of international financial markets, institutions & money
79
Research in international business and finance
77
Journal of economic dynamics & control
72
Discussion paper
71
Working paper series / European Central Bank
71
Journal of macroeconomics
70
Discussion paper / Tinbergen Institute
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Journal of risk and financial management : JRFM
61
International journal of finance & economics : IJFE
57
Journal of monetary economics
55
Finance and economics discussion series
52
The European journal of finance
52
Macroeconomic dynamics
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
CAMA working paper series
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ECONIS (ZBW)
182
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1
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
2
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
3
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
4
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
5
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
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6
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
7
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
Saved in:
8
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
9
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
10
Inattention and the impact of monetary policy
An, Zidong
;
Abo-Zaid, Salem
;
Sheng, Xuguang
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 623-643
Persistent link: https://www.econbiz.de/10014288031
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