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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Geldpolitik"
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Volatility
Geldpolitik
Estimation
1,086
Schätzung
1,086
Theorie
284
Theory
284
USA
199
United States
199
Time series analysis
113
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113
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112
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112
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106
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106
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100
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Liesenfeld, Roman
3
Marcellino, Massimiliano
3
Edwards, Jeffrey A.
2
Hafner, Christian M.
2
Kanas, Angelos
2
Klaassen, Franc
2
Poon, Aubrey
2
Zhang, Chengsi
2
Abo-Zaid, Salem
1
Abubaker, Riyad
1
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1
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1
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1
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1
Andersen, Torben
1
Aragón, Edilean Kleber da Silva Bejarano
1
Arghyrou, Michael Georgiou
1
Arin, Kerim Peren
1
Arteche, Josu
1
Aßmann, Christian
1
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1
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1
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1
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1
Baum, Christopher F.
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1
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1
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1
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1
Bollerslev, Tim
1
Boulware, Karl David
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Journal of applied econometrics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
The journal of futures markets
60
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
48
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ECONIS (ZBW)
122
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11
Measuring the neutral real interest rate in Brazil : a semi-structural open economy framework
Neto, Alberto Ronchi
;
Candido, Osvaldo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 651-667
Persistent link: https://www.econbiz.de/10012219146
Saved in:
12
Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535
Saved in:
13
Dynamic long-range dependences in the Swiss stock market
Ferreira, Paulo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1541-1573
Persistent link: https://www.econbiz.de/10012219657
Saved in:
14
Expiration day effects on European trading volumes
Batrinca, Bogdan
;
Hesse, Christian W.
;
Treleaven, Philip C.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1603-1638
Persistent link: https://www.econbiz.de/10012219670
Saved in:
15
Does monetary policy react asymmetrically to exchange rate misalignments? : evidence for South Africa
Mateane, Lebogang
;
Proaño Acosta, Christian
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1639-1658
Persistent link: https://www.econbiz.de/10012219671
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16
Monetary shocks and job flows : evidence from disaggregated data
Karaki, Mohamad B.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
6
,
pp. 2911-2936
Persistent link: https://www.econbiz.de/10012257375
Saved in:
17
A threshold unobserved components model of housing bubbles : timings and effectiveness of monetary policies
Huang, MeiChi
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
2
,
pp. 887-908
Persistent link: https://www.econbiz.de/10012259933
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18
The credit supply channel of monetary policy : evidence from a FAVAR model with sign restrictions
Holguín, Juan S.
;
Uribe, Jorge
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2443-2472
Persistent link: https://www.econbiz.de/10012315859
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19
A comment on interest rate pass-through : a non-normal approach
Oh, Dong-Yop
;
Lee, Hyejin
;
Boulware, Karl David
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
4
,
pp. 2017-2035
Persistent link: https://www.econbiz.de/10012305127
Saved in:
20
Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828-1915
Freire, Gustavo
;
Resende, Marcelo
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 3063-3084
Persistent link: https://www.econbiz.de/10012504357
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