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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Yield curve"
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Volatility
Yield curve
Estimation
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Prokopczuk, Marcel
5
Wese Simen, Chardin
4
Bianchi, Robert
3
Iania, Leonardo
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Li, Junye
3
Liu, Xiaochun
3
Berger, Tino
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Journal of applied econometrics
Journal of banking & finance
Journal of economic dynamics & control
Applied economics
148
Energy economics
144
International review of economics & finance : IREF
137
Finance research letters
134
Economic modelling
129
Working paper / National Bureau of Economic Research, Inc.
114
International review of financial analysis
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Journal of econometrics
110
NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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NBER Working Paper
98
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Applied economics letters
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Economics letters
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International journal of finance & economics : IJFE
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The journal of futures markets
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Journal of risk and financial management : JRFM
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Journal of financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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International journal of forecasting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Finance and economics discussion series
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Discussion paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of economics and finance
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
3
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:
4
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:
5
Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
Saved in:
6
The risk premium in New Keynesian DSGE models : the cost of inflation channel
Iania, Leonardo
;
Tretiakov, Pavel
;
Wouters, Rafael
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014479642
Saved in:
7
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
8
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
9
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
10
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
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