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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Yield curve"
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Volatility
Yield curve
Estimation
1,037
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1,036
Theorie
299
Theory
299
Capital income
224
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224
Börsenkurs
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Prokopczuk, Marcel
5
Wese Simen, Chardin
4
Narayan, Paresh Kumar
3
Afonso, António
2
Antonakakis, Nikolaos
2
Bianchi, Robert
2
Bley, Jorg
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2
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2
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2
Hou, Ai Jun
2
Iania, Leonardo
2
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2
Kanas, Angelos
2
Li, Junye
2
Lyrio, Marco
2
Ma, Feng
2
Maltritz, Dominik
2
McKenzie, Michael D.
2
Orlov, Alexei G.
2
Paschke, Raphael
2
Saad, Mohsen M.
2
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2
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2
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1
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1
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1
Aloui, Chaker
1
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1
Altay-Salih, Aslihan
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Journal of applied econometrics
Journal of banking & finance
Journal of international financial markets, institutions & money
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
112
Journal of econometrics
110
NBER working paper series
109
The North American journal of economics and finance : a journal of financial economics studies
107
NBER Working Paper
98
Journal of empirical finance
97
Applied economics letters
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Applied financial economics
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Working paper
94
Journal of international money and finance
92
Discussion paper / Centre for Economic Policy Research
73
Research in international business and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
CESifo working papers
67
Economics letters
66
Discussion paper / Tinbergen Institute
63
International journal of finance & economics : IJFE
62
The journal of futures markets
62
Journal of risk and financial management : JRFM
60
Journal of financial economics
58
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
53
The European journal of finance
53
International journal of forecasting
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of economic dynamics & control
45
Finance and economics discussion series
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Discussion paper
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
International journal of economics and finance
38
International Journal of Energy Economics and Policy : IJEEP
37
CAMA working paper series
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ECONIS (ZBW)
223
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
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
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
10
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
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