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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Journal of banking & finance"
~subject:"Yield curve"
~type_genre:"Article in journal"
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Volatility
Yield curve
Estimation
791
Schätzung
790
Theorie
261
Theory
261
USA
148
United States
148
Capital income
146
Kapitaleinkommen
146
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Prokopczuk, Marcel
5
Wese Simen, Chardin
4
Bianchi, Robert
2
Dewachter, Hans
2
Hautsch, Nikolaus
2
Iania, Leonardo
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Jung, Robert
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Li, Junye
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Maltritz, Dominik
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Annaert, Jan
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Avouyi-Dovi, Sanvi
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Journal of applied econometrics
Journal of banking & finance
Applied economics
148
Energy economics
144
International review of economics & finance : IREF
137
Finance research letters
134
Economic modelling
129
International review of financial analysis
112
Journal of econometrics
110
The North American journal of economics and finance : a journal of financial economics studies
107
Applied economics letters
96
Journal of empirical finance
96
Applied financial economics
93
Journal of international money and finance
92
Journal of international financial markets, institutions & money
80
Research in international business and finance
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Economics letters
66
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
International journal of forecasting
52
The European journal of finance
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
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
Pacific-Basin finance journal
36
Quantitative finance
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Journal of forecasting
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
34
International journal of economics and financial issues : IJEFI
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The journal of finance : the journal of the American Finance Association
33
Journal of financial econometrics
32
Econometric reviews
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Cogent economics & finance
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ECONIS (ZBW)
143
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
9
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
10
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
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