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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"The European journal of finance"
~source:"econis"
~subject:"Bildungsertrag"
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Volatility
Bildungsertrag
Estimation
551
Schätzung
551
Theorie
211
Theory
211
USA
111
United States
111
Capital income
74
Kapitaleinkommen
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Copeland, Laurence S.
3
Ap Gwilym, Owain
2
Fong, Wai-mun
2
Gupta, Rangan
2
Koutmos, Gregory
2
Pierdzioch, Christian
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1
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Alireza Zarei
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1
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1
Bollerslev, Tim
1
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1
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1
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1
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1
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Journal of applied econometrics
The European journal of finance
Discussion paper series / IZA
319
Working paper / National Bureau of Economic Research, Inc.
168
NBER working paper series
163
Applied economics
159
NBER Working Paper
155
Energy economics
142
Economic modelling
122
Finance research letters
119
International review of economics & finance : IREF
111
Journal of econometrics
111
IZA Discussion Paper
107
Applied economics letters
102
International review of financial analysis
102
Economics of education review
101
Working paper
99
The North American journal of economics and finance : a journal of financial economics studies
96
CESifo working papers
89
Journal of banking & finance
84
Discussion paper / Centre for Economic Policy Research
83
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
80
Applied financial economics
75
Economics letters
74
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
The journal of futures markets
60
Discussion paper
55
Journal of risk and financial management : JRFM
55
International journal of forecasting
46
International journal of finance & economics : IJFE
44
Labour economics : official journal of the European Association of Labour Economists
44
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
The efficacy of ability proxies for estimating the returns to schooling : a factor model-based evaluation
Kejriwal, Mohitosh
;
Li, Xiaoxiao
;
Nguyen, Linh
;
Totty, Evan
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10014474429
Saved in:
3
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
4
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:
5
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
6
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:
7
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
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8
Are there no wage returns to compulsory schooling in Germany? : a reassessment
Cygan-Rehm, Kamila
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 218-223
Persistent link: https://www.econbiz.de/10013165222
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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