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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~subject:"Wirkungsanalyse"
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Volatility
Aktienmarkt
Wirkungsanalyse
Estimation
551
Schätzung
551
Theorie
211
Theory
211
USA
111
United States
111
Capital income
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70
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Copeland, Laurence S.
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Gupta, Rangan
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Ap Gwilym, Owain
2
Coutts, J. Andrew
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Fong, Wai-mun
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Journal of applied econometrics
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
404
NBER working paper series
355
NBER Working Paper
323
Discussion paper series / IZA
313
Discussion paper / Centre for Economic Policy Research
249
Applied economics
225
Economic modelling
202
Finance research letters
184
International review of economics & finance : IREF
184
CESifo working papers
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Energy economics
173
Applied economics letters
165
International review of financial analysis
161
The North American journal of economics and finance : a journal of financial economics studies
134
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127
IZA Discussion Paper
125
Journal of banking & finance
124
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121
Journal of econometrics
119
Research in international business and finance
115
Journal of empirical finance
110
Journal of international financial markets, institutions & money
109
Journal of international money and finance
106
Economics letters
99
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88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Journal of risk and financial management : JRFM
77
ZEW discussion papers
74
International journal of economics and finance
70
International journal of finance & economics : IJFE
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Discussion paper / Tinbergen Institute
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Journal of financial economics
65
The journal of futures markets
64
Cogent economics & finance
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
CESifo Working Paper Series
54
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
119
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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
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
3
The impact of product and labour market reform on growth : evidence for OECD countries based on local projections
Haan, Jakob de
;
Wiese, Rasmus
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 746-770
Persistent link: https://www.econbiz.de/10013332684
Saved in:
4
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:
5
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
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6
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:
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
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
9
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
Saved in:
10
The relevance of banks to the European stock market
Kick, Andreas
;
Rottmann, Horst
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1432-1459
Persistent link: https://www.econbiz.de/10014323021
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