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isPartOf:"Journal of money, credit and banking : JMCB"
subject:"Forecasting model"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of international money and finance"
~subject:"Volatility"
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Forecasting model
Volatility
Estimation
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Ravazzolo, Francesco
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Journal of money, credit and banking : JMCB
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international money and finance
Applied economics
184
Finance research letters
178
Energy economics
169
Economic modelling
160
International journal of forecasting
155
International review of financial analysis
142
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142
International review of economics & finance : IREF
140
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137
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128
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ECONIS (ZBW)
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1
Changing impact of shocks : a time-varying proxy svar approach
Mumtaz, Haroon
;
Petrova, Katerina
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
2/3
,
pp. 635-654
Persistent link: https://www.econbiz.de/10014306066
Saved in:
2
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
3
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
4
Is the Bank of Canada concerned about inflation or the state of the economy?
Pang, Ke
;
Shiamptanis, Christos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451379
Saved in:
5
Conditional mean reversion of financial ratios and the predictability of returns
Boucher, Christophe
;
Jasinski, A.
;
Tokpavi, S.
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
Saved in:
6
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
7
Explaining monetary spillovers : the matrix reloaded
Kearns, Jonathan
;
Schrimpf, Andreas
;
Xia, Fan Dora
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
6
,
pp. 1535-1568
Persistent link: https://www.econbiz.de/10014364322
Saved in:
8
The time-varying response of hours worked to a productivity shock
Li, Huachen
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
7
,
pp. 1907-1935
Persistent link: https://www.econbiz.de/10014436110
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9
Does the exchange rate respond to monetary policy in Mexico? : solving an exchange rate puzzle in emerging markets
Solís, Pavel
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
8
,
pp. 2093-2113
Persistent link: https://www.econbiz.de/10014436137
Saved in:
10
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
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