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isPartOf:"Review of world economics"
subject:"OECD-Staaten"
~isPartOf:"The journal of futures markets"
~subject:"Manufacturing industries"
~subject:"Volatility"
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OECD-Staaten
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Estimation
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Wagner, Joachim
4
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Review of world economics
The journal of futures markets
Applied economics
231
Working paper / National Bureau of Economic Research, Inc.
176
Energy economics
170
NBER working paper series
163
CESifo working papers
161
Economic modelling
159
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139
Applied economics letters
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Finance research letters
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International review of economics & finance : IREF
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104
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103
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103
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92
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88
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87
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83
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82
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
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75
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73
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68
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65
IZA Discussion Paper
58
Journal of risk and financial management : JRFM
54
International journal of finance & economics : IJFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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International Journal of Energy Economics and Policy : IJEEP
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CESifo Working Paper Series
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1
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
2
Does import competition drive productivity growth? : evidence from Hungary's pre-accession import tariffs
Maduko, Franklin Okechukwu
- In:
Review of world economics
159
(
2023
)
2
,
pp. 437-466
Persistent link: https://www.econbiz.de/10014308067
Saved in:
3
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
4
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
5
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
6
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
7
Currency concentration in sovereign debt, exchange rate cyclicality, and volatility in consumption
Fujii, Eiji
- In:
Review of world economics
160
(
2024
)
1
,
pp. 169-192
Persistent link: https://www.econbiz.de/10014504933
Saved in:
8
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
9
Evolution of the effects of mineral commodity prices on fiscal fluctuations : empirical evidence from TVP-VAR-SV models for Peru
Urbina, Dante A.
;
Rodriguez, Gabriel
- In:
Review of world economics
159
(
2023
)
1
,
pp. 153-184
Persistent link: https://www.econbiz.de/10014307241
Saved in:
10
Time changing effects of external shocks on macroeconomic fluctuations in Peru : empirical application using regime-switching VAR models with stochastic volatility
Chávez, Paulo
;
Rodriguez, Gabriel
- In:
Review of world economics
159
(
2023
)
2
,
pp. 505-544
Persistent link: https://www.econbiz.de/10014308071
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