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subject:"Agency theory"
subject:"Moral Hazard"
~isPartOf:"Economic modelling"
~subject:"Volatility"
~subject:"Volatilität"
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Agency theory
Moral Hazard
Volatility
Volatilität
Theorie
1,635
Theory
1,635
Estimation
191
Schätzung
191
Geldpolitik
145
Monetary policy
145
Time series analysis
112
Zeitreihenanalyse
112
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107
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107
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Sheng, Jiliang
3
Yang, Jun
3
Kiani, Khurshid M.
2
Li, Yong
2
Lin, Shih-kuei
2
Xiaoting Wang
2
Abbas, Qaisar
1
Agliari, Anna
1
Aguirre, Iñaki
1
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1
Alemany, Nuria
1
Ali Shah, Syed Zulfiqar
1
Amédée-Manesme, Charles-Olivier
1
An, Yunbi
1
Apergēs, Nikolaos
1
Aragó, Vicent
1
Avdoulas, Christos
1
Ayub, Usman
1
Azmat, Saad
1
Balke, Nathan S.
1
Barauskaite, Kristina
1
Barthélémy, Fabrice
1
Batabyal, Sourav
1
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1
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1
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1
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Economic modelling
NBER working paper series
271
Working paper / National Bureau of Economic Research, Inc.
270
NBER Working Paper
245
Discussion paper / Centre for Economic Policy Research
242
Economics letters
196
Journal of economic theory
186
Journal of banking & finance
157
CESifo working papers
151
Journal of economic behavior & organization : JEBO
132
Journal of econometrics
126
Journal of economic dynamics & control
111
Discussion paper / Tinbergen Institute
109
Journal of financial economics
108
The review of financial studies
104
Working paper
102
Finance research letters
98
Discussion paper series / IZA
97
European economic review : EER
93
Journal of empirical finance
86
The Rand journal of economics
86
Economic theory : official journal of the Society for the Advancement of Economic Theory
80
International review of economics & finance : IREF
79
Games and economic behavior
78
International journal of theoretical and applied finance
78
The journal of finance : the journal of the American Finance Association
76
International journal of forecasting
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
International review of financial analysis
73
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
71
Management science : journal of the Institute for Operations Research and the Management Sciences
71
The American economic review
69
Discussion paper
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Applied economics
66
Journal of international money and finance
66
The European journal of finance
65
International economic review
64
Europäische Hochschulschriften / 5
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Journal of institutional and theoretical economics : JITE
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ECONIS (ZBW)
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
3
Banking regulation and costless commitment contracts for time-inconsistent agents
Laureti, Carolina
;
Szafarz, Ariane
- In:
Economic modelling
129
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014472068
Saved in:
4
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
5
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
6
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
Saved in:
7
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
8
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
9
Unemployment insurance, mobile capital, output, and distributive effects
Lee, Kangoh
- In:
Economic modelling
115
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014228656
Saved in:
10
Unit roots in lower-bounded series with outliers
Alanya-Beltran, Willy
- In:
Economic modelling
115
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014228683
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