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subject:"EU-Staaten"
~isPartOf:"The European journal of finance"
~subject:"Großbritannien"
~subject:"Volatilität"
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EU-Staaten
Großbritannien
Volatilität
Estimation
194
Schätzung
194
Theorie
69
Theory
69
Capital income
67
Kapitaleinkommen
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Copeland, Laurence S.
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Koutmos, Gregory
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Ap Gwilym, Owain
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Choudhry, Taufiq
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Fassas, Athanasios P.
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The European journal of finance
Discussion paper series / IZA
324
Applied economics
309
Discussion paper / Centre for Economic Policy Research
230
CESifo working papers
217
Economic modelling
212
Working paper / National Bureau of Economic Research, Inc.
167
Energy economics
163
NBER working paper series
160
Working paper
156
Applied economics letters
152
International review of economics & finance : IREF
148
NBER Working Paper
146
Finance research letters
137
Journal of international money and finance
134
IZA Discussion Paper
132
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130
Applied financial economics
126
International review of financial analysis
121
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
118
Journal of banking & finance
114
Journal of econometrics
114
The North American journal of economics and finance : a journal of financial economics studies
114
Economics letters
108
Working paper series / European Central Bank
99
Discussion paper / Tinbergen Institute
94
Journal of empirical finance
94
Journal of international financial markets, institutions & money
89
Research in international business and finance
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
International journal of finance & economics : IJFE
75
The journal of futures markets
74
Discussion papers / Deutsches Institut für Wirtschaftsforschung
67
CESifo Working Paper Series
66
Journal of risk and financial management : JRFM
62
ZEW discussion papers
61
European economic review : EER
59
ECB Working Paper
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International journal of forecasting
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ECONIS (ZBW)
77
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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 impact of uncertainty on money demand in the UK, US and Euro area
Bissoondeeal, Rakesh K.
;
Binner, Jane M.
;
Karoglou, Michail
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1866-1884
Persistent link: https://www.econbiz.de/10014388514
Saved in:
3
Euro area monetary asset demand and Divisia aggregates
Fleissig, Adrian R.
;
Jones, Barry E.
;
Darvas, Zsolt M.
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1885-1912
Persistent link: https://www.econbiz.de/10014388520
Saved in:
4
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:
5
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:
6
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
Saved in:
7
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
8
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
9
U.S. unconventional monetary policy and risk tolerance in major currency markets
Fassas, Athanasios P.
;
Kenourgios, Dimitris
;
Papadamou, …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 994-1008
Persistent link: https://www.econbiz.de/10012609247
Saved in:
10
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
Bonaccolto, G.
;
Caporin, Massimiliano
;
Zambon, N.
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1098-1116
Persistent link: https://www.econbiz.de/10012609265
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