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subject:"Prinzipal-Agent-Theorie"
subject:"Vertrag"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of financial economics"
~subject:"Volatilität"
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Prinzipal-Agent-Theorie
Vertrag
Volatilität
Theorie
2,520
Theory
2,520
Estimation
275
Schätzung
275
CAPM
187
United States
186
USA
185
Portfolio selection
178
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174
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97
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93
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Yang, Jun
4
Sheng, Jiliang
3
Aït-Sahalia, Yacine
2
Brandt, Michael W.
2
Brockman, Paul
2
Christoffersen, Peter F.
2
Collin-Dufresne, Pierre
2
Della Corte, Pasquale
2
Giglio, Stefano
2
Gryglewicz, Sebastian
2
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2
Kelly, Bryan T.
2
Kiani, Khurshid M.
2
Li, Yong
2
Lin, Shih-kuei
2
Mayer, Simon
2
Moreira, Alan
2
Morellec, Erwan
2
Pan, Jun
2
Panageas, Stauros
2
Shleifer, Andrei
2
Xiaoting Wang
2
Abbas, Qaisar
1
Agliari, Anna
1
Aguirre, Iñaki
1
Ai, Hengjie
1
Alemany, Nuria
1
Ali Shah, Syed Zulfiqar
1
Amédée-Manesme, Charles-Olivier
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An, Yunbi
1
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1
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1
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1
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Economic modelling
Journal of financial economics
NBER working paper series
249
Working paper / National Bureau of Economic Research, Inc.
244
NBER Working Paper
226
Discussion paper / Centre for Economic Policy Research
189
Economics letters
178
Journal of economic theory
163
Journal of banking & finance
141
Journal of econometrics
125
Journal of economic behavior & organization : JEBO
124
CESifo working papers
114
Journal of economic dynamics & control
111
Discussion paper / Tinbergen Institute
104
Working paper
95
Finance research letters
94
The review of financial studies
91
Journal of empirical finance
86
European economic review : EER
83
The Rand journal of economics
79
International journal of theoretical and applied finance
78
International review of economics & finance : IREF
75
International journal of forecasting
74
International review of financial analysis
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
The American economic review
73
Economic theory : official journal of the Society for the Advancement of Economic Theory
72
Europäische Hochschulschriften / 5
72
Management science : journal of the Institute for Operations Research and the Management Sciences
71
The journal of law, economics, & organization
70
Discussion paper series / IZA
69
Games and economic behavior
67
Journal of international money and finance
66
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
65
Applied economics
64
The European journal of finance
64
The journal of finance : the journal of the American Finance Association
64
Journal of institutional and theoretical economics : JITE
63
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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
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
7
Volatility and informativeness
Dávila, Eduardo
;
Parlatore, Cecilia
- In:
Journal of financial economics
147
(
2023
)
3
,
pp. 550-572
Persistent link: https://www.econbiz.de/10014249458
Saved in:
8
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:
9
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:
10
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
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