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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of banking & finance"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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Schock
Volatilität
Forecasting model
Estimation
434
Schätzung
433
Capital income
139
Kapitaleinkommen
139
Theorie
119
Theory
119
Börsenkurs
94
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149
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Prokopczuk, Marcel
4
Guo, Hui
3
Li, Junye
3
Wese Simen, Chardin
3
Zaremba, Adam
3
Hautsch, Nikolaus
2
Huang, Tao
2
Liu, Xiaochun
2
Maio, Paulo
2
Møller, Stig Vinther
2
Philip, Dennis
2
Rudolf, Markus
2
Umutlu, Mehmet
2
Zhu, Jie
2
Zhu, Xiaoneng
2
Ahmed, Shamim
1
Akdeniz, Levent
1
Altay-Salih, Aslihan
1
Alter, Adrian
1
Anderson, Heather M.
1
Andreou, Panayiotis C.
1
Annaert, Jan
1
Arismendi Zambrano, Juan Carlos
1
Atanasov, Victoria
1
Atilgan, Yigit
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Barinov, Alexander
1
Beckmann, Joscha
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Beetsma, Roel
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Beine, Michel
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1
Benth, Fred Espen
1
Berardi, Andrea
1
Bereskin, Fred
1
Berger, Tino
1
Berkman, Henk
1
Beyer, Andreas
1
Bezemer, Dirk Johan
1
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Journal of banking & finance
Applied economics
239
Economic modelling
216
Energy economics
193
Finance research letters
189
International review of economics & finance : IREF
160
International journal of forecasting
155
Journal of econometrics
149
International review of financial analysis
148
Applied economics letters
145
The North American journal of economics and finance : a journal of financial economics studies
136
Economics letters
132
Journal of international money and finance
131
Journal of empirical finance
130
Journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Applied financial economics
96
Journal of international financial markets, institutions & money
93
Journal of financial economics
86
Research in international business and finance
85
Journal of economic dynamics & control
82
Journal of macroeconomics
75
Journal of risk and financial management : JRFM
74
The journal of futures markets
74
The European journal of finance
67
International journal of finance & economics : IJFE
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
Journal of applied econometrics
62
Macroeconomic dynamics
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Pacific-Basin finance journal
57
Journal of monetary economics
56
Journal of money, credit and banking : JMCB
55
Journal of international economics
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Management science : journal of the Institute for Operations Research and the Management Sciences
46
International Journal of Energy Economics and Policy : IJEEP
45
International journal of economics and finance
45
Quantitative finance
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ECONIS (ZBW)
149
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1
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
3
Does public corruption affect analyst forecast quality?
El Ghoul, Sadok
;
Guedhami, Omrane
;
Wei, Zuobao
;
Zhu, Yicheng
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486661
Saved in:
4
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
5
Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
Saved in:
6
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
7
Foreign exchange exposure and analysts' earnings forecasts
Yusoff, Iliyas
;
Chen, Chen
;
Lai, Karen
;
Naiker, Vic
; …
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248219
Saved in:
8
So sue me! : the cross section of stock returns related to patent infringement allegations
Bereskin, Fred
;
Hsu, Po-Hsuan
;
Latham, William R.
; …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248279
Saved in:
9
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
Saved in:
10
Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium
Park, Sunjin
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013448752
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