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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of banking & finance"
~subject:"Theory"
~type_genre:"Article in journal"
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Schock
Volatilität
Theory
Estimation
434
Schätzung
433
Capital income
139
Kapitaleinkommen
139
Theorie
119
Börsenkurs
94
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94
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Prokopczuk, Marcel
6
Wese Simen, Chardin
4
Chiang, Raymond
2
Clare, Andrew D.
2
Gouriéroux, Christian
2
Hautsch, Nikolaus
2
Li, Junye
2
Liu, Xiaochun
2
Min, Byoung-Kyu
2
Okunev, John
2
Paschke, Raphael
2
Qiu, Buhui
2
Rösch, Daniel
2
Thomas, Stephen
2
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1
Aharony, Joseph
1
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1
Akdeniz, Levent
1
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1
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1
Alter, Adrian
1
Anderson, Heather M.
1
Andreou, Panayiotis C.
1
Angbazo, Lazarus A.
1
Annaert, Jan
1
Apergēs, Nikolaos
1
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1
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1
Avouyi-Dovi, Sanvi
1
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1
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1
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1
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1
Beard, Thomas Randolph
1
Beckmann, Joscha
1
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1
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Journal of banking & finance
Applied economics
464
Economic modelling
319
Economics letters
280
Applied economics letters
249
Journal of econometrics
236
Journal of international money and finance
225
Energy economics
222
International review of economics & finance : IREF
216
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
Finance research letters
173
Journal of applied econometrics
164
Applied financial economics
156
International review of financial analysis
152
Journal of empirical finance
152
Journal of economic dynamics & control
151
Journal of macroeconomics
147
The North American journal of economics and finance : a journal of financial economics studies
145
Journal of monetary economics
122
Journal of financial economics
114
Journal of international economics
114
Macroeconomic dynamics
113
The review of economics and statistics
112
European economic review : EER
110
International journal of forecasting
106
International journal of finance & economics : IJFE
105
Journal of international financial markets, institutions & money
103
Journal of money, credit and banking : JMCB
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
99
The European journal of finance
98
The American economic review
91
The journal of futures markets
91
Journal of forecasting
90
The journal of finance : the journal of the American Finance Association
89
Journal of urban economics
87
Journal of risk and financial management : JRFM
84
Research in international business and finance
82
Econometric reviews
81
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
180
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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
Rational disposition effects : theory and evidence
Dorn, Daniel
;
Strobl, Günter
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014490096
Saved in:
3
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:
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
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:
6
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:
7
What drives the dispersion anomaly?
Min, Byoung-Kyu
;
Qiu, Buhui
;
Roh, Tai-Yong
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461874
Saved in:
8
Modeling and forecasting realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461907
Saved in:
9
Dynamic comovement among banks, systemic risk, and the macroeconomy
Kapinos, Pavel
;
Kishor, N. Kundan
;
Ma, Jun
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013461953
Saved in:
10
Testing factor models in the cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538943
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