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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~subject:"Economic growth"
~subject:"Time series analysis"
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Volatilität
Economic growth
Time series analysis
Estimation
434
Schätzung
433
Capital income
139
Kapitaleinkommen
139
Theorie
119
Theory
119
Börsenkurs
94
Share price
94
Volatility
83
Forecasting model
77
Prognoseverfahren
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Article in journal
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105
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Prokopczuk, Marcel
4
Wese Simen, Chardin
3
Bremus, Franziska
2
Hautsch, Nikolaus
2
Li, Junye
2
Strohsal, Till
2
Ahmed, Shamim
1
Akdeniz, Levent
1
Altay-Salih, Aslihan
1
Anderson, Heather M.
1
Andreou, Panayiotis C.
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1
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1
Atilgan, Yigit
1
Avouyi-Dovi, Sanvi
1
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1
Baik, Hyeoncheol
1
Barinov, Alexander
1
Basse, Tobias
1
Beck, Thorsten
1
Beetsma, Roel
1
Beine, Michel
1
Bekiros, Stelios D.
1
Benth, Fred Espen
1
Berardi, Andrea
1
Berger, Tino
1
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1
Bianchi, Robert
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1
Chang, Charles
1
Chang, Ming-Jen
1
Chavez-Demoulin, Valerie
1
Chen, Jingjing
1
Chen, Shikuan
1
Chen, Sipeng
1
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Journal of banking & finance
Applied economics
316
Economic modelling
274
Applied economics letters
221
Energy economics
218
Journal of econometrics
167
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
166
International review of economics & finance : IREF
162
Economics letters
161
Finance research letters
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
129
International Journal of Energy Economics and Policy : IJEEP
119
International review of financial analysis
118
The North American journal of economics and finance : a journal of financial economics studies
116
International journal of economics and financial issues : IJEFI
105
International journal of forecasting
104
Applied financial economics
101
Journal of international money and finance
98
The empirical economics letters : a monthly international journal of economics
97
Journal of empirical finance
94
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
International journal of economics and finance
89
Research in international business and finance
89
Journal of international financial markets, institutions & money
86
Journal of risk and financial management : JRFM
85
Cogent economics & finance
79
International journal of finance & economics : IJFE
75
Journal of forecasting
71
Journal of applied econometrics
70
Journal of macroeconomics
68
The journal of futures markets
65
Theoretical and applied economics : GAER review
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Economies : open access journal
59
Econometric reviews
58
Macroeconomic dynamics
58
The European journal of finance
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
Journal of economic dynamics & control
51
Empirical economics : a quarterly journal of the Institute for Advanced Studies
49
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ECONIS (ZBW)
105
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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
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:
4
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:
5
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:
6
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
Saved in:
7
Return decomposition over the business cycle
Cenesizoglu, Tolga
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013533426
Saved in:
8
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
9
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
10
Breaking VIX at open : Evidence of uncertainty creation and resolution
Chen, Jingjing
;
Jiang, George J.
;
Yuan, Chaowen
;
Zhu, …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816579
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