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subject:"Volatilität"
type_genre:"Article in journal"
~subject:"Geldpolitik"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Estimation"
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Volatilität
Geldpolitik
Time series analysis
USA
Estimation
51,024
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50,957
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11,241
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11,241
United States
7,009
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4,788
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4,756
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4,706
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4,705
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4,554
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4,140
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Gupta, Rangan
111
Gil-Alaña, Luis A.
99
Bahmani-Oskooee, Mohsen
69
Caporale, Guglielmo Maria
62
Wohar, Mark E.
46
Tiwari, Aviral Kumar
40
Balcilar, Mehmet
30
Belke, Ansgar
29
Chang, Tsangyao
29
Pierdzioch, Christian
29
Apergēs, Nikolaos
28
Bollerslev, Tim
28
Moosa, Imad A.
28
Ma, Feng
27
Bouri, Elie
25
McAleer, Michael
25
Serletis, Apostolos
25
Todorov, Viktor
25
Xuan Vinh Vo
25
Hsing, Yu
24
McMillan, David G.
24
Narayan, Paresh Kumar
22
Brooks, Robert
20
Kumar, Dilip
20
Miller, Stephen M.
20
Koopman, Siem Jan
19
Payne, James E.
19
Lee, Chien-chiang
18
Hammoudeh, Shawkat
17
Jawadi, Fredj
17
Kang, Sang Hoon
17
Rashid, Abdul
17
Salisu, Afees A.
17
Hegerty, Scott W.
16
Mensi, Walid
16
Papadamou, Stephanos
16
Sarno, Lucio
16
Tauchen, George Eugene
16
Asai, Manabu
15
Wang, Yudong
15
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Economic Policy Conference <33, 2008, Saint Louis, Mo.>
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Federal Reserve Bank of St. Louis
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Applied economics
495
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Applied economics letters
302
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
236
Economics letters
210
Energy economics
206
Journal of econometrics
204
Journal of international money and finance
198
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
196
International review of economics & finance : IREF
191
The review of economics and statistics
176
Applied financial economics
171
Finance research letters
162
The North American journal of economics and finance : a journal of financial economics studies
162
Journal of banking & finance
157
The American economic review
154
The journal of finance : the journal of the American Finance Association
153
Journal of applied econometrics
140
International review of financial analysis
133
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
130
Journal of macroeconomics
129
Journal of economic dynamics & control
122
The journal of futures markets
121
Journal of empirical finance
111
Journal of money, credit and banking : JMCB
111
International journal of forecasting
108
Journal of monetary economics
108
Journal of international financial markets, institutions & money
104
Macroeconomic dynamics
93
Research in international business and finance
93
The review of financial studies
93
International journal of finance & economics : IJFE
91
Journal of financial economics
90
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
86
Journal of forecasting
81
Journal of financial and quantitative analysis : JFQA
80
American economic journal : a journal of the American Economic Association
79
Journal of political economy
76
Journal of risk and financial management : JRFM
76
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
14,777
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1
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14,777
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
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:
3
Nexus between inflation and inflation expectations at the zero lower bound : a tiger by the tail
Nasir, Muhammad Ali
;
Toan Luu Duc Huynh
- In:
Economic modelling
131
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451203
Saved in:
4
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
5
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
6
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
7
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
8
Quantile-on-quantile connectedness measures : evidence from the US treasury yield curve
Gabauer, David
;
Stenfors, Alexis
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490228
Saved in:
9
The impact of monetary policy on income inequality : does inflation targeting matter?
Tavares Garcia, Francisco
;
Cross, Jamie
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490790
Saved in:
10
Beneath the surface : the asymmetric effects of unconventional monetary policy on corporate investment
Horra, Luis P. de la
;
Perote, Javier
;
Fuente, Gabriel de
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014491034
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