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subject:"Volatility"
subject:"Yield curve"
~accessRights:"restricted"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Volatilität"
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Volatility
Yield curve
Volatilität
Estimation
139
Schätzung
139
Capital income
43
Kapitaleinkommen
43
Börsenkurs
33
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Gupta, Rangan
4
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3
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2
Demirer, Rıza
2
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Zheng, Yao
2
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
127
Energy economics
126
International review of economics & finance : IREF
106
Applied economics
90
The North American journal of economics and finance : a journal of financial economics studies
90
Economic modelling
86
International review of financial analysis
80
Journal of econometrics
74
Research in international business and finance
62
Journal of banking & finance
61
Journal of empirical finance
58
Journal of international financial markets, institutions & money
54
Discussion paper / Centre for Economic Policy Research
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of international money and finance
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Economics letters
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Working paper / National Bureau of Economic Research, Inc.
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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Pacific-Basin finance journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
The European journal of finance
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Emerging markets, finance and trade : EMFT
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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Econometric reviews
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and finance
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International journal of emerging markets
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ECONIS (ZBW)
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Decomposing the yield curve with linear regressions and survey information
Halberstadt, Arne
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 25-39
Persistent link: https://www.econbiz.de/10014461532
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2
Hedging demand and near-zero swap spreads : evidence from the Chinese interest rate swap market
Li, Shaoyu
;
Zhu, Chunhui
;
Shang, Yuhuang
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 170-185
Persistent link: https://www.econbiz.de/10014461557
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3
Recessions and flattening of the yield curve (1960-2021) : A two-way road under a regime switching approach
Cendejas Bueno, José Luis
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 8-20
Persistent link: https://www.econbiz.de/10014427895
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4
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
Volatility feedback effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
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6
Does the yield curve signal recessions? : new evidence from an international panel data analysis
Hasse, Jean-Baptiste
;
Lajaunie, Quentin
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 9-22
Persistent link: https://www.econbiz.de/10013334685
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7
The capital ratio and the interest rate spread : a panel threshold regression approach
Golbabaei, Ali
;
Botshekan, Mahmoud
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 289-302
Persistent link: https://www.econbiz.de/10013336287
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8
Does off-exchange trading decrease in the presence of uncertainty?
Jurich, Stephen N.
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 201-213
Persistent link: https://www.econbiz.de/10012656285
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9
Dynamic connectedness between the US financial market and Euro-Asian financial markets : Testing transmission of uncertainty through spatial regressions models
Tissaoui, Kais
;
Zaghdoudi, Taha
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 481-492
Persistent link: https://www.econbiz.de/10012656447
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10
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
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