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subject:"Volatility"
subject:"Yield curve"
~accessRights:"restricted"
~subject:"Capital income"
~subject:"Volatilität"
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Volatility
Yield curve
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Estimation
22,236
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22,066
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Gupta, Rangan
76
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50
Ma, Feng
31
Wohar, Mark E.
27
Pierdzioch, Christian
24
Balcilar, Mehmet
23
Bouri, Elie
23
Tiwari, Aviral Kumar
23
Xuan Vinh Vo
22
Bahmani-Oskooee, Mohsen
21
Wang, Yudong
20
Zhang, Yaojie
19
Todorov, Viktor
18
McMillan, David G.
17
Narayan, Paresh Kumar
17
Salisu, Afees A.
16
Jawadi, Fredj
15
Kang, Sang Hoon
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Kelly, Bryan T.
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Long, Huaigang
14
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Wei, Yu
14
Yin, Libo
14
Yoon, Seong-min
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Zhu, Huiming
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13
Demirer, Rıza
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Chiang, Thomas C.
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Finance research letters
211
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153
International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
137
Energy economics
135
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132
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117
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113
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105
Research in international business and finance
92
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88
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82
Pacific-Basin finance journal
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73
Journal of international money and finance
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Applied economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
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64
Economics letters
63
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51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Management science : journal of the Institute for Operations Research and the Management Sciences
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48
International journal of forecasting
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The European journal of finance
45
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43
International journal of finance & economics : IJFE
42
Journal of economic dynamics & control
40
International journal of economics and finance
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Journal of financial markets
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Emerging markets, finance and trade : EMFT
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Journal of financial econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Global finance journal
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Econometric reviews
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ECONIS (ZBW)
4,672
RePEc
1
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1
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
2
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
3
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
4
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
5
Market reactions to COVID-19 : does systemic risk vary across industries? a Markov-Switching CAPM approach
Bulut, Emre
;
Marangoz, Cumali
;
Daştan, Muhammet
- In:
Eastern European economics : EEE
62
(
2024
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10014450713
Saved in:
6
Estimating shadow policy rates in a small open economy and the role of foreign factors
Fornero, Jorge
;
Kirchner, Markus
;
Molina, Carlos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014451378
Saved in:
7
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
8
A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles
Ciaschini, Clio
;
Recchioni, Maria Cristina
- In:
Review of behavioral finance : RBF
16
(
2024
)
1
,
pp. 17-38
Persistent link: https://www.econbiz.de/10014471744
Saved in:
9
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
10
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
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