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subject:"Volatility"
subject:"Yield curve"
~accessRights:"restricted"
~subject:"Panel study"
~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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4,485
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2,607
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Gupta, Rangan
67
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24
Ma, Feng
24
Balcilar, Mehmet
23
Bouri, Elie
22
Wohar, Mark E.
20
Apergēs, Nikolaos
19
Pierdzioch, Christian
19
Tiwari, Aviral Kumar
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Xuan Vinh Vo
17
Lee, Chien-chiang
16
Mensi, Walid
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Todorov, Viktor
16
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Jawadi, Fredj
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14
Zhu, Huiming
14
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13
Bollerslev, Tim
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Hammoudeh, Shawkat
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Li, Jia
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Wei, Yu
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Westerlund, Joakim
13
Baltagi, Badi H.
12
Gil-Alaña, Luis A.
12
Narayan, Paresh Kumar
12
Polemis, Michael
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Wang, Yudong
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Wu, Xinyu
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Chevallier, Julien
11
Gozgor, Giray
11
Kumar, Dilip
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Nonejad, Nima
11
Salisu, Afees A.
11
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International review of economics & finance : IREF
128
The North American journal of economics and finance : a journal of financial economics studies
102
Economics letters
99
Applied economics letters
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International review of financial analysis
87
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75
Journal of international money and finance
66
Journal of banking & finance
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
Journal of international financial markets, institutions & money
63
Discussion paper / Centre for Economic Policy Research
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Journal of empirical finance
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
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51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
International journal of finance & economics : IJFE
48
International journal of forecasting
43
Discussion papers / CEPR
39
International journal of economics and finance
39
Journal of financial economics
37
Econometric reviews
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Journal of economic dynamics & control
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The European journal of finance
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Emerging markets, finance and trade : EMFT
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Pacific-Basin finance journal
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Journal of financial econometrics
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Economic systems
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Journal of financial markets
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International journal of emerging markets
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Journal of applied econometrics
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ECONIS (ZBW)
4,793
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
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:
5
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:
6
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:
7
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:
8
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:
9
A source of funding for illicit activities or a solution to crime? : evidence from remittance inflows to Jamaica
Kufuor, Nana Kwabena
;
Williams, Kevin
- In:
Journal of international development : the journal of …
36
(
2024
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10014472558
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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