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subject:"Volatility"
subject:"Yield curve"
~accessRights:"restricted"
~subject:"Share price"
~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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1,171
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1,113
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1,083
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Gupta, Rangan
75
Ma, Feng
29
Zaremba, Adam
29
Balcilar, Mehmet
25
Bouri, Elie
24
Wohar, Mark E.
23
Pierdzioch, Christian
22
Tiwari, Aviral Kumar
22
Bahmani-Oskooee, Mohsen
21
Gil-Alaña, Luis A.
20
Xuan Vinh Vo
20
Narayan, Paresh Kumar
18
Jawadi, Fredj
17
McMillan, David G.
17
Salisu, Afees A.
17
Todorov, Viktor
16
Lee, Chien-chiang
15
Wang, Yudong
15
Zhang, Yaojie
15
Kang, Sang Hoon
14
Mensi, Walid
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Sehgal, Sanjay
14
Wei, Yu
14
Bollerslev, Tim
13
Demirer, Rıza
13
Li, Jia
13
Umar, Zaghum
13
Yoon, Seong-min
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Caporale, Guglielmo Maria
12
Kelly, Bryan T.
12
Nonejad, Nima
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Wu, Xinyu
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Zhu, Huiming
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11
Hammoudeh, Shawkat
11
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Finance research letters
192
International review of economics & finance : IREF
149
Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
135
Applied economics
125
International review of financial analysis
119
Economic modelling
118
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96
Journal of empirical finance
95
Research in international business and finance
95
Discussion paper / Centre for Economic Policy Research
92
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85
Journal of international financial markets, institutions & money
76
Applied economics letters
68
Working paper / National Bureau of Economic Research, Inc.
67
Pacific-Basin finance journal
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Journal of international money and finance
61
Journal of financial economics
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Economics letters
57
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46
Management science : journal of the Institute for Operations Research and the Management Sciences
46
International journal of finance & economics : IJFE
45
Review of quantitative finance and accounting
45
International journal of forecasting
44
The European journal of finance
43
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41
Emerging markets, finance and trade : EMFT
40
International journal of economics and finance
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Journal of economic dynamics & control
38
Journal of financial markets
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SpringerLink / Bücher
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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
25
Global finance journal
24
International journal of emerging markets
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ECONIS (ZBW)
4,541
RePEc
1
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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
Social capital and stock price crash risk : evidence from US terrorist attacks
Mun, Hyejin
;
Mun, Seongjae
;
Kim, Hyeong Joon
- In:
Corporate governance : an international review
32
(
2024
)
1
,
pp. 33-62
Persistent link: https://www.econbiz.de/10014470665
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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