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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Finance and economics discussion series"
~subject:"Risikoprämie"
~subject:"Share price"
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Volatility
Yield curve
Risikoprämie
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Estimation
289
Schätzung
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USA
162
United States
162
Theorie
72
Theory
72
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Kim, Don H.
10
Zhou, Hao
7
D'Amico, Stefania
5
Wei, Min
4
Bollerslev, Tim
3
Meldrum, Andrew
3
Wright, Jonathan H.
3
Bansal, Ravi
2
Downing, Chris
2
Duffee, Greg
2
Durham, J. Benson
2
Helwege, Jean
2
Liang, Jean Nellie
2
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2
Priebsch, Marcel A.
2
Sack, Brian
2
Winkler, Fabian
2
Zhong, Molin
2
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1
Aronovich, Alex
1
Bali, Turan G.
1
Berge, Travis J.
1
Bomfim, Antúlio N.
1
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1
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1
Chen, Andrew Y.
1
Coulibaly, Brahima
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1
Herbst, Edward P.
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Holm-Hadulla, Fédéric
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1
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Finance and economics discussion series
Working paper / National Bureau of Economic Research, Inc.
219
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215
Finance research letters
214
Applied economics
210
International review of economics & finance : IREF
208
Journal of banking & finance
197
NBER Working Paper
186
Applied economics letters
184
Economic modelling
181
International review of financial analysis
179
The North American journal of economics and finance : a journal of financial economics studies
165
Applied financial economics
163
Energy economics
163
Journal of empirical finance
162
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139
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137
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Economics letters
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79
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79
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74
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64
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62
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ECONIS (ZBW)
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End of an era : the coming long-run slowdown in corporate profit growth and stock returns
Smolyansky, Michael
-
2023
Persistent link: https://www.econbiz.de/10014384512
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2
Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia
;
Schneider, Andrés
;
Wei, Min
-
2023
-
This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
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3
Recession signals and business cycle dynamics : tying the pieces together
Kiley, Michael T.
-
2023
Persistent link: https://www.econbiz.de/10014282984
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4
Financial and macroeconomic data through the lens of a nonlinear dynamic factor model
Guerrón-Quintana, Pablo A.
;
Khazanov, Alexey
;
Zhong, Molin
-
2023
Persistent link: https://www.econbiz.de/10014284236
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5
The effects of volatility on liquidity in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2023
Persistent link: https://www.econbiz.de/10014284237
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6
Cash-hedged stock returns
Ross, Chase P.
;
Ross, Landon J.
;
Ross, Sharon Y.
-
2022
Persistent link: https://www.econbiz.de/10013414147
Saved in:
7
High-frequency estimates of the natural real rate and inflation expectations
Aronovich, Alex
;
Meldrum, Andrew
-
2021
Persistent link: https://www.econbiz.de/10012609199
Saved in:
8
The factor structure of disagreement
Herbst, Edward P.
;
Winkler, Fabian
-
2021
Persistent link: https://www.econbiz.de/10012609412
Saved in:
9
Time-varying uncertainty of the Federal Reserve's output gap estimate
Berge, Travis J.
-
2020
Persistent link: https://www.econbiz.de/10012388292
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10
Are shadow rate models of the Treasury yield curve structurally stable?
Kim, Don H.
;
Priebsch, Marcel A.
-
2020
Persistent link: https://www.econbiz.de/10012389081
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