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type_genre:"Country Report"
type_genre:"Working Paper"
~isPartOf:"Working papers / Bank for International Settlements"
~subject:"Shock"
~subject:"Volatility"
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Shock
Volatility
Estimation
67
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Auer, Raphael A.
2
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Mohanty, M. S.
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1
Cooper, Russell W.
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Working papers / Bank for International Settlements
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166
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1
Markups and the asymmetric pass-through of cost push shocks
Kharroubi, Enisse
;
Spigt, Renée
;
Igan, Deniz
; …
-
2023
Persistent link: https://www.econbiz.de/10014441282
Saved in:
2
The cumulant risk premium
Kyle, Albert S.
;
Todorov, Karamfil
-
2023
Persistent link: https://www.econbiz.de/10014414346
Saved in:
3
Dealer capacity and US treasury market functionality
Duffie, Darrell
;
Fleming, Michael J.
;
Keane, Frank
; …
-
2023
Persistent link: https://www.econbiz.de/10014414405
Saved in:
4
MPC heterogeneity and the dynamic response of consumption to monetary policy
Ampudia, Miguel
;
Cooper, Russell W.
;
Le Blanc, Julia
; …
-
2023
Persistent link: https://www.econbiz.de/10014284882
Saved in:
5
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
-
2023
Persistent link: https://www.econbiz.de/10013502696
Saved in:
6
Unequal expenditure switching : evidence from Switzerland
Auer, Raphael A.
;
Burstein, Ariel T.
;
Lein-Rupprecht, …
-
2022
Persistent link: https://www.econbiz.de/10012888458
Saved in:
7
What drives inflation? : disentangling demand and supply factors
Eickmeier, Sandra
;
Hofmann, Boris
-
2022
Persistent link: https://www.econbiz.de/10013453844
Saved in:
8
The natural rate of interest through a hall of mirrors
Phurichai Rungcharoenkitkul
;
Winkler, Fabian
-
2021
Persistent link: https://www.econbiz.de/10012798258
Saved in:
9
Sharing asymmetric tail risk: smoothing, asset pricing and terms of trade
Corsetti, Giancarlo
;
Lipińska, Anna
;
Lombardo, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10012620824
Saved in:
10
Have the driving forces of inflation changed in advanced and emerging market economies?
Kamber, Güneş
;
Mohanty, M. S.
;
Morley, James C.
-
2020
Persistent link: https://www.econbiz.de/10012385416
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