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subject:"Volatilität"
subject:"Schock"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
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Volatilität
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Estimation
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391
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357
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357
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203
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Forni, Mario
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Gambetti, Luca
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Marcellino, Massimiliano
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Sala, Luca
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Kilian, Lutz
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Lemke, Wolfgang
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Mitchener, Kris
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Mueller, Hannes
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Méjean, Isabelle
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149
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International review of financial analysis
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96
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
The effect of exchange rate shocks on firm-level exports : evidence from the Brexit vote
Winters, Leonard Alan
;
Fernandes, Ana
-
2018
Persistent link: https://www.econbiz.de/10012000648
Saved in:
2
Volatility risk pass-through
Colacito, Riccardo
;
Croce, Mariano M.
;
Liu, Yang
; …
-
2018
Persistent link: https://www.econbiz.de/10012060363
Saved in:
3
Pigouvian cycles
Melosi, Leonardo
;
Faccini, Renato
-
2018
Persistent link: https://www.econbiz.de/10012109707
Saved in:
4
What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan
;
Petersen, Annelie
;
Vette, Nander de
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2018
Persistent link: https://www.econbiz.de/10012109721
Saved in:
5
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
6
How much consumption insurance in Bewley models with endogenous family labor supply?
Krueger, Dirk
;
Wu, Chunzan
-
2018
Persistent link: https://www.econbiz.de/10011900165
Saved in:
7
Inflation dynamics and price flexibility in the UK
Petrella, Ivan
;
Santoro, Emiliano
;
Simonsen, Lasse de …
-
2018
Persistent link: https://www.econbiz.de/10011936045
Saved in:
8
Company stock reactions to the 2016 election shock : Trump, taxes and trade
Wagner, Alexander F.
;
Zeckhauser, Richard
;
Ziegler, …
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2017
Persistent link: https://www.econbiz.de/10011636428
Saved in:
9
Adapting to radical change : the benefits of short-horizon investors
Giannetti, Mariassunta
;
Yu, Xiaoyun
-
2017
Persistent link: https://www.econbiz.de/10011675969
Saved in:
10
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
11
Firm volatility in granual networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
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2017
Persistent link: https://www.econbiz.de/10011739882
Saved in:
12
Productivity and misallocation in general equilibrium
Baqaee, David
;
Farhi, Emmanuel
-
2017
Persistent link: https://www.econbiz.de/10011818451
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13
The combination of monetary and fiscal policy shocks : a TVP-FAVAR approach
Molteni, Francesco
;
Pappa, Euē
-
2017
Persistent link: https://www.econbiz.de/10011821276
Saved in:
14
Uncertainty shocks, asset supply and pricing over the business cycle
Bianchi, Francesco
;
Ilut, Cosmin
;
Schneider, Martin
-
2017
Persistent link: https://www.econbiz.de/10011670028
Saved in:
15
Pulling up the tarnished anchor : the end of silver as a global unit of account
Fernholz, Ricardo T.
;
Mitchener, Kris
;
Weidenmier, Marc D.
-
2017
Persistent link: https://www.econbiz.de/10011670034
Saved in:
16
Gradual portfolio adjustment : implications for global equity portfolios and returns
Bacchetta, Philippe
;
Van Wincoop, Eric
-
2017
Persistent link: https://www.econbiz.de/10011670842
Saved in:
17
News, uncertainty and economic fluctuations
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2017
Persistent link: https://www.econbiz.de/10011715655
Saved in:
18
Middleman minorities and ethic violence : anti-Jewish pogroms in the Russian empire
Grosfeld, Irena
;
Sakalli, Seyhun Orcan
;
Zhuravskaya, …
-
2017
Persistent link: https://www.econbiz.de/10011716995
Saved in:
19
Bid-to-cover and yield changes around public debt auctions in the euro area
Beetsma, Roel
;
Giuliodori, Massimo
;
Hanson, Jesper
; …
-
2017
Persistent link: https://www.econbiz.de/10011654994
Saved in:
20
Finance and synchronization
Cesa-Bianchi, Ambrogio
;
Imbs, Jean
;
Saleheen, Jumana
-
2016
Persistent link: https://www.econbiz.de/10011437564
Saved in:
21
Adjusting to the information environment : news tangibility and mutual fund performance
Chuprinin, Oleg
;
Gaspar, Sergio
;
Massa, Massimo
-
2016
Persistent link: https://www.econbiz.de/10011544509
Saved in:
22
Firm response to competitive shocks : evidence fromm China's minimum wage policy
Hau, Harald
;
Huang, Yi
;
Wang, Gewei
-
2016
Persistent link: https://www.econbiz.de/10011544636
Saved in:
23
Can countries rely on foreign saving for investment and economic development?
Cavallo, Eduardo A.
;
Eichengreen, Barry
;
Panizza, Ugo
-
2016
Persistent link: https://www.econbiz.de/10011544658
Saved in:
24
International shocks and domestic prices : how large are strategic complementarities?
Amiti, Mary
;
Itskhoki, Oleg
;
Konings, Jozef
-
2016
Persistent link: https://www.econbiz.de/10011481988
Saved in:
25
Board diversity and firm performance volatility
Giannetti, Mariassunta
;
Zhao, Mengxin
-
2016
Persistent link: https://www.econbiz.de/10011482207
Saved in:
26
VAR information and the empirical validation of DSGE models
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2016
Persistent link: https://www.econbiz.de/10011482286
Saved in:
27
Monetary policy and the current account : theory and evidence
Hjortsoe, Ida
;
Weale, Martin
;
Wieladek, Tomasz
-
2016
Persistent link: https://www.econbiz.de/10011484489
Saved in:
28
Optimal reserves in financially closed economies
Jeanne, Olivier
;
Sandri, Damiano
-
2016
Persistent link: https://www.econbiz.de/10011484506
Saved in:
29
Creative destruction and uncertainty
Sedlacek, Petr
-
2016
Persistent link: https://www.econbiz.de/10011502297
Saved in:
30
The impact of trade shocks on collective wage bargaining agreements
Carluccio, Juan
;
Fougère, Denis
;
Gautier, Erwan
-
2016
Persistent link: https://www.econbiz.de/10011502453
Saved in:
31
Assessing the non-linear effects of credit market shocks
Barnichon, Régis
;
Matthes, Christian
;
Ziegenbein, Alexander
-
2016
Persistent link: https://www.econbiz.de/10011524333
Saved in:
32
Redistribution of local demand shocks through firms' internal networks
Giroud, Xavier
;
Müller, Holger M.
-
2016
Persistent link: https://www.econbiz.de/10011524346
Saved in:
33
Nonlinearity and flight-to-safety in the risk-return tradeoff for stocks and bonds
Adrian, Tobias
;
Crump, Richard K.
;
Vogt, Erik
-
2016
Persistent link: https://www.econbiz.de/10011524447
Saved in:
34
Product mix and firm productivity responses to trasde competition
Mayer, Thierry
;
Melitz, Marc J.
;
Ottaviano, Gianmarco I. P.
-
2016
Persistent link: https://www.econbiz.de/10011524471
Saved in:
35
A comedy of errors : misguided policy, mis-sold mortages and more
Miller, Marcus
;
Zhang, Lei
;
Rastapana, Songklod
-
2016
Persistent link: https://www.econbiz.de/10011550873
Saved in:
36
Volatility in the small and the large : the lack of diversification in international trade
Kramarz, Francis
;
Martin, Julien
;
Méjean, Isabelle
-
2016
Persistent link: https://www.econbiz.de/10011550893
Saved in:
37
The common origin of uncertainty shocks
Kozeniauskas, Nicholas
;
Orlikowska, Anna
;
Veldkamp, Laura
-
2016
Persistent link: https://www.econbiz.de/10011550990
Saved in:
38
Narrative sign restrictions for SVARs
Antolin-Diaz, Juan
;
Rubio-Ramírez, Juan Francisco
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2016
Persistent link: https://www.econbiz.de/10011550991
Saved in:
39
Growth expectations, undue optimism, and short-run fluctuations
Enders, Zeno
;
Kleemann, Michael
;
Müller, Gernot J.
-
2016
Persistent link: https://www.econbiz.de/10011550995
Saved in:
40
European unemployment revisited : shocks, institutions, integration
Bertola, Giuseppe
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2016
Persistent link: https://www.econbiz.de/10011586804
Saved in:
41
Pegxit pressure : evidence from the classical gold standard
Mitchener, Kris
;
Pina, Goncalo
-
2016
Persistent link: https://www.econbiz.de/10011587150
Saved in:
42
Frictional unemployment with stochastic bubbles
Vuillemey, Guillaume
;
Wasmer, Etienne
-
2016
Persistent link: https://www.econbiz.de/10011571294
Saved in:
43
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010509490
Saved in:
44
Understanding the decline in the price of oil since June 2014
Baumeister, Christiane
;
Kilian, Lutz
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2015
Persistent link: https://www.econbiz.de/10010495558
Saved in:
45
The long-term determinants of female HIV infection in Africa : the slave trade, polygyny, and sexual behavior
Bertocchi, Graziella
;
Dimico, Arcangelo
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2015
Persistent link: https://www.econbiz.de/10011300227
Saved in:
46
Buying first of selling first in housing markets
Moen, Espen R.
;
Nenov, Plamen T.
;
Sniekers, Florian
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2015
Persistent link: https://www.econbiz.de/10010482954
Saved in:
47
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2015
Persistent link: https://www.econbiz.de/10010482972
Saved in:
48
Limited nominal indexation of optimal financial contracts
Meh, Césaire Assah
;
Quadrini, Vincenzo
;
Terajima, Yaz
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2015
Persistent link: https://www.econbiz.de/10010482986
Saved in:
49
Volatility and political institutions : theory and application to economic growth
Besley, Timothy
;
Mueller, Hannes
-
2015
Persistent link: https://www.econbiz.de/10010484927
Saved in:
50
Institutions, volatility and investment
Besley, Timothy
;
Mueller, Hannes
-
2015
Persistent link: https://www.econbiz.de/10010484929
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