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~isPartOf:"The review of economics and statistics"
~subject:"Volatility"
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Volatility
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Ahmed, Shaghil
1
Andersen, Torben
1
Balke, Nathan S.
1
Bell, Gregory K.
1
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1
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1
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1
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The review of economics and statistics
Working paper / National Bureau of Economic Research, Inc.
184
The journal of futures markets
160
Finance research letters
92
Journal of banking & finance
89
The review of financial studies
88
International review of financial analysis
84
Energy economics
74
Discussion paper / Centre for Economic Policy Research
72
The journal of finance : the journal of the American Finance Association
69
Applied economics
67
Applied financial economics
66
Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Working paper
61
Journal of empirical finance
59
Journal of financial economics
56
Journal of financial and quantitative analysis : JFQA
55
International review of economics & finance : IREF
54
Discussion paper / Tinbergen Institute
53
Journal of international financial markets, institutions & money
52
Swiss Finance Institute Research Paper
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Economic modelling
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Journal of risk and financial management : JRFM
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NBER working paper series
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Research in international business and finance
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Pacific-Basin finance journal
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Economics letters
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Finance and economics discussion series
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NBER Working Paper
35
Global finance journal
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Staff reports / Federal Reserve Bank of New York
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of international money and finance
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1
An investigation of the risk and return relation at long horizons
Harrison, Paul
;
Zhang, Harold H.
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 399-408
Persistent link: https://www.econbiz.de/10001406149
Saved in:
2
Inflation and the distribution of price changes
Bryan, Michael F.
;
Cecchetti, Stephen G.
- In:
The review of economics and statistics
81
(
1999
)
2
,
pp. 188-196
Persistent link: https://www.econbiz.de/10001379736
Saved in:
3
Irreversible investments and volatile markets : a study of the chemical processing industry
Bell, Gregory K.
- In:
The review of economics and statistics
79
(
1997
)
1
,
pp. 79-87
Persistent link: https://www.econbiz.de/10001215961
Saved in:
4
The U.S. business cycle, 1867-2006 : a dynamic factor approach
Ritschl, Albrecht
;
Sarferaz, Samad
;
Uebele, Martin
- In:
The review of economics and statistics
98
(
2016
)
1
,
pp. 159-172
Persistent link: https://www.econbiz.de/10011477106
Saved in:
5
Unemployment and productivity in the long run : the role of macroeconomic volatility
Benigno, Pierpaolo
;
Ricci, Luca Antonio
;
Surico, Paolo
- In:
The review of economics and statistics
97
(
2015
)
3
,
pp. 698-709
Persistent link: https://www.econbiz.de/10011333058
Saved in:
6
Good volatility, bad volatility : signed jumps and the persistence of volatility
Patton, Andrew J.
;
Sheppard, Kevin
- In:
The review of economics and statistics
97
(
2015
)
3
,
pp. 683-697
Persistent link: https://www.econbiz.de/10011333073
Saved in:
7
The volatility of long-term bond returns : persistent interest shocks and time-varying risk premiums
Osterrieder, Daniela
;
Schotman, Peter C.
- In:
The review of economics and statistics
99
(
2017
)
5
,
pp. 884-895
Persistent link: https://www.econbiz.de/10011781305
Saved in:
8
Measuring the level and uncertainty of trend inflation
Mertens, Elmar
- In:
The review of economics and statistics
98
(
2016
)
5
,
pp. 950-967
Persistent link: https://www.econbiz.de/10011791712
Saved in:
9
Low-frequency movements in stock prices : a state-space decomposition
Balke, Nathan S.
;
Wohar, Mark E.
- In:
The review of economics and statistics
84
(
2002
)
4
,
pp. 649-667
Persistent link: https://www.econbiz.de/10001711215
Saved in:
10
Nonlinear features of realized FX volatility
Maheu, John M.
;
McCurdy, Thomas H.
- In:
The review of economics and statistics
84
(
2002
)
4
,
pp. 668-681
Persistent link: https://www.econbiz.de/10001711218
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