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isPartOf:"Discussion papers in economics"
type_genre:"Arbeitspapier"
~isPartOf:"CREATES research paper"
~subject:"Capital income"
~subject:"Forecasting model"
~subject:"Zinsstruktur"
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Capital income
Forecasting model
Zinsstruktur
Estimation
180
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81
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40
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40
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37
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Bollerslev, Tim
4
Todorov, Viktor
4
Andreasen, Martin Møller
3
Harris, Richard D. F.
3
Smith, Peter N.
3
Tzavalis, Elias
3
Wickens, Michael R.
3
Christensen, Bent Jesper
2
Coroneo, Laura
2
Engsted, Tom
2
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2
Iacone, Fabrizio
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Parker, Jonathan A.
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Violante, Francesco
2
Amaya, Diego
1
Andersen, Torben
1
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1
Callot, Laurent
1
Casas, Isabel
1
Charemza, Wojciech
1
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1
Clare, Andrew D.
1
Ergemen, Yunus Emre
1
Eriksen, Jonas Nygaard
1
Fusari, Nicola
1
Grassi, Stefano
1
Hillebrand, Eric
1
Jacobs, Kris
1
Julliard, Christian
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Jungbacker, Borus
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Jørgensen, Kasper
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Kallestrup-Lamb, Malene
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Karanikas, Evangelos
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Kjær, Mads Markvart
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Koopman, Siem Jan
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Discussion papers in economics
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Working paper / National Bureau of Economic Research, Inc.
158
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99
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90
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77
Finance and economics discussion series
70
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59
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51
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49
Discussion paper
39
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32
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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ECONIS (ZBW)
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Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
4
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
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5
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
6
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
Saved in:
7
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
-
2020
Persistent link: https://www.econbiz.de/10012491888
Saved in:
8
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
9
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
10
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797485
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