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isPartOf:"International review of economics & finance : IREF"
~subject:"Schätzung"
~subject:"United States"
~subject:"Volatilität"
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Schätzung
United States
Volatilität
Anleihe
31
Bond
31
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10
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10
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10
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Bley, Jorg
1
Bouri, Elie
1
Cao, N.
1
Chan, Kam C.
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Chao, Shih-Wei
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1
Gallo, John Gregory
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Sohatskaya, Sofia
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Sturges, David M.
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Vortelinos, Dimitrios I.
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International review of economics & finance : IREF
The journal of fixed income
32
Working paper / National Bureau of Economic Research, Inc.
29
Journal of financial economics
23
The journal of finance : the journal of the American Finance Association
22
The review of financial studies
22
Journal of banking & finance
16
International review of financial analysis
13
Discussion paper / Centre for Economic Policy Research
11
Finance and economics discussion series
11
Applied financial economics
10
Journal of international money and finance
10
Journal of financial and quantitative analysis : JFQA
9
Journal of international financial markets, institutions & money
9
NBER working paper series
9
Economic modelling
8
Finance research letters
8
Research paper series / Swiss Finance Institute
8
The North American journal of economics and finance : a journal of financial economics studies
8
Working paper series / European Central Bank
8
Energy economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Municipal finance journal : the state and local financing and municipal securities advisor
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics
6
CESifo working papers
6
CREATES research paper
6
International journal of theoretical and applied finance
6
Journal of economics and finance
6
NBER Working Paper
6
Risks : open access journal
6
The journal of portfolio management : a publication of Institutional Investor
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Working papers series / Federal Reserve Bank of San Francisco
6
Discussion papers / CEPR
5
International journal of bonds and derivatives
5
Journal of econometrics
5
Journal of money, credit and banking : JMCB
5
Pacific-Basin finance journal
5
Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
13
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1
The impact of retail investor sentiment on the conditional volatility of stocks and bonds : evidence from the Tel-Aviv stock exchange
Hadad, Elroi
;
Kedar-Levy, Haim
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1303-1313
Persistent link: https://www.econbiz.de/10014446625
Saved in:
2
Forecasting bond returns in a macro model
Hou, Keqiang
;
Li, Xing
;
Li, Zeguang
;
Wu, Ting
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 524-545
Persistent link: https://www.econbiz.de/10012671988
Saved in:
3
Movements in international bond markets : the role of oil prices
Nazlıoğlu, Şaban
;
Gupta, Rangan
;
Bouri, Elie
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 47-58
Persistent link: https://www.econbiz.de/10012486293
Saved in:
4
Choosing the weighting coefficients for estimating the term structure from sovereign bonds
Lapshin, Victor
;
Sohatskaya, Sofia
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 635-648
Persistent link: https://www.econbiz.de/10012486846
Saved in:
5
Stock and bond return relations and stock market uncertainty : evidence from wavelet analysis
Lin, Fu-Lai
;
Yang, Sheng-Yung
;
Marsh, Terry Alan
;
Chen, …
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 285-294
Persistent link: https://www.econbiz.de/10012033480
Saved in:
6
Firm-specific stock and bond predictability : new evidence from Canada
Cao, N.
;
Galvani, V.
;
Gubellini, S.
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 174-192
Persistent link: https://www.econbiz.de/10011754149
Saved in:
7
Do economic variables improve bond return volatility forecasts?
Chao, Shih-Wei
- In:
International review of economics & finance : IREF
46
(
2016
),
pp. 10-26
Persistent link: https://www.econbiz.de/10011626615
Saved in:
8
Market risk of BRIC Eurobonds in the financial crisis period
Vortelinos, Dimitrios I.
;
Lakshmi, Geeta
- In:
International review of economics & finance : IREF
39
(
2015
),
pp. 295-310
Persistent link: https://www.econbiz.de/10011572449
Saved in:
9
Asset allocation with differential borrowing and lending rates
Olson, Dennis
;
Bley, Jorg
- In:
International review of economics & finance : IREF
17
(
2008
)
4
,
pp. 629-643
Persistent link: https://www.econbiz.de/10003793191
Saved in:
10
An examination of the dynamic behavior of aggregate bond and stock issues
Park, Jinwoo
;
Shenoy, Catherine
- In:
International review of economics & finance : IREF
11
(
2002
)
2
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001719333
Saved in:
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