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isPartOf:"Journal of monetary economics"
~isPartOf:"Applied financial economics"
~language:"eng"
~subject:"Volatilität"
~type:"article"
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Volatilität
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8
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Abad, Pilar
1
Batten, Jonathan A.
1
Cassola, Nuno
1
Guo, Chen
1
Hamori, Shigeyuki
1
Henry, Ólan Thomas John
1
In, Francis Haeuck
1
Li, Matthew C.
1
Luís, Jorge Barros
1
Novales, Alfonso
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Journal of monetary economics
Applied financial economics
Journal of banking & finance
24
The journal of futures markets
23
International journal of theoretical and applied finance
17
Journal of financial economics
15
The review of financial studies
13
Journal of empirical finance
12
Journal of international money and finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of fixed income
10
Economic modelling
9
Economics letters
9
Finance research letters
9
Journal of financial and quantitative analysis : JFQA
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Quantitative finance
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Applied mathematical finance
8
Energy economics
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Journal of econometrics
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The journal of computational finance
7
The journal of finance : the journal of the American Finance Association
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International review of financial analysis
6
Journal of international financial markets, institutions & money
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Journal of money, credit and banking : JMCB
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Asia-Pacific financial markets
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Finance and stochastics
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International journal of forecasting
5
International review of economics & finance : IREF
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Macroeconomics and finance in emerging market economies
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Review of derivatives research
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Emerging markets, finance and trade : EMFT
4
Journal of economics & business
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of risk and financial management : JRFM
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Research in international business and finance
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The European journal of finance
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The quarterly journal of finance
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ECONIS (ZBW)
8
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1
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
2
Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
Saved in:
3
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
4
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
Batten, Jonathan A.
;
In, Francis Haeuck
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 881-892
Persistent link: https://www.econbiz.de/10003377842
Saved in:
5
Volatility transmission across the term structure of swap markets : international evidence
Abad, Pilar
;
Novales, Alfonso
- In:
Applied financial economics
14
(
2004
)
14
,
pp. 1045-1058
Persistent link: https://www.econbiz.de/10002377770
Saved in:
6
A two-factor model of the German term structure of interest rates
Cassola, Nuno
;
Luís, Jorge Barros
- In:
Applied financial economics
13
(
2003
)
11
,
pp. 783-806
Persistent link: https://www.econbiz.de/10001804426
Saved in:
7
The volatility of US term structure term premia 1952 - 1991
Henry, Ólan Thomas John
- In:
Applied financial economics
9
(
1999
)
3
,
pp. 263-271
Persistent link: https://www.econbiz.de/10001454511
Saved in:
8
A decomposition of the term structure model of Heath, Jarrow and Morton
Guo, Chen
- In:
Applied financial economics
8
(
1998
)
2
,
pp. 111-118
Persistent link: https://www.econbiz.de/10001244130
Saved in:
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