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person:"Muscatelli, V. Anton"
subject:"Monetary policy"
~person:"Fabozzi, Frank J."
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Monetary policy
Theorie
Estimation
29
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29
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16
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8
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8
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8
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8
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Muscatelli, V. Anton
Fabozzi, Frank J.
Gupta, Rangan
37
Gil-Alaña, Luis A.
35
Caporale, Guglielmo Maria
33
Serletis, Apostolos
29
Kumbhakar, Subal
25
Bahmani-Oskooee, Mohsen
23
Belke, Ansgar
23
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20
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18
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17
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17
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15
Chang, Tsangyao
15
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15
Peel, David
15
Creedy, John
14
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14
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13
Koop, Gary
13
Papadamou, Stephanos
13
Pesaran, M. Hashem
13
Sickles, Robin C.
13
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13
Tiwari, Aviral Kumar
13
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12
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12
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12
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12
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12
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12
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12
Pierdzioch, Christian
12
Tsionas, Efthymios G.
12
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11
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11
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11
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11
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied economics
2
The journal of fixed income
2
Annals of operations research
1
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
European journal of political economy
1
International review of financial analysis
1
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1
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1
Monetary policy, fiscal policies and labour markets : macroeconomic policymaking in the EMU
1
Review of quantitative finance and accounting
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The B.E. journal of macroeconomics
1
The Manchester School
1
The handbook of fixed income securities
1
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ECONIS (ZBW)
20
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1
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
2
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
3
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
4
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
5
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
6
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
Saved in:
7
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
Saved in:
8
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
9
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
10
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin
;
Giacometti, Rosella
;
Račev, Svetlozar T.
-
2012
Persistent link: https://www.econbiz.de/10009710216
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