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subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The journal of futures markets"
~subject:"Index futures"
~subject:"Zinsderivat"
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United States
Index futures
Zinsderivat
Theorie
1,008
Theory
1,008
USA
205
Estimation
181
Schätzung
181
Estimation theory
155
Schätztheorie
155
Hedging
138
Derivat
129
Derivative
129
Time series analysis
100
Zeitreihenanalyse
100
Forecasting model
83
Prognoseverfahren
83
Volatility
72
Volatilität
72
Commodity exchange
69
Option pricing theory
69
Optionspreistheorie
69
Warenbörse
69
CAPM
49
Börsenkurs
48
Share price
48
Index-Futures
46
Portfolio selection
46
Portfolio-Management
46
Risiko
40
Risk
39
Currency derivative
37
Großbritannien
37
United Kingdom
37
Währungsderivat
37
Welt
33
World
33
Interest rate derivative
32
ARCH model
31
ARCH-Modell
31
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Article
246
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3
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245
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245
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3
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2
Bibliography included
2
Collection of articles of several authors
2
Sammelwerk
2
Systematic review
2
Übersichtsarbeit
2
Country report
1
Länderbericht
1
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Language
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English
249
Author
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Lien, Da-hsiang Donald
5
Gay, Gerald D.
4
Kolb, Robert W.
4
Pesaran, M. Hashem
4
Bali, Turan G.
3
Brorsen, B. Wade
3
Jordan, James V.
3
Webb, Robert I.
3
Brooks, Robert
2
Castelino, Mark G.
2
Chance, Don M.
2
Chen, Ren-Raw
2
Daigler, Robert T.
2
Figlewski, Stephen
2
Fleissig, Adrian R.
2
Fleming, Jeff
2
Franses, Philip Hans
2
Frino, Alex
2
Hayenga, Marvin L.
2
Jäger, Albert
2
Kilian, Lutz
2
Malliaris, Anastasios G.
2
Myers, Robert J.
2
Najand, Mohammad
2
Ostdiek, Barbara
2
Phillips, Peter C. B.
2
Romeo, Charles J.
2
Urbain, Jean-Pierre
2
Wang, George H. K.
2
Williams, Jeffrey
2
Wolf, Avner S.
2
Wright, Brian D.
2
Zeileis, Achim
2
Adkins, Lee Chester
1
Albuquerque, Pedro H.
1
Alcock, Jamie
1
Altavilla, Carlo
1
Anderson, Heather M.
1
Ané, Thierry
1
Arguea, Nestor M.
1
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Published in...
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Journal of applied econometrics
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,374
Discussion paper / Centre for Economic Policy Research
364
European journal of operational research : EJOR
338
The American economic review
304
American journal of agricultural economics
238
The review of financial studies
236
The review of economics and statistics
231
Working paper
223
The journal of finance : the journal of the American Finance Association
217
Computers & operations research : and their applications to problems of world concern ; an international journal
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
191
Journal of monetary economics
188
Journal of political economy
183
Economics letters
182
Discussion paper series / IZA
179
Southern economic journal
168
Applied economics
164
Finance and economics discussion series
156
Journal of money, credit and banking : JMCB
156
Journal of banking & finance
154
International journal of production research
148
CESifo working papers
141
Economic inquiry : journal of the Western Economic Association International
141
Journal of financial economics
133
The economic journal : the journal of the Royal Economic Society
118
The quarterly journal of economics
117
International economic review
116
Journal of macroeconomics
115
Public choice
113
Journal of economic dynamics & control
109
Journal of urban economics
106
Journal of public economics
101
Applied economics letters
100
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
100
Discussion paper
97
Journal of economic literature
95
Journal of econometrics
94
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
92
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ECONIS (ZBW)
249
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249
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1
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
2
Heavy tailed but not Zipf : firm and establishment size in the United States
Kondo, Illenin O.
;
Lewis, Logan T.
;
Stella, Andrea
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 767-785
Persistent link: https://www.econbiz.de/10014338144
Saved in:
3
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
4
Who pays the liquidity cost? : central bank announcements and adverse selection
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 904-924
Persistent link: https://www.econbiz.de/10014293266
Saved in:
5
US experience with futures transaction taxes
Mixon, Scott
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012817935
Saved in:
6
Financially constrained index futures arbitrage
Glover, Kristoffer
;
Hulley, Hardy
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1688-1703
Persistent link: https://www.econbiz.de/10013465806
Saved in:
7
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Killian, Lutz
;
Lee, Thomas
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011689781
Saved in:
8
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
Saved in:
9
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
10
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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