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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Yield curve"
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Volatilität
Yield curve
Estimation
1,173
Schätzung
1,173
Theorie
237
Theory
237
USA
203
United States
203
Volatility
118
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Kanas, Angelos
3
McMillan, David G.
3
Alles, Lakshman
2
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2
Edwards, Jeffrey A.
2
Fraser, Patricia
2
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1
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1
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1
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1
Afonso, António
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Applied financial economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Applied economics
148
Energy economics
144
International review of economics & finance : IREF
137
Finance research letters
134
Economic modelling
129
Working paper / National Bureau of Economic Research, Inc.
114
International review of financial analysis
112
Journal of banking & finance
112
Journal of econometrics
110
NBER working paper series
109
The North American journal of economics and finance : a journal of financial economics studies
107
NBER Working Paper
98
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97
Applied economics letters
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94
Journal of international money and finance
92
Journal of international financial markets, institutions & money
80
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73
Research in international business and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
CESifo working papers
68
Economics letters
66
Discussion paper / Tinbergen Institute
63
International journal of finance & economics : IJFE
62
The journal of futures markets
62
Journal of risk and financial management : JRFM
60
Journal of financial economics
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
The European journal of finance
53
International journal of forecasting
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of economic dynamics & control
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Finance and economics discussion series
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Discussion paper
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of economics and finance
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International Journal of Energy Economics and Policy : IJEEP
37
CAMA working paper series
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ECONIS (ZBW)
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1
Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
Saved in:
2
Economic volatility and sovereign yields' determinants : a time-varying approach
Afonso, António
;
Jalles, João Tovar
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 427-451
Persistent link: https://www.econbiz.de/10012219023
Saved in:
3
Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535
Saved in:
4
Dynamic long-range dependences in the Swiss stock market
Ferreira, Paulo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1541-1573
Persistent link: https://www.econbiz.de/10012219657
Saved in:
5
Expiration day effects on European trading volumes
Batrinca, Bogdan
;
Hesse, Christian W.
;
Treleaven, Philip C.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1603-1638
Persistent link: https://www.econbiz.de/10012219670
Saved in:
6
Investigating the expectation hypothesis and the risk premium dynamics : new evidence for Brazil
Caldeira, João F.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 395-412
Persistent link: https://www.econbiz.de/10012253226
Saved in:
7
A time-frequency analysis of the Canadian macroeconomy and the yield curve
Ojo, Mustapha Olalekan
;
Aguiar-Conraria, Luís
;
Soares, …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2333-2351
Persistent link: https://www.econbiz.de/10012255868
Saved in:
8
The arbitrage-free generalized Nelson-Siegel term structure model : does a good in-sample fit imply better out-of-sample forecasts?
Ullah, Wali
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1243-1284
Persistent link: https://www.econbiz.de/10012285551
Saved in:
9
Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828-1915
Freire, Gustavo
;
Resende, Marcelo
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 3063-3084
Persistent link: https://www.econbiz.de/10012504357
Saved in:
10
Anote on the stability of the Swedish Phillips curve
Karlsson, Sune
;
Österholm, Pär
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2573-2612
Persistent link: https://www.econbiz.de/10012491234
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