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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~subject:"Capital income"
~subject:"Yield curve"
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Volatilität
Capital income
Yield curve
Estimation
444
Schätzung
444
USA
99
United States
99
Theorie
95
Theory
95
Kapitaleinkommen
87
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McMillan, David G.
3
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2
Apergēs, Nikolaos
2
Becchetti, Leonardo
2
Chan, Howard Wei-hong
2
Fraser, Patricia
2
Jiang, Christine X.
2
Lucey, Brian M.
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Niizeki, Mikiyo Kii
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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
Finance research letters
223
Applied economics
215
Journal of banking & finance
202
International review of economics & finance : IREF
200
Working paper / National Bureau of Economic Research, Inc.
194
International review of financial analysis
192
NBER working paper series
185
Economic modelling
170
Journal of empirical finance
170
The North American journal of economics and finance : a journal of financial economics studies
157
NBER Working Paper
155
Applied economics letters
154
Energy economics
153
Journal of financial economics
151
Journal of econometrics
128
Journal of international money and finance
126
Journal of international financial markets, institutions & money
124
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118
Research in international business and finance
111
The European journal of finance
98
Discussion paper / Centre for Economic Policy Research
96
Economics letters
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
CESifo working papers
94
Pacific-Basin finance journal
86
International journal of finance & economics : IJFE
83
Review of quantitative finance and accounting
79
Journal of risk and financial management : JRFM
77
The journal of futures markets
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
International journal of economics and finance
68
Discussion paper / Tinbergen Institute
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Finance and economics discussion series
63
International journal of forecasting
63
Research paper series / Swiss Finance Institute
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
Management science : journal of the Institute for Operations Research and the Management Sciences
62
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ECONIS (ZBW)
157
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1
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
Saved in:
2
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
3
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
4
Investor overreaction and unobservable portfolios : evidence from an emerging market
Farag, Hisham
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1313-1322
Persistent link: https://www.econbiz.de/10010460168
Saved in:
5
High-yield versus investment-grade bonds : less risk and greater returns?
Li, Hsi-cheng
;
McCarthy, Joseph
;
Pantalone, Coleen C.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1303-1312
Persistent link: https://www.econbiz.de/10010460175
Saved in:
6
Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 139-143
Persistent link: https://www.econbiz.de/10010391461
Saved in:
7
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
8
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
9
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
10
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
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