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subject:"Volatilität"
~subject:"Konjunktur"
~subject:"Stock index"
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Volatilität
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Stock index
Volatility
Estimation
123,569
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123,398
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15,956
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5,458
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5,428
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5,385
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4,922
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Gupta, Rangan
93
Caporale, Guglielmo Maria
91
McAleer, Michael
90
Pierdzioch, Christian
58
Gil-Alaña, Luis A.
57
Döpke, Jörg
46
Bollerslev, Tim
44
Diebold, Francis X.
39
Koopman, Siem Jan
39
Belke, Ansgar
37
Todorov, Viktor
37
Bahmani-Oskooee, Mohsen
35
Taylor, Alan M.
35
Buch, Claudia M.
34
Hautsch, Nikolaus
31
Chang, Chia-Lin
30
Cheung, Yin-Wong
30
Wohar, Mark E.
30
Asai, Manabu
29
Bouri, Elie
29
Herwartz, Helmut
29
Härdle, Wolfgang
29
Hart, Robert A.
28
Jordà, Òscar
28
Gambetti, Luca
27
Engle, Robert F.
25
Ma, Feng
25
Wolters, Maik H.
25
Balcilar, Mehmet
24
Mumtaz, Haroon
24
Pesaran, M. Hashem
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Schularick, Moritz
24
Andersen, Torben
23
Caporin, Massimiliano
23
Chan, Joshua
23
Merkl, Christian
22
Timmermann, Allan
22
Kumar, Dilip
21
Weber, Enzo
21
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20
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National Bureau of Economic Research
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6
Deutsches Institut für Wirtschaftsforschung
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of Cleveland
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Springer Fachmedien Wiesbaden
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
3
European University Institute / Department of Economics
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Federal Reserve Bank of St. Louis
3
Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
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Institute of European Finance <Bangor, Gwynedd>
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Internationaler Währungsfonds / Research Department
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Kansantaloustieteen Laitos <Tampere>
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National Bureau of Economic Research and the Social Science Research Council Committee on Economic Stability
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Rodney L. White Center for Financial Research
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University of Glasgow / Department of Economics
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Zentrum für Europäische Wirtschaftsforschung
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Australian National University / Faculty of Economics and Commerce
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Boston College / Department of Economics
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Centre for Analytical Finance <Århus>
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel
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Federal Reserve Bank of New York
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International Monetary Fund
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Suntory-Toyota International Centre for Economics and Related Disciplines
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The Wharton Financial Institutions Center
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Türkiye Cumhuriyet Merkez Bankası
2
University of Oxford / Institute of Economics and Statistics
2
University of Reading / Department of Economics
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
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Applied economics
192
Working paper / National Bureau of Economic Research, Inc.
189
NBER working paper series
185
Economic modelling
179
NBER Working Paper
172
Energy economics
154
Applied economics letters
135
Discussion paper / Centre for Economic Policy Research
130
CESifo working papers
128
International review of economics & finance : IREF
127
Finance research letters
126
International review of financial analysis
119
The North American journal of economics and finance : a journal of financial economics studies
111
Journal of econometrics
110
Discussion paper series / IZA
107
Economics letters
104
Working paper
102
Applied financial economics
99
Journal of banking & finance
97
Journal of empirical finance
88
Discussion paper / Tinbergen Institute
83
Journal of international money and finance
82
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Research in international business and finance
78
Journal of international financial markets, institutions & money
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of economic dynamics & control
71
The journal of futures markets
66
Discussion papers / CEPR
61
Journal of risk and financial management : JRFM
58
International journal of forecasting
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Journal of macroeconomics
54
The European journal of finance
54
International journal of finance & economics : IJFE
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
CAMA working paper series
51
Discussion paper
51
Kiel working paper
50
Journal of monetary economics
49
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ECONIS (ZBW)
12,878
USB Cologne (EcoSocSci)
5
EconStor
2
BASE
1
RePEc
1
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1
Sovereign default risk and firm heterogeneity
Arellano, Cristina
;
Bai, Yan
;
Bocola, Luigi
-
2024
-
Revised
Persistent link: https://www.econbiz.de/10011658202
Saved in:
2
Potential diversification benefits : a comparative study of Islamic and conventional stock market indexes
Belanes, Amel
;
Saâdaoui, Foued
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014451500
Saved in:
3
The market cost of business cycle fluctuations
Ghosh, Anisha
;
Julliard, Christian
;
Stutzer, Michael J.
-
2024
Persistent link: https://www.econbiz.de/10014451870
Saved in:
4
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
5
Mergers and acquisitions over the cycle : an empirical investigation
Ding, Ziran
;
Hemingway, Benjamin
-
2024
Persistent link: https://www.econbiz.de/10014472194
Saved in:
6
Did marginal propensities to consume change with the housing boom and bust?
Cho, Yunho
;
Morley, James C.
;
Singh, Aarti
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 174-199
Persistent link: https://www.econbiz.de/10014474450
Saved in:
7
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
8
Financial fragility indexes for Latin American countries
Martínez, Constanza
;
Čížek, Pavel
;
Benink, Harald A.
-
2024
Persistent link: https://www.econbiz.de/10014478803
Saved in:
9
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
10
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
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