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subject:"Volatility"
subject:"Yield curve"
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Volatility
Yield curve
Estimation
832
Schätzung
831
Theorie
194
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194
Volatilität
116
Welt
116
World
116
Cointegration
112
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2
Feng, Yun
2
Gatfaoui, Hayette
2
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2
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2
Kiani, Khurshid M.
2
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1
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1
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1
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Economic modelling
Energy economics
155
Finance research letters
151
Applied economics
148
International review of economics & finance : IREF
144
International review of financial analysis
115
Working paper / National Bureau of Economic Research, Inc.
114
Journal of banking & finance
112
Journal of econometrics
110
NBER working paper series
110
The North American journal of economics and finance : a journal of financial economics studies
107
Applied economics letters
98
NBER Working Paper
98
Journal of empirical finance
97
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Journal of international money and finance
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International journal of finance & economics : IJFE
66
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64
The journal of futures markets
63
Journal of risk and financial management : JRFM
60
Journal of financial economics
58
The European journal of finance
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
International journal of forecasting
53
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
46
Finance and economics discussion series
43
Discussion paper
41
International Journal of Energy Economics and Policy : IJEEP
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
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ECONIS (ZBW)
130
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1
Explaining long-term bond yields synchronization dynamics in Europe
Crespo Cuaresma, Jesús
;
Fernandez, Oscar
- In:
Economic modelling
133
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014548145
Saved in:
2
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:
3
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
4
Asymmetric contagion of jump risk in the Chinese financial sector : monetary policy transmission matters
Feng, Yun
;
Hou, Weijie
;
Song, Yuping
- In:
Economic modelling
119
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014249431
Saved in:
5
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
Saved in:
6
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
7
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
8
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
9
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
10
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
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