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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of banking & finance"
~subject:"United Kingdom"
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Volatility
Yield curve
United Kingdom
Estimation
434
Schätzung
433
Capital income
139
Kapitaleinkommen
139
Theorie
119
Theory
119
Börsenkurs
94
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Prokopczuk, Marcel
5
Wese Simen, Chardin
4
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2
Clare, Andrew D.
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Li, Junye
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Journal of banking & finance
Applied economics
262
Discussion paper series / IZA
246
Working paper / National Bureau of Economic Research, Inc.
180
Discussion paper / Centre for Economic Policy Research
175
NBER working paper series
171
NBER Working Paper
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Economic modelling
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Energy economics
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International review of economics & finance : IREF
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77
Research in international business and finance
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76
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72
The European journal of finance
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66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Journal of risk and financial management : JRFM
61
International journal of forecasting
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
121
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61
Time-varying international stock market interaction and the identification of volatility signals
Strohsal, Till
;
Weber, Enzo
- In:
Journal of banking & finance
56
(
2015
),
pp. 28-36
Persistent link: https://www.econbiz.de/10011488567
Saved in:
62
Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun
;
Lu, Xiaolong
- In:
Journal of banking & finance
52
(
2015
),
pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
Saved in:
63
Multi-factor volatility and stock returns
He, Zhongzhi
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 132-149
Persistent link: https://www.econbiz.de/10011585515
Saved in:
64
Time-varying effect of oil market shocks on the stock market
Kang, Wensheng
;
Ratti, Ronald A.
;
Yoon, Kyung Hwan
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 150-163
Persistent link: https://www.econbiz.de/10011585533
Saved in:
65
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
66
Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011586925
Saved in:
67
A macro-financial analysis of the euro area sovereign bond market
Dewachter, Hans
;
Iania, Leonardo
;
Lyrio, Marco
;
Sola …
- In:
Journal of banking & finance
50
(
2015
),
pp. 308-325
Persistent link: https://www.econbiz.de/10010509524
Saved in:
68
Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
Zhou, Yinggang
- In:
Journal of banking & finance
38
(
2014
),
pp. 216-228
Persistent link: https://www.econbiz.de/10010340777
Saved in:
69
Volatility spreads and earnings announcement returns
Atilgan, Yigit
- In:
Journal of banking & finance
38
(
2014
),
pp. 205-215
Persistent link: https://www.econbiz.de/10010340778
Saved in:
70
The pricing of G7 sovereign bond spreads : the times, they are a-changin
D'Agostino, Antonello
;
Ehrmann, Michael
- In:
Journal of banking & finance
47
(
2014
),
pp. 155-176
Persistent link: https://www.econbiz.de/10010506494
Saved in:
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