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subject:"Volatility"
subject:"Yield curve"
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Volatility
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Caporale, Guglielmo Maria
137
Gil-Alaña, Luis A.
103
Gupta, Rangan
103
McAleer, Michael
89
Pesaran, M. Hashem
79
Pierdzioch, Christian
65
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62
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61
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56
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56
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55
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52
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48
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48
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48
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47
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45
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41
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40
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40
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40
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39
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37
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37
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36
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35
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35
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34
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34
Kilian, Lutz
34
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33
Engel, Charles
32
Hamilton, James D.
32
Aghion, Philippe
31
Reitz, Stefan
31
Taylor, Mark P.
31
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30
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30
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29
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29
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Springer Fachmedien Wiesbaden
27
Internationaler Währungsfonds / Research Department
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Federal Reserve System / Board of Governors
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5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Edward Elgar Publishing
5
Federal Reserve Bank of San Francisco
5
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634
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532
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497
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437
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401
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297
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290
CESifo working papers
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Economics letters
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223
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216
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Energy economics
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Journal of banking & finance
194
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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Journal of applied econometrics
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Journal of empirical finance
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IZA Discussion Paper
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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136
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130
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117
The review of economics and statistics
113
International journal of finance & economics : IJFE
112
Journal of international financial markets, institutions & money
109
International journal of forecasting
108
Finance and economics discussion series
106
Journal of monetary economics
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
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ECONIS (ZBW)
35,333
EconStor
8
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1
RePEc
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
The market cost of business cycle fluctuations
Ghosh, Anisha
;
Julliard, Christian
;
Stutzer, Michael J.
-
2024
Persistent link: https://www.econbiz.de/10014451870
Saved in:
3
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:
4
Uninformed voters with (im)precise expectations : explaining political budget cycle puzzles
Crombach, Lamar
;
Bohn, Frank
- In:
Economics & politics
36
(
2024
)
1
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014472990
Saved in:
5
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:
6
Beyond carry: the prospective interest rate differential and currency excess returns
Dong, Mengmeng
;
Goto, Shingo
;
Hou, Kewei
;
Yan, Xu
; …
-
2024
Persistent link: https://www.econbiz.de/10014475701
Saved in:
7
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
8
Finance dependence and exchange rate pass-through : empirical evidence from China
Hu, Chenghao
- In:
Emerging markets review
58
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014445447
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
The evolution of the response of credit spread variables to monetary policy shocks
Kim, Do-wan
-
2024
Persistent link: https://www.econbiz.de/10014455517
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