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subject:"Volatility"
subject:"Yield curve"
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Volatility
Yield curve
Zeitreihenanalyse
Estimation
123,621
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Theorie
27,957
Theory
27,948
USA
15,963
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15,935
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14,823
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Gil-Alaña, Luis A.
188
Caporale, Guglielmo Maria
187
Gupta, Rangan
119
McAleer, Michael
94
Koopman, Siem Jan
60
Pierdzioch, Christian
56
Pesaran, M. Hashem
53
Bahmani-Oskooee, Mohsen
47
Bollerslev, Tim
45
Härdle, Wolfgang
41
Herwartz, Helmut
37
Hautsch, Nikolaus
36
Tiwari, Aviral Kumar
36
Diebold, Francis X.
35
Todorov, Viktor
34
Wohar, Mark E.
34
Engle, Robert F.
32
Belke, Ansgar
31
Chang, Chia-Lin
31
Kapetanios, George
31
Bouri, Elie
30
Miller, Stephen M.
30
Asai, Manabu
29
Mumtaz, Haroon
29
Caporin, Massimiliano
28
Döpke, Jörg
28
Kim, Don H.
28
Marcellino, Massimiliano
28
McMillan, David G.
28
Buch, Claudia M.
27
Chan, Joshua
27
Gao, Jiti
27
Koop, Gary
27
Balcilar, Mehmet
26
Narayan, Paresh Kumar
26
Franses, Philip Hans
25
Lütkepohl, Helmut
25
Ma, Feng
25
Weber, Enzo
25
Audrino, Francesco
24
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National Bureau of Economic Research
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Federal Reserve Bank of St. Louis
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Institut für Weltwirtschaft
9
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Springer Fachmedien Wiesbaden
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Chambre de commerce et d'industrie de Paris
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European University Institute / Department of Economics
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Gottfried Wilhelm Leibniz Universität Hannover
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International Monetary Fund
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Rodney L. White Center for Financial Research
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Umeå universitet
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Bonn Graduate School of Economics
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Centre for Analytical Finance <Århus>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve Bank of Cleveland
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Forschungsinstitut zur Zukunft der Arbeit
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Internationaler Währungsfonds / Research Department
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Kansantaloustieteen Laitos <Tampere>
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Queen Mary College / Department of Economics
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Türkiye Cumhuriyet Merkez Bankası
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Australian National University / Faculty of Economics and Commerce
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Australien / Bureau of Statistics
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Bank of Canada
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel
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Eric Cuvillier <Firma>
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Federal Reserve System / Division of Research and Statistics
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Goethe-Universität Frankfurt am Main
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Institut für Höhere Studien
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Nationalekonomiska Institutionen <Göteborg>
2
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
2
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Applied economics
229
Economic modelling
204
Energy economics
175
Journal of econometrics
171
Applied economics letters
164
International review of economics & finance : IREF
161
Finance research letters
145
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
136
Working paper
131
Economics letters
126
CESifo working papers
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
123
Working paper / National Bureau of Economic Research, Inc.
123
Journal of banking & finance
122
The North American journal of economics and finance : a journal of financial economics studies
122
International review of financial analysis
120
NBER working paper series
118
Applied financial economics
112
NBER Working Paper
112
Journal of international money and finance
111
Journal of empirical finance
110
International journal of forecasting
102
Discussion paper / Tinbergen Institute
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
99
Journal of international financial markets, institutions & money
91
Discussion paper / Centre for Economic Policy Research
88
Research in international business and finance
84
International journal of finance & economics : IJFE
77
Journal of forecasting
76
Journal of risk and financial management : JRFM
73
The journal of futures markets
67
Journal of applied econometrics
63
Journal of economic dynamics & control
63
Journal of financial economics
62
Econometric reviews
58
The European journal of finance
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
CAMA working paper series
53
Discussion paper
53
Finance and economics discussion series
51
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Source
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ECONIS (ZBW)
14,525
USB Cologne (EcoSocSci)
3
BASE
1
EconStor
1
RePEc
1
Showing
1
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10
of
14,531
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date (newest first)
date (oldest first)
1
Estimation of a production function with domestic and foreign capital stock
Ziesemer, Thomas
-
2022
Persistent link: https://www.econbiz.de/10013188417
Saved in:
2
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:
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
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:
5
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:
6
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:
7
The evolution of the response of credit spread variables to monetary policy shocks
Kim, Do-wan
-
2024
Persistent link: https://www.econbiz.de/10014455517
Saved in:
8
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
Saved in:
9
Quantile-on-quantile connectedness measures : evidence from the US treasury yield curve
Gabauer, David
;
Stenfors, Alexis
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490228
Saved in:
10
Common trends and country specific heterogeneities in long-run world energy consumption
Chang, Yoosoon
;
Choi, Yongok
;
Kim, Chang Sik
;
Miller, …
-
2024
Persistent link: https://www.econbiz.de/10014493986
Saved in:
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