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subject:"Volatility"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
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Volatility
Yield curve
56
Zinsstruktur
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Estimation
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Schätzung
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Public bond
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Öffentliche Anleihe
14
Geldpolitik
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Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Gupta, Rangan
2
Wohar, Mark E.
2
Balcilar, Mehmet
1
Chau, Po-Hon
1
Chen, Carl R.
1
Christiansen, Charlotte
1
Deng, Dongya
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Hui, Cho H.
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Ma, Jingtang
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Nautz, Dieter
1
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1
Risse, Marian
1
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1
Wang, Shin-yun
1
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Xu, Lian-Wen
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The North American journal of economics and finance : a journal of financial economics studies
Journal of banking & finance
24
The journal of futures markets
23
International journal of theoretical and applied finance
17
Journal of financial economics
15
Working paper / National Bureau of Economic Research, Inc.
15
NBER working paper series
14
The review of financial studies
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Journal of empirical finance
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NBER Working Paper
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Journal of international money and finance
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Economic modelling
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper series / Swiss Finance Institute
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Economics letters
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Finance research letters
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Journal of financial and quantitative analysis : JFQA
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Management science : journal of the Institute for Operations Research and the Management Sciences
9
Quantitative finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Applied financial economics
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Applied mathematical finance
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Energy economics
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Journal of econometrics
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The journal of computational finance
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The journal of finance : the journal of the American Finance Association
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Finance and economics discussion series
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HWWA discussion paper
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International review of financial analysis
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Journal of international financial markets, institutions & money
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Staff reports / Federal Reserve Bank of New York
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Asia-Pacific financial markets
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CREATES research paper
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Finance and stochastics
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International journal of forecasting
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1
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
2
Applications of machine learning for corporate bond yield spread forecasting
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013188180
Saved in:
3
Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
Saved in:
4
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
5
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
6
Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.
;
Lo, Chi-Fai
;
Chau, Po-Hon
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 109-128
Persistent link: https://www.econbiz.de/10012036515
Saved in:
7
Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
Saved in:
8
Explicit approximate analytic formulas for timer option pricing with stochastic interest rates
Ma, Jingtang
;
Deng, Dongya
;
Lai, Yongzeng
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011539653
Saved in:
9
Mean reversion in US and international short rates
Christiansen, Charlotte
- In:
The North American journal of economics and finance : a …
21
(
2010
)
3
,
pp. 286-296
Persistent link: https://www.econbiz.de/10009267822
Saved in:
10
Volatility transmission in the European money market
Nautz, Dieter
;
Offermanns, Christian J.
- In:
The North American journal of economics and finance : a …
19
(
2008
)
1
,
pp. 23-39
Persistent link: https://www.econbiz.de/10003742567
Saved in:
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