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subject:"Volatility"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Bond"
~subject:"CAPM"
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Volatility
Bond
CAPM
Yield curve
56
Zinsstruktur
56
Estimation
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Schätzung
16
Public bond
14
Öffentliche Anleihe
14
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Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Gupta, Rangan
2
Wohar, Mark E.
2
Auckenthaler, Julia
1
Balcilar, Mehmet
1
Barbedo, Claudio Henrique da Silveira
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Lin, Shih-kuei
1
Lo, Chi-Fai
1
Ma, Jingtang
1
Nautz, Dieter
1
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1
Ono, Sadayuki
1
Pinto, Antônio Carlos Figueiredo
1
Risse, Marian
1
Sendlhofer, Rupert
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1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of banking & finance
44
Journal of financial economics
44
NBER working paper series
40
The journal of fixed income
37
International journal of theoretical and applied finance
32
The review of financial studies
29
Working paper / National Bureau of Economic Research, Inc.
29
Finance research letters
28
NBER Working Paper
28
Journal of international money and finance
25
Management science : journal of the Institute for Operations Research and the Management Sciences
25
The journal of futures markets
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
The journal of finance : the journal of the American Finance Association
19
Journal of empirical finance
18
Journal of financial and quantitative analysis : JFQA
18
International review of economics & finance : IREF
17
Discussion papers / CEPR
16
Economic modelling
16
Journal of economic dynamics & control
16
Quantitative finance
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Applied mathematical finance
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Research paper series / Swiss Finance Institute
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Staff reports / Federal Reserve Bank of New York
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Economics letters
14
Finance and stochastics
14
Journal of money, credit and banking : JMCB
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Working paper
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Working papers series / Federal Reserve Bank of San Francisco
14
International review of financial analysis
13
Journal of international financial markets, institutions & money
13
Applied financial economics
12
CREATES research paper
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Discussion paper / Centre for Economic Policy Research
12
Emerging markets, finance and trade : EMFT
12
Finance and economics discussion series
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Staff working paper / Bank of Canada
12
The European journal of finance
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ECONIS (ZBW)
14
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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
The Fama-French’s five-factor model relation with interest rates and macro variables
Leite, André Luis da Silva
;
Klotzle, Marcelo Cabus
; …
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012632211
Saved in:
4
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:
5
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:
6
Term structure dynamics in a monetary economy with learning
Ono, Sadayuki
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 730-745
Persistent link: https://www.econbiz.de/10012120324
Saved in:
7
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:
8
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:
9
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:
10
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
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