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~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Internationaler Währungsfonds / Western Hemisphere Department"
~subject:"Volatilität"
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Volatilität
Capital income
9
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Crouhy, Michel
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Chambre de commerce et d'industrie de Paris
Internationaler Währungsfonds / Western Hemisphere Department
National Bureau of Economic Research
73
University of Canterbury / Dept. of Economics and Finance
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Gottfried Wilhelm Leibniz Universität Hannover
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Judge Institute of Management Studies
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Svenska Handelshögskolan <Helsinki>
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William Davidson Institute <Ann Arbor, Mich.>
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Banco Central do Brasil
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Center for Economic Research <Tilburg>
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Centro de Estudios Macroeconómicos de Argentina / Universidad
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Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
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Conference on Realized Volatility <2006, Montréal>
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Ekonomiska forskningsinstitutet <Stockholm>
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Erasmus Research Institute of Management
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Federal Reserve Bank of Cleveland
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Federal Reserve Bank of San Francisco
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Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
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Karlsruher Institut für Technologie
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Nationalekonomiska Institutionen <Lund>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Swiss National Centre of Competence in Research North South <Bern>
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Correlation structure of international equity markets during extremely volatile periods
Longin, François M.
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996169
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2
Macroeconomic fluctuations and equilibrium discount factors
Kramer, Charles
-
1996
Persistent link: https://www.econbiz.de/10000951708
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3
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel
;
Rockinger, Michael
-
1994
Persistent link: https://www.econbiz.de/10000907916
Saved in:
4
Stochastic equity volatility related to the leverage effect
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909451
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