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~isPartOf:"Applied financial economics"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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Kapitaleinkommen
Volatility
Yield curve
68
Zinsstruktur
68
Estimation
22
Schätzung
22
USA
16
United States
16
Theorie
14
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14
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English
13
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Abad, Pilar
1
Ayling, David E.
1
Batten, Jonathan A.
1
Cassola, Nuno
1
Chua, Choong Tze
1
Guo, Chen
1
Hamori, Shigeyuki
1
Henry, Ólan Thomas John
1
Hodgkinson, Lynn
1
In, Francis Haeuck
1
Koh, Winston T. H.
1
Li, Matthew C.
1
Li, Ning
1
Luís, Jorge Barros
1
Maisondieu Laforge, Olivier J. P.
1
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1
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1
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1
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1
Sorwar, Ghulam
1
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1
Toyoshima, Yuki
1
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1
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1
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Applied financial economics
NBER working paper series
44
Journal of banking & finance
39
NBER Working Paper
37
Working paper / National Bureau of Economic Research, Inc.
35
Journal of financial economics
29
Finance and economics discussion series
26
The journal of futures markets
25
International journal of theoretical and applied finance
22
Journal of empirical finance
21
Journal of international money and finance
20
The journal of fixed income
20
Finance research letters
19
The review of financial studies
18
Economics letters
17
International review of economics & finance : IREF
17
Economic modelling
16
Journal of financial and quantitative analysis : JFQA
16
Research paper series / Swiss Finance Institute
16
Discussion papers / CEPR
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Staff reports / Federal Reserve Bank of New York
14
CESifo working papers
13
Discussion paper / Centre for Economic Policy Research
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of econometrics
12
Working paper series / European Central Bank
12
FEDS Working Paper
11
Journal of international financial markets, institutions & money
11
The journal of finance : the journal of the American Finance Association
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Applied economics letters
10
Energy economics
10
International journal of finance & economics : IJFE
10
International review of financial analysis
10
Journal of economic dynamics & control
10
Journal of forecasting
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
CREATES research paper
9
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1
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the
yield
curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
2
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
3
Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
Saved in:
4
Interactive effect of changes in the shape of the
yield
curve
and conditional term spread on expected equity returns
Volkman, David A.
;
Maisondieu Laforge, Olivier J. P.
; …
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1491-1500
Persistent link: https://www.econbiz.de/10009626045
Saved in:
5
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
6
Long-horizon
yield
curve
projections : comparison of semi-parametric and parametric approaches
Nyholm, Ken
;
Rebonato, Riccardo
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1597-1611
Persistent link: https://www.econbiz.de/10003800185
Saved in:
7
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
Batten, Jonathan A.
;
In, Francis Haeuck
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 881-892
Persistent link: https://www.econbiz.de/10003377842
Saved in:
8
Comparing returns of US treasuries versus equities : implications for market and portfolio efficiency
Chua, Choong Tze
;
Koh, Winston T. H.
;
Ramaswamy, Krishna
- In:
Applied financial economics
15
(
2005
)
17
,
pp. 1213-1218
Persistent link: https://www.econbiz.de/10003228793
Saved in:
9
Volatility transmission across the term structure of swap markets : international evidence
Abad, Pilar
;
Novales, Alfonso
- In:
Applied financial economics
14
(
2004
)
14
,
pp. 1045-1058
Persistent link: https://www.econbiz.de/10002377770
Saved in:
10
An examination of the information role of the yield spread and stock returns for predicting future GDP
Li, Ning
;
Ayling, David E.
;
Hodgkinson, Lynn
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 593-597
Persistent link: https://www.econbiz.de/10001770839
Saved in:
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