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~isPartOf:"International review of economics & finance : IREF"
~subject:"Volatilität"
~subject:"Yield curve"
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Volatilität
Yield curve
Theorie
283
Theory
283
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272
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271
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189
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175
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Gupta, Rangan
7
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7
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2
Esteve García, Vicente
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2
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2
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2
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2
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2
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2
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International review of economics & finance : IREF
Finance research letters
395
Energy economics
390
Journal of banking & finance
369
NBER working paper series
368
Working paper / National Bureau of Economic Research, Inc.
339
NBER Working Paper
297
Economic modelling
296
Applied economics
275
International review of financial analysis
269
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262
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236
The North American journal of economics and finance : a journal of financial economics studies
234
International journal of theoretical and applied finance
231
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217
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201
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194
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International journal of forecasting
159
The journal of futures markets
157
Journal of economic dynamics & control
154
Journal of forecasting
154
Discussion paper / Tinbergen Institute
152
The journal of fixed income
142
The European journal of finance
141
Finance and economics discussion series
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Working paper series / European Central Bank
139
Journal of risk and financial management : JRFM
136
IMF working papers
130
Quantitative finance
129
The review of financial studies
126
International journal of finance & economics : IJFE
119
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
119
CESifo working papers
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ECONIS (ZBW)
271
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271
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1
Volatility forecasts by clustering$applications for VaR estimation
Chen, Peimin
;
Liu, Peng
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582647
Saved in:
2
Do corporate credit spreads predict the real economy?
Chatterjee, Ujjal Kanti
;
Bazzana, Flavio
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 272-286
Persistent link: https://www.econbiz.de/10014492144
Saved in:
3
Volatility spillover between oil and stock prices : structural connectedness based on a multi-sector DSGE
model
approach with Bayesian estimation
Chan, Ying Tung
;
Qiao, Hui
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 265-286
Persistent link: https://www.econbiz.de/10014472255
Saved in:
4
Forecasting global stock market volatilities : A shrinkage heterogeneous autoregressive (HAR)
model
with a large cross-market predictor set
Li, Zhao-Chen
;
Chi, Xie
;
Wang, Gang-Jin
;
Zhu, You
; …
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 673-711
Persistent link: https://www.econbiz.de/10014535603
Saved in:
5
How far can the long-run risk
model
with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
Saved in:
6
Asymmetric effect of trading volume on realized volatility
Maki, Daiki
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582773
Saved in:
7
An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks : implications for forecasting
Patra, Saswat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014583719
Saved in:
8
Volatility forecasting on China's oil futures : new evidence from interpretable ensemble boosting trees
Feng, Lingbing
;
Rao, Haicheng
;
Lucey, Brian M.
;
Zhu, Yiying
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1595-1615
Persistent link: https://www.econbiz.de/10014535122
Saved in:
9
On the design of bail-in-able bonds from the perspective of non-financial firms
Liu, Liang-Chih
;
Dai, Tian-Shyr
;
Zhou, Lei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1136-1155
Persistent link: https://www.econbiz.de/10014446615
Saved in:
10
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
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