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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Finanzkrise"
~subject:"Volatilität"
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Finanzkrise
Volatilität
Yield curve
109
Zinsstruktur
109
Theorie
33
Theory
33
Estimation
30
Schätzung
30
Risikoprämie
24
Risk premium
24
Interest rate
19
Zins
19
Geldpolitik
17
Monetary policy
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USA
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Öffentliche Anleihe
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Forecasting model
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Credit risk
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EU-Staaten
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Volatility
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Unternehmensanleihe
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24
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Gouriéroux, Christian
2
Ji, Philip Inyeob
2
Monfort, Alain
2
Ahn, Dong-Hyun
1
Alles, Lakshman
1
Ann, Albert Tan Hock
1
Avino, Davide
1
Aït-Sahalia, Yacine
1
Badics, Milan Csaba
1
Brossard, Olivier
1
Chen, Qiang
1
Cho, Sungjun
1
Cohen, Lior
1
Cotter, John
1
Creal, Drew
1
Das, Sanjiv R.
1
Dittmar, Robert F.
1
Evrensel, Ayşe Y.
1
Fang, Victor
1
Gallant, A. Ronald
1
Gao, Bin
1
Goda, Thomas
1
Hong, Zhiwu
1
Hung, Chi-Hsiou D.
1
Huszár, Zsuzsa R.
1
Hyde, Stuart
1
In, Francis Haeuck
1
Jacquillat, Bertrand
1
Karamann, Mustafa
1
Kotro, Balazs B.
1
Kutan, Ali Mustafa
1
Laguiche, Sylvie de
1
Li, Matthew C.
1
Lin, Bing-huei
1
Liu, Liu
1
Lysandrou, Photis
1
Mancini, Loriano
1
Niu, Linlin
1
Pan, Zhiyuan
1
Renne, Jean-Paul
1
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Journal of econometrics
Journal of international financial markets, institutions & money
Journal of banking & finance
34
Journal of international money and finance
26
The journal of futures markets
24
NBER working paper series
23
Working paper / National Bureau of Economic Research, Inc.
23
Journal of empirical finance
18
NBER Working Paper
18
Economic modelling
17
International journal of theoretical and applied finance
17
Journal of financial economics
16
The North American journal of economics and finance : a journal of financial economics studies
16
The review of financial studies
13
Applied financial economics
12
Discussion paper / Centre for Economic Policy Research
12
Research paper series / Swiss Finance Institute
12
Working paper
12
Applied economics
11
CESifo working papers
11
International review of financial analysis
11
Quantitative finance
11
The journal of fixed income
11
ECB Working Paper
10
Economics letters
10
Finance research letters
10
International review of economics & finance : IREF
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Applied mathematical finance
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Energy economics
9
Journal of financial and quantitative analysis : JFQA
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Staff reports / Federal Reserve Bank of New York
9
BIS Working Paper
8
Discussion papers / CEPR
8
Finance and economics discussion series
8
Journal of money, credit and banking : JMCB
8
The journal of computational finance
8
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ECONIS (ZBW)
24
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1
The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network
Badics, Milan Csaba
;
Huszár, Zsuzsa R.
;
Kotro, Balazs B.
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483178
Saved in:
2
The yen-dollar risk premium : a story of regime shifts in bond markets
Cho, Sungjun
;
Hyde, Stuart
;
Liu, Liu
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013357263
Saved in:
3
Examining QE's bang for the buck : does quantitative easing reduce credit and liquidity risks and stimulate real economic activity?
Cohen, Lior
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013358806
Saved in:
4
Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu
;
Niu, Linlin
;
Zhang, Chen
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
Saved in:
5
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
6
Hoarding and short-squeezing in times of crisis : evidence from the Euro overnight money market
Brossard, Olivier
;
Saroyan, Susanna
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 163-185
Persistent link: https://www.econbiz.de/10011475849
Saved in:
7
US term structure and international stock market volatility : the role of the expectations factor and the maturity premium
Li, Matthew C.
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011475874
Saved in:
8
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
9
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 60-81
Persistent link: https://www.econbiz.de/10011339903
Saved in:
10
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
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