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~subject:"Volatilität"
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Volatilität
Yield curve
71
Zinsstruktur
71
Theorie
32
Theory
32
Estimation
23
Schätzung
23
Risikoprämie
22
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Chang, Li-Han
1
Chen, Tsung-Kang
1
Chen, Wei-Lun
1
Chen, Ying
1
Cheng, Hung-Wen
1
Gospodinov, Nikolaj
1
Hambuckers, Julien
1
Han, Qian
1
Hou, Ai Jun
1
Jamali, Ibrahim
1
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1
Liaob, Hsien-Hsing
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Lo, Chien-Ling
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1
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1
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1
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1
Suardi, Sandy
1
Taamouti, Abderrahim
1
Tsai, Jeffrey Tzuhao
1
Ulm, Maren
1
Yung, Julieta
1
Zeng, Ming
1
Zoubi, Haitham al-
1
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Journal of empirical finance
Journal of banking & finance
24
The journal of futures markets
23
International journal of theoretical and applied finance
17
Journal of financial economics
15
Working paper / National Bureau of Economic Research, Inc.
15
Journal of international money and finance
14
NBER working paper series
14
The review of financial studies
13
NBER Working Paper
12
Economic modelling
11
Quantitative finance
11
Economics letters
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Research paper series / Swiss Finance Institute
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of fixed income
10
Applied financial economics
9
Applied mathematical finance
9
Finance research letters
9
Journal of financial and quantitative analysis : JFQA
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Energy economics
8
The journal of computational finance
8
Journal of econometrics
7
The journal of finance : the journal of the American Finance Association
7
Discussion papers / CEPR
6
Finance and economics discussion series
6
HWWA discussion paper
6
International review of financial analysis
6
Journal of international financial markets, institutions & money
6
Journal of money, credit and banking : JMCB
6
Staff reports / Federal Reserve Bank of New York
6
The European journal of finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Asia-Pacific financial markets
5
CREATES research paper
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Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
13
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1
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
2
On the driving forces of real exchange rates : is the Japanese Yen different?
Maio, Paulo
;
Zeng, Ming
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014477065
Saved in:
3
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
4
Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
- In:
Journal of empirical finance
45
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Saved in:
5
Can interest rate factors explain exchange rate fluctuations?
Yung, Julieta
- In:
Journal of empirical finance
61
(
2021
),
pp. 34-56
Persistent link: https://www.econbiz.de/10012693233
Saved in:
6
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
7
Forecasting the term structure of option implied volatility : the power of an adaptive method
Chen, Ying
;
Han, Qian
;
Niu, Linlin
- In:
Journal of empirical finance
49
(
2018
),
pp. 157-177
Persistent link: https://www.econbiz.de/10012117736
Saved in:
8
Production efficiency uncertainty and corporate credit risk : structural form credit model perspectives
Chen, Tsung-Kang
;
Liaob, Hsien-Hsing
;
Chen, Wei-Lun
- In:
Journal of empirical finance
29
(
2014
),
pp. 266-280
Persistent link: https://www.econbiz.de/10011300467
Saved in:
9
The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium
Gospodinov, Nikolaj
;
Jamali, Ibrahim
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 497-510
Persistent link: https://www.econbiz.de/10009615666
Saved in:
10
Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
Saved in:
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