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~isPartOf:"Journal of financial economics"
~subject:"Schätzung"
~subject:"Yield curve"
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Search: subject_exact:"Market circuit breakers"
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Schätzung
Yield curve
Volatility
184
Volatilität
184
Capital income
82
Kapitaleinkommen
82
Börsenkurs
74
Share price
74
Theorie
71
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Bollerslev, Tim
5
Christoffersen, Peter F.
4
Jacobs, Kris
4
Todorov, Viktor
4
Bai, Jennie
2
Fusari, Nicola
2
Goldstein, Robert S.
2
Gourier, Elise
2
Kelly, Bryan T.
2
Leippold, Markus
2
Ornthanalai, Chayawat
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Amaya, Diego
1
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1
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1
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1
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1
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1
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1
Brandt, Michael W.
1
Bretscher, Lorenzo
1
Chang, Bo Young
1
Chen, Honghui
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Chung, Kee H.
1
Collin-Dufresne, Pierre
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Corsi, Fulvio
1
Cremers, Martijn
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Della Corte, Pasquale
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Journal of financial economics
Energy economics
148
Applied economics
127
Finance research letters
125
Economic modelling
121
International review of economics & finance : IREF
114
International review of financial analysis
106
Journal of econometrics
105
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of banking & finance
99
Working paper / National Bureau of Economic Research, Inc.
92
NBER working paper series
89
Journal of empirical finance
86
NBER Working Paper
81
Applied financial economics
80
The journal of futures markets
77
Working paper
76
Applied economics letters
75
Journal of international money and finance
75
Journal of international financial markets, institutions & money
71
Research in international business and finance
71
Economics letters
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Discussion paper / Tinbergen Institute
58
CESifo working papers
56
Journal of risk and financial management : JRFM
56
Discussion paper / Centre for Economic Policy Research
52
The European journal of finance
50
International journal of forecasting
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
International journal of finance & economics : IJFE
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Quantitative finance
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
International Journal of Energy Economics and Policy : IJEEP
37
International journal of economics and finance
33
Pacific-Basin finance journal
33
Journal of economic dynamics & control
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
3
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
4
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
5
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
6
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
7
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
8
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
9
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
10
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
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