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Search: isPartOf:"Journal of Financial Econometrics"
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269
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212
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168
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23
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21
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16
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16
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15
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15
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12
Monfort, Alain
12
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11
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10
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10
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10
Lunde, Asger
10
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10
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9
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8
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8
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8
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8
White, Halbert
8
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7
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7
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7
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7
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7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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5
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
370
Journal of financial econometrics
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Journal of Financial Econometrics
278
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51
Domain stabilization for model-free option implied moment estimation
Lee, Geul
;
Ryu, Doojin
;
Li, Yang
- In:
Journal of financial econometrics
23
(
2025
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10015339752
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52
Gaussian inference in predictive regressions for stock returns
Demetrescu, Matei
;
Hillmann, Benjamin
- In:
Journal of financial econometrics
23
(
2025
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10015339754
Saved in:
53
Accounting for changes in long-term interest rates : evidence from canada
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
;
Shultz, …
- In:
Journal of financial econometrics
23
(
2025
)
2
,
pp. 1-58
Persistent link: https://www.econbiz.de/10015339756
Saved in:
54
Assessing tail risk via a generalized conditional autoregressive expectile model
Cai, Zongwu
;
Fang, Ying
;
Tian, Dingshi
- In:
Journal of financial econometrics
23
(
2025
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10015339822
Saved in:
55
Modeling and forecasting serially dependent yield curves
Li, Hao
- In:
Journal of financial econometrics
23
(
2025
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10015425419
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56
One asset does not fit all : inflation hedging by index and horizon
D'Amico, Stefania
;
King, Thomas B.
- In:
Journal of financial econometrics
23
(
2025
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10015425420
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57
A spatial analysis of contagion in sovereign credit default swaps
Akçagün-Narin, Pelin
;
Taṣpınar, Süleyman
;
Doğan, …
- In:
Journal of financial econometrics
23
(
2025
)
3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10015425423
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58
Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
Pesaran, M. Hashem
;
Smith, Ron
- In:
Journal of financial econometrics
23
(
2025
)
3
,
pp. 1-65
Persistent link: https://www.econbiz.de/10015425427
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59
The U.S. Treasury term premia in a low interest rate regime
Isakin, Maksim
;
Ngo, Phuong
- In:
Journal of financial econometrics
23
(
2025
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015425428
Saved in:
60
FX comovements and their economic determinants
Rangel, Jose Gonzalo
- In:
Journal of financial econometrics
23
(
2025
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10015425430
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