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~subject:"Volatilität"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of econometrics"
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Volatilität
Yield curve
109
Zinsstruktur
109
Theorie
33
Theory
33
Estimation
30
Schätzung
30
Risikoprämie
24
Risk premium
24
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Öffentliche Anleihe
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Volatility
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13
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Ahn, Dong-Hyun
1
Alles, Lakshman
1
Ann, Albert Tan Hock
1
Aït-Sahalia, Yacine
1
Chen, Qiang
1
Cho, Sungjun
1
Creal, Drew
1
Das, Sanjiv R.
1
Dittmar, Robert F.
1
Fang, Victor
1
Gallant, A. Ronald
1
Gao, Bin
1
Gouriéroux, Christian
1
Hung, Chi-Hsiou D.
1
Hyde, Stuart
1
Jacquillat, Bertrand
1
Karamann, Mustafa
1
Laguiche, Sylvie de
1
Li, Matthew C.
1
Lin, Bing-huei
1
Liu, Liu
1
Mancini, Loriano
1
Monfort, Alain
1
Pan, Zhiyuan
1
Tauchen, George Eugene
1
Wu, Jing Cynthia
1
Yeh, Shih-kuo
1
Zheng, Xu
1
Zhou, Hao
1
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Journal of international financial markets, institutions & money
Journal of econometrics
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
Journal of empirical finance
13
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
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 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
5
Emerging markets, finance and trade : EMFT
5
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ECONIS (ZBW)
13
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Corporate bond prices and idiosyncratic risk : evidence from Australia
Fang, Victor
;
Hung, Chi-Hsiou D.
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 99-114
Persistent link: https://www.econbiz.de/10011299865
Saved in:
8
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
Saved in:
9
Purebred or hybrid? : reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 147-180
Persistent link: https://www.econbiz.de/10001772146
Saved in:
10
The surprise element: jumps in
interest
rates
Das, Sanjiv R.
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 27-65
Persistent link: https://www.econbiz.de/10001633688
Saved in:
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