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~subject:"Volatilität"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Volatilität
Yield curve
116
Zinsstruktur
116
Theorie
38
Theory
38
Estimation
33
Schätzung
33
USA
32
United States
32
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20
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Geldpolitik
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Kapitaleinkommen
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Prognoseverfahren
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Corporate bond
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Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Gupta, Rangan
2
Wohar, Mark E.
2
Anderson, Bing
1
Augustin, Patrick
1
Balcilar, Mehmet
1
Bansal, Naresh K.
1
Brenner, Robin James
1
Chau, Po-Hon
1
Chen, Carl R.
1
Christiansen, Charlotte
1
Connolly, Robert A.
1
Das, Sanjiv R.
1
Deng, Dongya
1
Egloff, Daniel
1
Hammond, Peter J.
1
Harjes, Richard H.
1
Hui, Cho H.
1
Jeffrey, Andrew
1
Johnson, Travis L.
1
Kroner, Kenneth F.
1
Lai, Yongzeng
1
Leipold, Markus
1
Lin, Shih-kuei
1
Lo, Chi-Fai
1
Ma, Jingtang
1
Nautz, Dieter
1
Offermanns, Christian J.
1
Ramezani, Cyrus A.
1
Risse, Marian
1
Stivers, Christopher T.
1
Sundaram, Rangarajan K.
1
Tédongap, Roméo
1
Vasquez, Aurelio
1
Volkman, David A.
1
Wang, Shin-yun
1
Wang, Shixuan
1
Wu, Liuren
1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of financial and quantitative analysis : JFQA
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 journal of fixed income
10
Applied financial economics
9
Applied mathematical finance
9
Finance research letters
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
5
Emerging markets, finance and trade : EMFT
5
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ECONIS (ZBW)
19
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1
Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.
;
Lo, Chi-Fai
;
Chau, Po-Hon
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 109-128
Persistent link: https://www.econbiz.de/10012036515
Saved in:
2
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
3
Applications of machine learning for corporate bond yield spread forecasting
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013188180
Saved in:
4
Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
Saved in:
5
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
6
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
7
Risk premia and the VIX term structure
Johnson, Travis L.
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2461-2490
Persistent link: https://www.econbiz.de/10011929346
Saved in:
8
Equity volatility term structures and the cross section of option returns
Vasquez, Aurelio
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2727-2754
Persistent link: https://www.econbiz.de/10011929375
Saved in:
9
Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
Saved in:
10
Real economic shocks and sovereign credit risk
Augustin, Patrick
;
Tédongap, Roméo
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 541-587
Persistent link: https://www.econbiz.de/10011577512
Saved in:
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