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subject:"Volatilität"
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Volatilität
Estimation
1,416
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1,416
USA
392
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391
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357
Theory
357
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203
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203
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186
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Lettau, Martin
4
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3
Artis, Michael J.
2
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2
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2
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2
Marcellino, Massimiliano
2
Mueller, Hannes
2
Méjean, Isabelle
2
Restoy, Fernando
2
Rodríguez, Rosa
2
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2
Adrian, Tobias
1
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1
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1
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1
Bachmann, Ruediger
1
Baumeister, Christiane
1
Beetsma, Roel
1
Belke, Ansgar
1
Born, Benjamin
1
Campbell, John Y.
1
Campos, Nauro
1
Carriero, Andrea
1
Cavallo, Eduardo A.
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Chacko, George
1
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Energy economics
153
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116
International review of economics & finance : IREF
115
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104
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
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81
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NBER working paper series
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Economics letters
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Journal of risk and financial management : JRFM
54
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48
The European journal of finance
48
International journal of forecasting
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
International Journal of Energy Economics and Policy : IJEEP
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
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37
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35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Volatility risk pass-through
Colacito, Riccardo
;
Croce, Mariano M.
;
Liu, Yang
; …
-
2018
Persistent link: https://www.econbiz.de/10012060363
Saved in:
2
What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan
;
Petersen, Annelie
;
Vette, Nander de
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2018
Persistent link: https://www.econbiz.de/10012109721
Saved in:
3
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
4
Bid-to-cover and yield changes around public debt auctions in the euro area
Beetsma, Roel
;
Giuliodori, Massimo
;
Hanson, Jesper
; …
-
2017
Persistent link: https://www.econbiz.de/10011654994
Saved in:
5
Uncertainty shocks, asset supply and pricing over the business cycle
Bianchi, Francesco
;
Ilut, Cosmin
;
Schneider, Martin
-
2017
Persistent link: https://www.econbiz.de/10011670028
Saved in:
6
Pulling up the tarnished anchor : the end of silver as a global unit of account
Fernholz, Ricardo T.
;
Mitchener, Kris
;
Weidenmier, Marc D.
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2017
Persistent link: https://www.econbiz.de/10011670034
Saved in:
7
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
8
Firm volatility in granual networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2017
Persistent link: https://www.econbiz.de/10011739882
Saved in:
9
Nonlinearity and flight-to-safety in the risk-return tradeoff for stocks and bonds
Adrian, Tobias
;
Crump, Richard K.
;
Vogt, Erik
-
2016
Persistent link: https://www.econbiz.de/10011524447
Saved in:
10
Can countries rely on foreign saving for investment and economic development?
Cavallo, Eduardo A.
;
Eichengreen, Barry
;
Panizza, Ugo
-
2016
Persistent link: https://www.econbiz.de/10011544658
Saved in:
11
Volatility in the small and the large : the lack of diversification in international trade
Kramarz, Francis
;
Martin, Julien
;
Méjean, Isabelle
-
2016
Persistent link: https://www.econbiz.de/10011550893
Saved in:
12
The common origin of uncertainty shocks
Kozeniauskas, Nicholas
;
Orlikowska, Anna
;
Veldkamp, Laura
-
2016
Persistent link: https://www.econbiz.de/10011550990
Saved in:
13
Board diversity and firm performance volatility
Giannetti, Mariassunta
;
Zhao, Mengxin
-
2016
Persistent link: https://www.econbiz.de/10011482207
Saved in:
14
Frictional unemployment with stochastic bubbles
Vuillemey, Guillaume
;
Wasmer, Etienne
-
2016
Persistent link: https://www.econbiz.de/10011571294
Saved in:
15
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010509490
Saved in:
16
Buying first of selling first in housing markets
Moen, Espen R.
;
Nenov, Plamen T.
;
Sniekers, Florian
-
2015
Persistent link: https://www.econbiz.de/10010482954
Saved in:
17
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2015
Persistent link: https://www.econbiz.de/10010482972
Saved in:
18
Volatility and political institutions : theory and application to economic growth
Besley, Timothy
;
Mueller, Hannes
-
2015
Persistent link: https://www.econbiz.de/10010484927
Saved in:
19
Institutions, volatility and investment
Besley, Timothy
;
Mueller, Hannes
-
2015
Persistent link: https://www.econbiz.de/10010484929
Saved in:
20
Asset prices in a lifecycle economy
Farmer, Roger E. A.
-
2014
Persistent link: https://www.econbiz.de/10010363302
Saved in:
21
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
22
The vanishing procyclicality of labor productivity
Galí, Jordi
;
Rens, Thijs van
-
2014
Persistent link: https://www.econbiz.de/10010367938
Saved in:
23
The two greatest : great recession vs. great moderation
Gadea, María Dolores
;
Loscos, Ana Gómez
; …
-
2014
Persistent link: https://www.econbiz.de/10010409083
Saved in:
24
Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena
;
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010440191
Saved in:
25
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
-
2013
Persistent link: https://www.econbiz.de/10009724167
Saved in:
26
Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
-
2013
Persistent link: https://www.econbiz.de/10010243731
Saved in:
27
Noise bubbles
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2013
Persistent link: https://www.econbiz.de/10009786286
Saved in:
28
Time-varying business volatility, price setting, and the real effects of monetary policy
Bachmann, Ruediger
;
Born, Benjamin
;
Elstner, Steffen
; …
-
2013
Persistent link: https://www.econbiz.de/10010206767
Saved in:
29
Firms, destinations, and aggregate fluctuations
Di Giovanni, Julian
;
Levchenko, Andrei A.
;
Méjean, Isabelle
-
2012
Persistent link: https://www.econbiz.de/10009664083
Saved in:
30
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2012
Persistent link: https://www.econbiz.de/10009655189
Saved in:
31
Growth, volatility and political instability : non-linear time-series evidence for Argentina, 1896 - 2000
Campos, Nauro
;
Karanasos, Menelaos
-
2007
Persistent link: https://www.econbiz.de/10003574439
Saved in:
32
Exchange rate volatility and productivity growth : the role of financial development
Aghion, Philippe
;
Bacchetta, Philippe
;
Rancière, Romain
; …
-
2006
Persistent link: https://www.econbiz.de/10003322922
Saved in:
33
The geography of output volatility
Malik, Adeel
;
Temple, Jonathan
-
2006
Persistent link: https://www.econbiz.de/10003292823
Saved in:
34
Non-synchronous trading and testing for market integration in Central European emerging markets
Schotman, Peter C.
;
Zalewska-Mitura, Anna
-
2005
Persistent link: https://www.econbiz.de/10003226088
Saved in:
35
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
2005
Persistent link: https://www.econbiz.de/10002648034
Saved in:
36
Exchange rate volatility and labour markets in the CEE countries
Belke, Ansgar
;
Kaas, Leo
;
Setzer, Ralph
-
2004
Persistent link: https://www.econbiz.de/10002598996
Saved in:
37
Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten
-
2001
Persistent link: https://www.econbiz.de/10013423320
Saved in:
38
Real exchange rate volatility and economic openness : theory and evidence
Hau, Harald
-
2000
Persistent link: https://www.econbiz.de/10013422997
Saved in:
39
One money, one market : estimating the effect of common currencies on trade
Rose, Andrew
-
1999
Persistent link: https://www.econbiz.de/10013422956
Saved in:
40
Deviations of exchange rates from purchasing power parity : a story featuring two monetary unions
Bayoumi, Tamim A.
;
MacDonald, Ronald
-
1998
Persistent link: https://www.econbiz.de/10013422580
Saved in:
41
Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.
-
1998
Persistent link: https://www.econbiz.de/10013422598
Saved in:
42
Exchange rate volatility and intervention : implications of the theory of optimum currency areas
Bayoumi, Tamim A.
;
Eichengreen, Barry
-
1998
Persistent link: https://www.econbiz.de/10013422620
Saved in:
43
Can output explain the predictability and volatility of stock returns?
Rodríguez, Rosa
-
1998
Persistent link: https://www.econbiz.de/10013422625
Saved in:
44
Can fundamentals explain cross-country correlations of asset returns
Restoy, Fernando
-
1998
Persistent link: https://www.econbiz.de/10013422651
Saved in:
45
Volatility clustering and volatility transmission : a non-parametric view of erm exchange rates
Artis, Michael J.
;
Zhang, Wenda
-
1997
Persistent link: https://www.econbiz.de/10000624960
Saved in:
46
On identifying the core of EMU : an exploration of some empirical criteria
Artis, Michael J.
-
1997
Persistent link: https://www.econbiz.de/10013422352
Saved in:
47
The asymmetric relation between margin requirements and stock market volatility across bull and bear markets
Hardouvelis, Gikas A.
-
1997
Persistent link: https://www.econbiz.de/10013424729
Saved in:
48
Implied volatility functions : empirical tests
Dumas, Bernard
-
1996
Persistent link: https://www.econbiz.de/10013422413
Saved in:
49
Exchange rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth
-
1991
Persistent link: https://www.econbiz.de/10013421852
Saved in:
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