//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatilität"
~person:"Kam Fong Chan"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Repo rate"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
2013
1
Ankündigungseffekt
1
Announcement effect
1
Börsenkurs
1
Estimation
1
Key rate
1
Leitzins
1
Probit model
1
Probit-Modell
1
Schätzung
1
Share price
1
USA
1
United States
1
Volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Kam Fong Chan
Bowman, Robert G.
1
Chulia-Soler, Helena
1
Dijk, Dick van
1
Ferland, René
1
Gauthier, Geneviève
1
Lalancette, Simon
1
Martens, Martin
1
Neely, Christopher J.
1
more ...
less ...
Published in...
All
Working paper
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
-
2017
-
This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->