EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search:
Narrow search

Delete all filters | 4 applied filters

Year of publication
Subject
All
Volatilität Theorie 200,986 Theory 190,165 Welt 78,943 World 76,042 EU-Staaten 63,967 EU countries 61,085 Schätzung 52,326 USA 47,808 Estimation 46,592 United States 44,118 Wirkungsanalyse 36,543 Impact assessment 35,229 Geldpolitik 30,471 Monetary policy 30,286 Deutschland 30,149 Wirtschaftswachstum 28,763 Economic growth 27,841 Germany 27,124 China 25,527 Großbritannien 23,512 India 22,774 United Kingdom 22,088 Indien 21,802 Finanzkrise 21,275 Financial crisis 20,978 Experiment 20,976 Entwicklungsländer 19,931 Risiko 19,598 Innovation 19,509 Risk 19,487 Developing countries 19,286 Konsumentenverhalten 19,054 Consumer behaviour 18,635 Einkommensverteilung 17,836 Produktivität 16,982 Productivity 16,956 Income distribution 16,944 Coronavirus 16,571 Konjunktur 16,148 Börsenkurs 16,053
more ... less ...
Online availability
All
Free Undetermined 802 CC license 79
Type of publication
All
Book / Working Paper Article 2,676
Type of publication (narrower categories)
All
Working Paper 5,764 Graue Literatur 5,162 Non-commercial literature 5,162 Arbeitspapier 5,148 Hochschulschrift 142 Thesis 74 Collection of articles of several authors 29 Sammelwerk 29 Collection of articles written by one author 27 Sammlung 27 Aufsatzsammlung 21 Article in journal 19 Aufsatz in Zeitschrift 19 Konferenzschrift 17 Forschungsbericht 11 Systematic review 10 Übersichtsarbeit 10 Amtsdruckschrift 8 Conference paper 8 Government document 8 Konferenzbeitrag 8 Conference proceedings 2 Doctoral Thesis 2 Research Report 2 Case study 1 Fallstudie 1 Proceedings 1 Reprint 1
more ... less ...
Language
All
English German 76 Spanish 15 Portuguese 6 French 2 Undetermined 2 Danish 1 Polish 1 Romanian 1 Russian 1
more ... less ...
Author
All
McAleer, Michael 209 Caporale, Guglielmo Maria 137 Chang, Chia-Lin 85 Gupta, Rangan 85 Diebold, Francis X. 84 Bollerslev, Tim 70 Spagnolo, Nicola 69 Koopman, Siem Jan 67 Aizenman, Joshua 63 Andersen, Torben 63 Bekaert, Geert 54 Härdle, Wolfgang 54 Pierdzioch, Christian 51 Hautsch, Nikolaus 47 Caporin, Massimiliano 42 Kočenda, Evžen 41 Caballero, Ricardo J. 40 Buch, Claudia M. 38 Dijk, Dick van 38 Conrad, Christian 37 Lucas, André 34 Allen, David E. 33 Chiarella, Carl 33 Christoffersen, Peter F. 33 Prokopczuk, Marcel 33 Asai, Manabu 32 Todorov, Viktor 32 Davis, Steven J. 31 Gil-Alaña, Luis A. 31 Jacquier, Antoine (Jack) 31 Pesaran, M. Hashem 31 Bloom, Nicholas 30 Bos, Charles S. 30 Spagnolo, Fabio 30 Chan, Joshua 29 Lux, Thomas 29 Rebucci, Alessandro 29 Yılmaz, Kamil 29 Aït-Sahalia, Yacine 28 Beirne, John 28
more ... less ...
Institution
All
National Bureau of Economic Research 517 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 29 International Monetary Fund 17 Federal Reserve Bank of St. Louis 13 Centre for Growth and Business Cycle Research <Manchester> 10 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 9 European Central Bank 8 European University Institute / Department of Economics 8 Federal Reserve Bank of New York 8 Institute of Finance and Accounting <London> 6 Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung 6 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 5 European Commission / Directorate-General for Economic and Financial Affairs 5 Federal Reserve Bank of San Francisco 5 Gottfried Wilhelm Leibniz Universität Hannover 5 Massachusetts Institute of Technology / Department of Economics 5 Rodney L. White Center for Financial Research 5 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 4 Econometrisch Instituut <Rotterdam> 4 Ekonomiska forskningsinstitutet <Stockholm> 4 Inter-American Development Bank / Office of the Chief Economist 4 Nuffield College 4 World Bank 4 Alfred-Weber-Institut für Sozial- und Staatswissenschaften <Heidelberg> 3 Center for Economic Research <Tilburg> 3 Centre for International Economic Studies 3 European Commission / Joint Research Centre 3 Federal Reserve Bank of Cleveland 3 Forschungsinstitut zur Zukunft der Arbeit 3 New York Stock Exchange 3 University <Nottingham> / Department of Economics 3 African Economic Research Consortium 2 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 2 Brown University / Department of Economics 2 Brunel University <Uxbridge> / Department of Economics and Finance 2 Business Information Centre <Toronto> 2 Columbia University / Department of Economics 2 Danmarks Nationalbank 2 Erasmus Research Institute of Management 2 Forschungsinstitut zur Zukunft der Arbeit <Bonn> 2
more ... less ...
Published in...
All
NBER working paper series 507 NBER Working Paper 449 Working paper / National Bureau of Economic Research, Inc. 218 Working paper 215 Discussion paper / Tinbergen Institute 183 CESifo working papers 164 IMF working papers 160 CREATES research paper 105 Research paper series / Swiss Finance Institute 99 ECB Working Paper 84 Working papers 84 CAMA working paper series 83 Econometric Institute research papers 82 Finance and economics discussion series 82 CESifo Working Paper Series 76 Working paper series / European Central Bank 70 CESifo Working Paper 67 Working Paper 67 SFB 649 discussion paper 66 IMF Working Paper 62 Swiss Finance Institute Research Paper 61 Discussion paper 60 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 60 IMF working paper 57 Discussion paper series / IZA 55 Department of Economics working paper series 54 CFS working paper series 52 Cambridge working papers in economics 47 FEDS Working Paper 47 International finance discussion papers 47 Tinbergen Institute Discussion Paper 47 Policy Research Working Paper 46 World Bank Policy Research Working Paper 45 Staff reports / Federal Reserve Bank of New York 44 Economics and finance working paper series 43 Discussion papers / Deutsches Institut für Wirtschaftsforschung 42 SFB 649 Discussion Paper 38 Working paper series 37 IZA Discussion Paper 36 CAMA Working Paper 34
more ... less ...
Source
All
ECONIS (ZBW) 13,709 EconStor 621 USB Cologne (business full texts) 36 BASE 3 USB Cologne (EcoSocSci) 2
Showing 1 - 10 of 14,371
Cover Image
Identifying the underlying components of high-frequency data : pure vs jump diffusion processes
Hizmeri, Rodrigo; Izzeldin, Marwan; Urga, Giovanni - 2025
Persistent link: https://www.econbiz.de/10015191535
Saved in:
Cover Image
Dynamic impact of foreign exchange trading volume on foreign exchange volatility
Kang, Jong Woo; Cabaero, Carlos - 2025
Foreign exchange (FX) trading volume is a key factor in exchange rate volatility. Given the important role of volatility in economic growth and stability, this paper investigates the dynamic nature of exchange trading volume on exchange rate volatility using hourly high-frequency data. The...
Persistent link: https://www.econbiz.de/10015194391
Saved in:
Cover Image
Disaggregating VIX
Degiannakis, Stavros; Kafousaki, Eleftheria - 2025
Persistent link: https://www.econbiz.de/10015197246
Saved in:
Cover Image
Trading VIX on volatility forecasts : another volatility puzzle?
Degiannakis, Stavros; Delis, Panagiotis; Filis, George; … - 2025
Persistent link: https://www.econbiz.de/10015197247
Saved in:
Cover Image
Fiscal Policy Procyclicality and Volatility in Commodity-Exporting Emerging and Developing Economies
Arroyo Marioli, Francisco; Vasishtha, Garima - 2025
Over the past few decades, fiscal policy has been about 30 percent more procyclical and about 40 percent more volatile in commodity-exporting emerging markets and developing economies (EMDEs) than in other EMDEs. Both procyclicality and volatility of fiscal policy-which share some underlying...
Persistent link: https://www.econbiz.de/10015198130
Saved in:
Cover Image
Score-driven time-varying parameter models with splinebased densities
Brummelen, Janneke van; Gorgi, Paolo; Koopman, Siem Jan - 2025
We develop a score-driven time-varying parameter model where no particular parametric error distribution needs to be specified. The proposed method relies on a versatile spline-based density, which produces a score function that follows a natural cubic spline. This flexible approach nests the...
Persistent link: https://www.econbiz.de/10015198647
Saved in:
Cover Image
A Bayesian stochastic discount factor for the cross-section of individual equity options
Käfer, Niclas; Mörke, Mathis; Weigert, Florian; … - 2025 - This version: April 23, 2024
We utilize Bayesian model averaging to estimate a stochastic discount factor (SDF) for single-stock options. A Bayesian model averaging SDF outperforms reduced-form benchmark models in-sample and out-of-sample in pricing option return anomalies and portfolios. We document that the SDF is dense...
Persistent link: https://www.econbiz.de/10015204018
Saved in:
Cover Image
Deglobalization and foreign exchange volatility : the role of supply chain pressures
Segnon, Mawuli; Demirer, Rıza; Gupta, Rangan - 2025
Persistent link: https://www.econbiz.de/10015205838
Saved in:
Cover Image
Shocks and Shields : Macroeconomic Institutions During Commodity Price Swings
Arezki, Rabah - 2025
Countries facing commodity (net) export price shocks tend to implement fiscal rules and to financially close their economies, demonstrating "macroeconomic prudence". These effects are (unsurprisingly) asymmetric between import and export price shocks. The impact of commodity (net) export prices...
Persistent link: https://www.econbiz.de/10015328142
Saved in:
Cover Image
Shocked: Electricity Price Volatility Spillovers in Europe
Cevik, Serhan - 2025
European electricity markets are in the midst of unprecedented changes-caused by Russia's invasion of Ukraine and the rise of renewable sources of energy. Using high-frequency data, this paper investigates volatility spillovers across 24 countries in the European Union (EU) during the period...
Persistent link: https://www.econbiz.de/10015328189
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...