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Year of publication
Subject
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Volatilität Theorie 146,777 Theory 136,010 Welt 57,896 World 55,040 Schätzung 49,067 USA 45,495 Estimation 43,345 EU-Staaten 42,167 United States 41,867 EU countries 39,352 Wirkungsanalyse 28,041 Geldpolitik 27,406 Monetary policy 27,146 Impact assessment 26,791 Deutschland 25,764 Wirtschaftswachstum 24,293 Economic growth 23,319 Germany 22,723 Großbritannien 22,674 United Kingdom 21,313 China 21,093 Finanzkrise 19,151 Financial crisis 18,857 India 18,380 Indien 17,480 Entwicklungsländer 16,954 Developing countries 16,320 Experiment 15,714 Innovation 14,487 Einkommensverteilung 14,339 Produktivität 14,159 Productivity 14,086 Konjunktur 13,922 Börsenkurs 13,895 Income distribution 13,453 Share price 13,415 Business cycle 13,266 Bank 13,021 Coronavirus 12,290
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Online availability
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Free Undetermined 653
Type of publication
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Book / Working Paper Article 1,566
Type of publication (narrower categories)
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Working Paper 5,189 Graue Literatur 4,647 Non-commercial literature 4,647 Arbeitspapier 4,573 Hochschulschrift 137 Thesis 76 Article in journal 51 Aufsatz in Zeitschrift 51 Collection of articles of several authors 27 Sammelwerk 27 Collection of articles written by one author 24 Sammlung 24 Aufsatzsammlung 19 Amtsdruckschrift 18 Government document 18 Konferenzschrift 18 Systematic review 10 Übersichtsarbeit 10 Forschungsbericht 9 Conference paper 7 Konferenzbeitrag 7 Amtliche Publikation 4 Conference proceedings 3 Doctoral Thesis 2 Research Report 2 Case study 1 Fallstudie 1 Proceedings 1 Reprint 1
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Language
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English German 73 Spanish 15 Portuguese 4 French 3 Danish 1 Polish 1 Romany 1 Russian 1 Undetermined 1
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Author
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McAleer, Michael 201 Caporale, Guglielmo Maria 114 Chang, Chia-Lin 81 Bollerslev, Tim 62 Diebold, Francis X. 61 Koopman, Siem Jan 61 Spagnolo, Nicola 60 Aizenman, Joshua 54 Hautsch, Nikolaus 50 Härdle, Wolfgang 47 Bekaert, Geert 44 Caballero, Ricardo J. 41 Gupta, Rangan 40 Pierdzioch, Christian 40 Buch, Claudia M. 38 Andersen, Torben 36 Caporin, Massimiliano 35 Kočenda, Evžen 33 Allen, David E. 32 Castelnuovo, Efrem 31 Asai, Manabu 30 Conrad, Christian 30 Bos, Charles S. 29 Chiarella, Carl 29 Davis, Steven J. 29 Prokopczuk, Marcel 29 Spagnolo, Fabio 29 Andersen, Torben G. 28 Caggiano, Giovanni 28 Dijk, Dick van 28 Jacquier, Antoine (Jack) 28 Lux, Thomas 28 Rebucci, Alessandro 28 Medeiros, Marcelo C. 27 Pesaran, M. Hashem 27 Todorov, Viktor 27 Bloom, Nicholas 26 Clements, Adam 26 Döpke, Jörg 26 Baruník, Jozef 25
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Institution
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National Bureau of Economic Research 471 Institut für Schweizerisches Bankwesen <Zürich> 49 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 28 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 21 World Bank 18 National Centre of Competence in Research North South <Bern> 17 Federal Reserve Bank of St. Louis 13 Centre for Growth and Business Cycle Research <Manchester> 10 Swiss National Centre of Competence in Research North South <Bern> 10 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 9 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 Federal Reserve Bank of San Francisco 5 Institut für Weltwirtschaft 5 Massachusetts Institute of Technology / Department of Economics 5 National Centre of Competence in Research - Financial Valuation and Risk Management 5 Rodney L. White Center for Financial Research 5 Econometrisch Instituut <Rotterdam> 4 Ekonomiska forskningsinstitutet <Stockholm> 4 Inter-American Development Bank / Office of the Chief Economist 4 Nuffield College 4 Alfred-Weber-Institut für Sozial- und Staatswissenschaften <Heidelberg> 3 Center for Economic Research <Tilburg> 3 Centre for International Economic Studies 3 Federal Reserve Bank of Cleveland 3 Forschungsinstitut zur Zukunft der Arbeit 3 Gottfried Wilhelm Leibniz Universität Hannover 3 National Centre of Competence in ResearchFinancial Valuation and Risk Management 3 New York Stock Exchange 3 University <Nottingham> / Department of Economics 3 World Bank Group 3 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
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Published in...
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NBER working paper series 461 NBER Working Paper 337 Working paper / National Bureau of Economic Research, Inc. 216 Discussion paper / Tinbergen Institute 167 Working paper 156 CESifo working papers 141 Working Paper 116 CREATES research paper 101 Research paper series / Swiss Finance Institute 83 Econometric Institute research papers 82 ECB Working Paper 79 CAMA working paper series 73 CESifo Working Paper Series 72 Finance and economics discussion series 71 CESifo Working Paper 63 SFB 649 discussion paper 63 Working paper series / European Central Bank 62 IMF working paper 58 Working papers 57 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 56 IMF Working Paper 51 CFS working paper series 50 Discussion paper series / IZA 48 Tinbergen Institute Discussion Paper 48 IMF working papers 46 International finance discussion papers 46 Staff reports / Federal Reserve Bank of New York 42 SFB 649 Discussion Paper 40 Discussion papers / Deutsches Institut für Wirtschaftsforschung 37 World Bank Policy Research Working Paper 36 FEDS Working Paper 35 Working paper series 35 Staff working paper / Bank of Canada 34 CAMA Working Paper 32 Discussion paper 32 Kiel Working Paper 32 Working papers on finance 31 IZA Discussion Paper 30 Discussion paper series 28 Discussion papers of interdisciplinary research project 373 28
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Source
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ECONIS (ZBW) 11,668 EconStor 621 USB Cologne (business full texts) 131 BASE 4 USB Cologne (EcoSocSci) 2
Showing 1 - 10 of 12,426
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The Bitcoin-macro disconnect
Benigno, Gianluca; Rosa, Carlo - 2023
This paper investigates the link between Bitcoin and macroeconomic fundamentals by estimating the impact of macroeconomic news on Bitcoin using an event study with intraday data. The key result is that, unlike other U.S. asset classes, Bitcoin is orthogonal to monetary and macroeconomic news....
Persistent link: https://www.econbiz.de/10013548985
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Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi - 2023
Persistent link: https://www.econbiz.de/10013502696
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The effects of the LIBOR scandal on volatility and liquidity in LIBOR futures markets
Bachmair, Kilian - 2023
Persistent link: https://www.econbiz.de/10013530819
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Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing - 2023
Persistent link: https://www.econbiz.de/10013482253
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The asymmetric impact of economic policy and oil price uncertainty on inflation : evidence from developed and emerging economies
Anderl, Christina; Caporale, Guglielmo Maria - 2023
This paper examines the asymmetric impact of economic policy uncertainty (EPU) and oil price uncertainty (OPU) on inflation by using a Nonlinear ARDL (NARDL) model, which is compared to a benchmark linear ARDL one. Using monthly data from the 1990s until August 2022 for a number of developed and...
Persistent link: https://www.econbiz.de/10013543029
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Unpacking the relationship between crude oil financialization and volatility : the tale of speculative positions
Sabrine, Emran; Otaviano, Canuto - 2023
Persistent link: https://www.econbiz.de/10014250537
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Bond market spillover networks during the global pandemic : what we learned from ASEAN-4 markets
Uddin, Mohammed Gazi Salah; Yahya, Muhammad; Park, Donghyun - 2023
During decades of market development, the individual financial markets of the member economies of the Association of Southeast Asian Nations (ASEAN) have been progressively incorporated into regional and international markets. The aim of this study is to explore and measure the strength and...
Persistent link: https://www.econbiz.de/10013546175
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Forecasting realized volatility in turbulent times using temporal fusion transformers
Frank, Johannes - 2023
This paper analyzes the performance of temporal fusion transformers in forecasting realized volatilities of stocks listed in the S&P 500 in volatile periods by comparing the predictions with those of state-of-the-art machine learning methods as well as GARCH models. The models are trained on...
Persistent link: https://www.econbiz.de/10013552533
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The rapid rise of Russia's wheat exports : price formation, spot-futures relations and volatility effects
Heigermoser, Maximilian - Leibniz-Institut für Agrarentwicklung in … - 2023
Over the past two decades, the Black Sea region has exhibited significantly growing wheat production and exports. In 2017/18, Russia ultimately became the world’s largest wheat exporter, a position that was held by the USA for decades. Mostly serving destination markets in the Middle East and...
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Persistent link: https://www.econbiz.de/10013534341
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Range-Based EGARCH Option Pricing Models
Kinlay, J - 2023
The research in this paper is focused on the innovative range-based volatility models introduced in Alizadeh, Brandt, and Diebold (2002) (hereafter ABD). We develop new option pricing models using multi-factor diffusion approximations couched within this theoretical framework and examine their...
Persistent link: https://www.econbiz.de/10014255655
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