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Year of publication
Subject
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Volatilität Theorie 139,748 Theory 129,000 USA 71,294 United States 67,778 Welt 38,891 World 36,065 Schätzung 34,838 Estimation 29,128 EU-Staaten 23,117 EU countries 20,321 Geldpolitik 20,009 Monetary policy 19,738 Wirtschaftswachstum 19,598 Economic growth 18,632 Deutschland 18,474 Wirkungsanalyse 17,806 Impact assessment 16,578 Finanzkrise 16,560 Financial crisis 16,276 Germany 15,504 Börsenkurs 13,523 Share price 13,043 China 13,032 Produktivität 11,772 Productivity 11,675 Entwicklungsländer 11,177 Konjunktur 11,177 Einkommensverteilung 10,856 Großbritannien 10,843 Developing countries 10,554 Business cycle 10,528 India 10,173 Volatility 10,107 Income distribution 9,989 Innovation 9,885 United Kingdom 9,477 Kapitaleinkommen 9,423 Portfolio-Management 9,413 Capital income 9,327
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Online availability
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Free Undetermined 618
Type of publication
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Book / Working Paper Article 1,265
Type of publication (narrower categories)
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Working Paper 4,903 Graue Literatur 4,343 Non-commercial literature 4,343 Arbeitspapier 4,287 Hochschulschrift 119 Thesis 68 Article in journal 38 Aufsatz in Zeitschrift 38 Collection of articles of several authors 22 Collection of articles written by one author 22 Sammelwerk 22 Sammlung 22 Amtsdruckschrift 17 Aufsatzsammlung 17 Government document 17 Konferenzschrift 15 Conference paper 10 Konferenzbeitrag 10 Systematic review 10 Übersichtsarbeit 10 Forschungsbericht 9 Conference proceedings 3 Commentary 2 Doctoral Thesis 2 Kommentar 2 Research Report 2 Amtliche Publikation 1 Case study 1 Fallstudie 1 Proceedings 1 Reprint 1
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Language
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English German 72 Spanish 15 Portuguese 4 French 3 Undetermined 2 Danish 1 Polish 1 Romany 1 Russian 1
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Author
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McAleer, Michael 189 Caporale, Guglielmo Maria 116 Chang, Chia-Lin 73 Diebold, Francis X. 55 Koopman, Siem Jan 54 Spagnolo, Nicola 53 Bollerslev, Tim 51 Hautsch, Nikolaus 49 Härdle, Wolfgang 45 Aizenman, Joshua 41 Andersen, Torben 35 Pierdzioch, Christian 35 Allen, David E. 34 Buch, Claudia M. 33 Chiarella, Carl 32 Asai, Manabu 31 Gupta, Rangan 31 Kočenda, Evžen 30 Christiansen, Charlotte 29 Lux, Thomas 29 Medeiros, Marcelo C. 29 Bekaert, Geert 27 Caballero, Ricardo J. 27 Conrad, Christian 27 Jacquier, Antoine (Jack) 26 Baruník, Jozef 25 Clements, Adam 25 Dijk, Dick van 25 Döpke, Jörg 25 Hafner, Christian M. 25 Prokopczuk, Marcel 25 Bos, Charles S. 24 Branger, Nicole 23 Caporin, Massimiliano 23 Beirne, John 22 Bloom, Nicholas 22 Fernández-Villaverde, Jesús 22 Zhou, Hao 22 Andersen, Torben G. 21 Christoffersen, Peter F. 21
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Institution
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National Bureau of Economic Research 324 Institut für Schweizerisches Bankwesen <Zürich> 49 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 25 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 21 National Centre of Competence in Research North South <Bern> 17 World Bank 14 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 Erasmus Research Institute of Management 3 Federal Reserve Bank of Cleveland 3 Forschungsinstitut zur Zukunft der Arbeit 3 National Centre of Competence in ResearchFinancial Valuation and Risk Management 3 New York Stock Exchange 3 University <Nottingham> / Department of Economics 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 European University Institute / Department of Law 2
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Published in...
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NBER working paper series 317 Working paper / National Bureau of Economic Research, Inc. 216 Discussion paper / Tinbergen Institute 159 CESifo working papers 137 Working Paper 129 Working paper 114 NBER Working Paper 96 CREATES research paper 94 Econometric Institute research papers 83 Research paper series / Swiss Finance Institute 77 SFB 649 discussion paper 71 Finance and economics discussion series 65 Working paper series / European Central Bank 62 ECB Working Paper 60 CESifo Working Paper 58 IMF working paper 58 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 57 CAMA working paper series 56 Working papers 52 CFS working paper series 47 Staff working paper 46 Discussion paper series / IZA 45 Tinbergen Institute Discussion Paper 45 CESifo Working Paper Series 44 Staff reports / Federal Reserve Bank of New York 44 International finance discussion papers 43 Discussion papers / Deutsches Institut für Wirtschaftsforschung 42 SFB 649 Discussion Paper 40 World Bank Policy Research Working Paper 33 Kiel Working Paper 32 Working paper series 31 IMF Working Paper 30 IMF working papers 30 Discussion paper 29 Discussion paper series 29 NCER working paper series 27 Working papers on finance 27 CORE discussion papers : DP 25 Discussion papers of interdisciplinary research project 373 25 IZA Discussion Papers 25
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Source
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ECONIS (ZBW) 9,881 EconStor 621 USB Cologne (business full texts) 131 BASE 4 USB Cologne (EcoSocSci) 2
Showing 1 - 10 of 10,639
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The non-linear trade-off between return and risk and its determinants
Cotter, John; Salvador, Enrique - 2022
Persistent link: https://www.econbiz.de/10013184750
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Addressing COVID-19 outliers in BVARs with stochastic volatility
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2022
The COVID-19 pandemic has led to enormous data movements that strongly affect parameters and forecasts from standard VARs. To address these issues, we propose VAR models with outlier-augmented stochastic volatility (SV) that combine transitory and persistent changes in volatility. The resulting...
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Persistent link: https://www.econbiz.de/10013184356
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On the volatility of cryptocurrencies
Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2022
Persistent link: https://www.econbiz.de/10012938838
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Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan; Karmakar, Sayar; Pierdzioch, Christian - 2022
Persistent link: https://www.econbiz.de/10012794059
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Estimating growth at risk with skewed stochastic volatility models
Wolf, Elias - 2022
This paper proposes a Skewed Stochastic Volatility (SSV) model to model time varying, asymmetric forecast distributions to estimate Growth at Risk as introduced in Adrian, Boyarchenko, and Giannone's (2019) seminal paper "Vulnerable Growth". In contrary to their semi-parametric approach, the SSV...
Persistent link: https://www.econbiz.de/10012807854
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Volatility and the pricing kernel
Schreindorfer, David; Sichert, Tobias - 2022 - This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian; Jakobsen, Johan Stax; Silvennoinen, Annastiina - 2022
Persistent link: https://www.econbiz.de/10012816369
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Long-short speculator sentiment in agricultural commodity markets
Borgards, Oliver; Czudaj, Robert - 2022
This paper tests the hypothesis that long-short speculators are able to generate short-term investment returns based on their sentiment for twelve agricultural commodity futures. For this purpose, we dynamically model the equidirectional trading of long and short commodity futures of long-short...
Persistent link: https://www.econbiz.de/10012818066
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The impact of ESG ratings on the systemic risk of European blue-chip firms
Eratalay, Mustafa Hakan; Cortés Ángel, Ariana Paola - 2022
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Persistent link: https://www.econbiz.de/10012818599
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Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.; Gupta, Rangan; Bouri, Elie - 2022
Persistent link: https://www.econbiz.de/10012820363
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