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Volatility
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129
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Economic modelling
NBER working paper series
267
Working paper / National Bureau of Economic Research, Inc.
246
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234
Journal of banking & finance
174
Journal of econometrics
147
Mathematical finance : an international journal of mathematics, statistics and financial theory
126
International journal of theoretical and applied finance
123
Discussion paper / Centre for Economic Policy Research
120
Economics letters
115
Journal of financial economics
115
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112
Journal of economic dynamics & control
108
Journal of empirical finance
105
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102
Finance research letters
94
The review of financial studies
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of international money and finance
88
Research paper series / Swiss Finance Institute
83
International journal of forecasting
79
The journal of finance : the journal of the American Finance Association
79
Finance and stochastics
77
International review of economics & finance : IREF
75
The European journal of finance
75
International review of financial analysis
74
Applied economics
72
Journal of forecasting
70
Journal of monetary economics
67
Applied mathematical finance
66
The journal of fixed income
63
Swiss Finance Institute Research Paper
61
Finance and economics discussion series
58
Applied economics letters
57
CESifo working papers
56
Energy economics
56
Journal of financial econometrics : official journal of the Society for Financial Econometrics
55
Journal of money, credit and banking : JMCB
53
SFB 649 discussion paper
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ECONIS (ZBW)
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1
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
2
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
3
In no uncertain terms : the effect of uncertainty on credit frictions and monetary policy
Balke, Nathan S.
;
Martínez-García, Enrique
;
Zeng, Zheng
- In:
Economic modelling
100
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012795898
Saved in:
4
Macroeconomic shocks and the endogenous response of the stock market and real interest rates in a neoclassical general equilibrium model
Kong Weng Ho
- In:
Economic modelling
12
(
1995
)
1
,
pp. 28-34
Persistent link: https://www.econbiz.de/10001175636
Saved in:
5
Dynamic mean-variance portfolio selection with liability and stochastic interest rate
Chang, Hao
- In:
Economic modelling
51
(
2015
),
pp. 172-182
Persistent link: https://www.econbiz.de/10011475878
Saved in:
6
A term structure model under cyclical fluctuations in interest rates
Moreno, Manuel
;
Novales, Alfonso
;
Platania, Federico
- In:
Economic modelling
72
(
2018
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012100292
Saved in:
7
A bivariate Hawkes process for interest rate modeling
Hainaut, Donatien
- In:
Economic modelling
57
(
2016
),
pp. 180-196
Persistent link: https://www.econbiz.de/10011646883
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8
An endogenous structural credit risk model incorporating with moral hazard and rollover risk
Niu, Huawei
;
Hua, Wei
- In:
Economic modelling
78
(
2019
),
pp. 47-59
Persistent link: https://www.econbiz.de/10012198835
Saved in:
9
Catching the curl : wavelet thresholding improves forward curve modelling
Power, Gabriel J.
;
Eaves, James
;
Turvey, Calum Greig
; …
- In:
Economic modelling
64
(
2017
),
pp. 312-321
Persistent link: https://www.econbiz.de/10011761254
Saved in:
10
Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Economic modelling
67
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
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