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3
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Ghysels, Eric
79
Manganelli, Simone
9
Andreou, Elena
7
Idier, Julien
7
Hall, Alastair
6
Valkanov, Rossen
6
Anderson, Evan W.
4
Engle, Robert F.
4
Guay, Alain
4
Juergens, Jennifer L.
4
Santa-Clara, Pedro
4
Chen, Xilong
3
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3
Jardet, Caroline
3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
Lee, Hahn Shik
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2
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2
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2
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2
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2
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2
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2
de Loubens, Aymeric
2
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1
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Journal of econometrics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of empirical finance
6
Working paper / National Bureau of Economic Research, Inc
5
The review of economics and statistics
4
The review of financial studies
4
Econometric theory
3
Journal of financial economics
3
The journal of finance : the journal of the American Finance Association
3
Econometric reviews
2
Economie & prévision : EP
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of international money and finance
2
Journal of money, credit and banking : JMCB
2
L' Actualité économique : revue trimest.
2
Economic policy : a European forum
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Financial stability review : FSR
1
International economic review
1
International journal of finance & economics : IJFE
1
Journal of financial and quantitative analysis : JFQA
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
1
L' économétrie appliquée
1
Macroeconomic dynamics
1
Oxford review of economic policy
1
Revue d'économie financière : revue trimestrielle de l'Association d'Economie Financière
1
Southern economic journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
1
The European journal of finance
1
The Manchester School
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
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OLC EcoSci
ECONIS (ZBW)
526
RePEc
360
EconStor
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BASE
4
ArchiDok
3
USB Cologne (EcoSocSci)
2
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1
Interest rate expectations and uncertainty during ECB Governing Council days: Evidence from intraday implied densities of 3-month EURIBOR
Vergote, Olivier
;
Puigvert Gutiérrez, Josep Maria
- In:
Journal of banking & finance
36
(
2012
)
10
,
pp. 2804-2824
Persistent link: https://www.econbiz.de/10010002779
Saved in:
2
Les déterminants des taux d'intérêt à long terme aux États-Unis et dans la zone euro : une approche multivariée
Idier, Julien
;
Jardet, Caroline
;
de Loubens, Aymeric
- In:
Economie & prévision : EP
185
(
2008
)
4
,
pp. 13-33
Persistent link: https://www.econbiz.de/10008709146
Saved in:
3
Les déterminants des taux d'intérêt à long terme aux États-Unis et dans la zone euro : une approche multivariée
Idier, Julien
;
Jardet, Caroline
;
de Loubens, Aymeric
- In:
Economie & prévision : EP
(
2008
)
185
,
pp. 13-32
Persistent link: https://www.econbiz.de/10008163902
Saved in:
4
Taking into account extreme events in European option pricing
Idier, Julien
;
Jardet, Caroline
;
Fol, Gae͏̈lle le
; …
- In:
Financial stability review : FSR
12
(
2008
),
pp. 39-51
Persistent link: https://www.econbiz.de/10009921073
Saved in:
5
The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
Avouyi-Dovi, Sanvi
;
Idier, Julien
- In:
Journal of banking & finance
36
(
2012
)
2
,
pp. 428-439
Persistent link: https://www.econbiz.de/10009818209
Saved in:
6
Des effets théoriques de l'introduction d'une contrepartie centrale pour l'organisation des marchés OTC
Fourel, Valérie
;
Idier, Julien
- In:
Revue d'économie financière : revue trimestrielle de …
101
(
2011
),
pp. 53-71
Persistent link: https://www.econbiz.de/10010081245
Saved in:
7
Probability of informed trading on the euro overnight market rate
Idier, Julien
;
Nardelli, Stefano
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10008898254
Saved in:
8
Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models
Idier, Julien
- In:
The European journal of finance
17
(
2011
)
1
,
pp. 27-49
Persistent link: https://www.econbiz.de/10008768433
Saved in:
9
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10008223237
Saved in:
10
Financial dependence, global growth opportunities, and growth revisited
Manganelli, Simone
;
Popov, Alexander
- In:
Economics letters
120
(
2013
)
1
,
pp. 123-125
Persistent link: https://www.econbiz.de/10010119306
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