//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The effects of Federal funds t...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
Theorie
131
Theory
125
Prognoseverfahren
109
Forecasting model
102
Zeitreihenanalyse
94
Time series analysis
88
Volatilität
75
Volatility
74
Schätzung
63
Estimation
59
United States
45
Börsenkurs
39
Kapitaleinkommen
37
Capital income
35
Business cycle
34
Share price
34
Schätztheorie
31
Konjunktur
30
Bayes-Statistik
29
Estimation theory
29
Portfolio-Management
29
Bayesian inference
27
Nichtlineare Regression
27
Nonlinear regression
27
Portfolio selection
27
ARCH-Modell
26
ARCH model
25
Markov-Kette
25
Markov chain
24
Bayesian analysis
23
Strukturbruch
22
Correlation
21
Korrelation
21
Monte Carlo simulation
20
Monte-Carlo-Simulation
20
Structural break
20
Welt
19
Wirtschaftsindikator
19
Zinsstruktur
19
more ...
less ...
Online availability
All
Free
28
Undetermined
2
Type of publication
All
Book / Working Paper
30
Article
24
Type of publication (narrower categories)
All
Working Paper
30
Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
53
German
1
Author
All
Dijk, Dick van
31
Martens, Martin
18
van Dijk, Dick
8
Franses, Philip Hans
7
Paap, Richard
7
Kofman, Paul
4
Sensier, Marianne
4
Wel, Michel van der
4
Çakmaklı, Cem
4
Groenen, Patrick J. F.
3
Heij, Christiaan
3
Opschoor, Anne
3
Pooter, Michiel de
3
Ravazzolo, Francesco
3
Scholtus, Martin L.
3
Cakmakli, Cem
2
Dijk, Herman K. van
2
Frijns, Bart
2
Henker, Thomas
2
Lucas, André
2
Lumsdaine, Robin L.
2
Oord, Arco van
2
Panchenko, Valentyn
2
Taylor, Nicholas
2
Vorst, Ton
2
Bannouh, Karim
1
Bataa, Erdenebat
1
Chuliá, Helena
1
Diks, Cees
1
Diks, Cees G. H.
1
Duyvesteyn, Johan
1
Fok, Dennis
1
Hauwe, Sjoerd van den
1
Luu, James C.
1
Nic, Siawash Safavi
1
Oehler, Andreas
1
Osborn, Denise R.
1
Poon, Ser-Huang
1
Rothman, Philip
1
Scholtus, Martin
1
more ...
less ...
Institution
All
Centre for Growth and Business Cycle Research <Manchester>
2
Published in...
All
Discussion paper / Tinbergen Institute
11
Tinbergen Institute Discussion Paper
8
Discussion paper series
3
Econometric Institute research papers
3
Journal of applied econometrics
3
The journal of futures markets
3
International journal of forecasting
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Macroeconomic dynamics
2
Die Betriebswirtschaft : DBW
1
Econometric reviews
1
International finance discussion papers
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of international money and finance
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
TRACE discussion papers / Tinbergen Institute
1
The economic journal : the journal of the Royal Economic Society
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of fixed income
1
The review of economics and statistics
1
Working Paper
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper / Norges Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
45
EconStor
9
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations
Chuliá, Helena
;
Martens, Martin
;
Dijk, Dick van
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 834-839
Persistent link: https://www.econbiz.de/10003966116
Saved in:
2
Predicting the daily covariance matrix for S&P 100 stock using intraday data : but which frequency to use?
Pooter, Michiel de
;
Martens, Martin
;
Dijk, Dick van
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 199-229
Persistent link: https://www.econbiz.de/10003761224
Saved in:
3
Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
(
contributor
);
Dijk, Dick van
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003754160
Saved in:
4
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
5
Short-term volatility versus long-term growth : evidence in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575240
Saved in:
6
Modeling multiple regimes in the business cycle
Dijk, Dick van
;
Franses, Philip Hans
- In:
Macroeconomic dynamics
3
(
1999
)
3
,
pp. 311-340
Persistent link: https://www.econbiz.de/10001618360
Saved in:
7
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001836409
Saved in:
8
Multivariate star analysis of money-output relationship
Rothman, Philip
;
Dijk, Dick van
;
Franses, Philip Hans
- In:
Macroeconomic dynamics
5
(
2001
)
4
,
pp. 506-532
Persistent link: https://www.econbiz.de/10001625162
Saved in:
9
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
10
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
;
Dijk, Dick van
- In:
The review of economics and statistics
86
(
2004
)
3
,
pp. 833-839
Persistent link: https://www.econbiz.de/10002223475
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->