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~subject:"Volatility"
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Volatility
Theorie
39
Theory
39
Estimation
35
Schätzung
35
USA
31
United States
31
Volatilität
26
Business cycle
22
Konjunktur
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Großbritannien
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Risiko
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VAR model
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VAR-Modell
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Prognoseverfahren
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CFA franc zone
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CFA-Franc-Zone
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Inflation
13
Monetary policy
10
Time series analysis
10
Zeitreihenanalyse
10
Aktienmarkt
9
Geldpolitik
9
Kaufkraftparität
9
Purchasing power parity
9
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9
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9
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English
26
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Henry, Ólan Thomas John
23
Olekalns, Nilss
10
Suardi, Sandy
7
Brooks, Chris
4
Shields, Kalvinder K.
4
Grier, Kevin
3
Sharma, John
2
Henry, Ólan T.
1
Lakshman, Rajith W. D.
1
McKenzie, Michael D.
1
Persand, Gita
1
Savva, Christos S.
1
Summers, Peter M.
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Research paper / University of Melbourne, Department of Economics
6
Working papers
5
Australian economic papers
3
Applied financial economics
2
Journal of applied econometrics
2
Macroeconomic Research Group discussion paper series
2
Economic modelling
1
Economics letters
1
Economics of planning : an international journal devoted to the study of comparative economics
1
Southern economic journal
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The Manchester School of Economic and Social Studies
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ECONIS (ZBW)
26
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1
The asymmetric effects of uncertainty on inflation and output growth
Grier, Kevin
;
Henry, Ólan Thomas John
;
Olekalns, Nilss
; …
- In:
Journal of applied econometrics
19
(
2004
)
5
,
pp. 551-565
Persistent link: https://www.econbiz.de/10002342758
Saved in:
2
Replication of Grier, Henry, Olekalns and Shields (2004): The asymmetric effects of uncertainty on inflation and output growth
Savva, Christos S.
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1192-1196
Persistent link: https://www.econbiz.de/10011689079
Saved in:
3
Modelling the asymmetry of stock market volatility
Henry, Ólan Thomas John
- In:
Applied financial economics
8
(
1998
)
2
,
pp. 145-153
Persistent link: https://www.econbiz.de/10001244119
Saved in:
4
The volatility of US term structure term premia 1952 - 1991
Henry, Ólan Thomas John
- In:
Applied financial economics
9
(
1999
)
3
,
pp. 263-271
Persistent link: https://www.econbiz.de/10001454511
Saved in:
5
Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Economic modelling
17
(
2000
)
4
,
pp. 497-513
Persistent link: https://www.econbiz.de/10001533881
Saved in:
6
The impact of news on measures of undiversifiable risk : evidence from the UK stock market
Brooks, Chris
;
Henry, Ólan Thomas John
-
2000
Persistent link: https://www.econbiz.de/10001456109
Saved in:
7
Asymmetric conditional volatility and firm size : evidence from Austalian equity portfolios
Henry, Ólan Thomas John
;
Sharma, John
- In:
Australian economic papers
38
(
1999
)
4
,
pp. 393-406
Persistent link: https://www.econbiz.de/10001429154
Saved in:
8
Modelling the asymmetry of stock market volatility
Henry, Ólan Thomas John
-
1995
Persistent link: https://www.econbiz.de/10000921523
Saved in:
9
Asymmetric conditional volatility and firm size : evidence from Australian equity portfolios
Henry, Ólan Thomas John
;
Sharma, John
-
1998
Persistent link: https://www.econbiz.de/10000981813
Saved in:
10
The volatility of real exchange rates : the Australian case
Henry, Ólan Thomas John
;
Summers, Peter M.
- In:
Australian economic papers
38
(
1999
)
2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10001393982
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