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institution:"Federal Reserve Bank of St. Louis"
subject:"Share price"
~subject:"1952-1998"
~subject:"Theorie"
~subject:"Wechselkurs"
~subject:"Zinsstruktur"
~type_genre:"Arbeitspapier"
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Share price
1952-1998
Theorie
Wechselkurs
Zinsstruktur
Estimation
26
Schätzung
26
USA
21
United States
21
Yield curve
5
Capital income
4
Forecasting model
4
Geldpolitik
4
Kapitaleinkommen
4
Markov chain
4
Markov-Kette
4
Monetary policy
4
Prognoseverfahren
4
VAR model
4
VAR-Modell
4
Risikoprämie
3
Risk premium
3
Schock
3
Shock
3
1952-2002
2
Aktienmarkt
2
CAPM
2
Exchange rate
2
Portfolio selection
2
Portfolio-Management
2
Stock market
2
Structural break
2
Strukturbruch
2
Theory
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
1938-1999
1
1948-2000
1
1954-2002
1
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10
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10
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Arbeitspapier
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
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English
10
Author
All
Thornton, Daniel L.
4
Neely, Christopher J.
2
Andrés, Javier
1
Dittmar, Robert F.
1
Dueker, Michael
1
Guo, Hui
1
Gylfi Zoega
1
Kim, Chang-jin
1
López-Salido, José David
1
Nelson, Edward
1
Piger, Jeremy Max
1
Sarno, Lucio
1
Savickas, Robert
1
Wall, Howard J.
1
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Institution
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Federal Reserve Bank of St. Louis
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
Ekonomiska forskningsinstitutet <Stockholm>
37
Forschungsinstitut zur Zukunft der Arbeit
33
Internationaler Währungsfonds / Research Department
23
Birkbeck College / Department of Economics
16
Institut für Weltwirtschaft
15
Federal Reserve System / Board of Governors
12
Federal Reserve System / Division of Research and Statistics
11
National Bureau of Economic Research
10
University of Exeter / Department of Economics
10
Institut für Höhere Studien
9
Centre for Economic Performance
8
Trinity College Dublin / Department of Economics
8
Centre for Analytical Finance <Århus>
7
University of Oxford / Institute of Economics and Statistics
7
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
7
Zentrum für Europäische Wirtschaftsforschung
7
Australian National University / Faculty of Economics and Commerce
6
Centre for Economic Policy Research
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
University of Reading / Department of Economics
6
Bonn Graduate School of Economics
5
Center for Economic Research <Tilburg>
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
European University Institute / Department of Economics
5
Institute of European Finance <Bangor, Gwynedd>
5
International Monetary Fund
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
5
Rodney L. White Center for Financial Research
5
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
The Wharton Financial Institutions Center
5
Umeå universitet
5
University of Dundee / Department of Economic Studies
5
University of Otago / Commerce Division
5
University of Waterloo / Department of Economics
5
Carleton University / Department of Economics
4
Centro Studi Luca d'Agliano <Turin>
4
Chambre de commerce et d'industrie de Paris
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
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ECONIS (ZBW)
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1
Tobins̉ imperfect asset substitution in optimizing general equilibrium
Andrés, Javier
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001987130
Saved in:
2
Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates
Thornton, Daniel L.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115886
Saved in:
3
Testing the expectations hypothesis : some new evidence for Japan
Thornton, Daniel L.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986701
Saved in:
4
Testing the expectations hypothesis : some new evidence
Dittmar, Robert F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001982897
Saved in:
5
Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox
Thornton, Daniel L.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982928
Saved in:
6
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
7
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
Saved in:
8
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971215
Saved in:
9
The British beveridge curve : a tale of ten regions
Wall, Howard J.
(
contributor
);
Gylfi Zoega
(
contributor
)
-
2002
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001941420
Saved in:
10
Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-jin
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001965274
Saved in:
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