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isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Börsenkurs"
~subject:"Financial crisis"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Börsenkurs
Financial crisis
Volatilität
467
Volatility
466
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174
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174
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161
Theory
161
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115
Estimation
81
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81
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Schwert, George William
7
Bansal, Ravi
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Ang, Andrew
4
Campbell, John Y.
4
Lettau, Martin
4
Stulz, René M.
4
Bekaert, Geert
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Bloom, Nicholas
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3
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Krishnamurthy, Arvind
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3
Morck, Randall
3
Razin, Asaf
3
Tong, Hui
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
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2
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
Working paper
58
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53
CESifo working papers
45
Research paper series / Swiss Finance Institute
40
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37
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ECONIS (ZBW)
128
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1
Capital flow waves - or ripples? : extreme capital flow movements since the crisis
Forbes, Kristin
;
Warnock, Francis E.
-
2020
Persistent link: https://www.econbiz.de/10012216294
Saved in:
2
Expectations of fundamentals and stock market puzzles
Bordalo, Pedro
;
Gennaioli, Nicola
;
La Porta, Rafael
; …
-
2020
Persistent link: https://www.econbiz.de/10012240160
Saved in:
3
Volatility expectations and returns
Lochstoer, Lars A.
;
Muir, Tyler
-
2020
Persistent link: https://www.econbiz.de/10012405468
Saved in:
4
Financial market risk perceptions and the macroeconomy
Pflueger, Carolin E.
;
Siriwardane, Emil N.
;
Sunderam, Adi
-
2019
Persistent link: https://www.econbiz.de/10012120977
Saved in:
5
Why has idiosyncratic risk been historically low in recent years?
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Stulz, René M.
-
2018
Persistent link: https://www.econbiz.de/10011800005
Saved in:
6
Do properly anticipated prices fluctuate randomly? : evidence from VIX futures markets
Aragon, George O.
;
Mehra, Rajnish
;
Wahal, Sunil
-
2018
Persistent link: https://www.econbiz.de/10011863551
Saved in:
7
Dissecting characteristics nonparametrically
Freyberger, Joachim
;
Neuhierl, Andreas
;
Weber, Michael
-
2017
Persistent link: https://www.econbiz.de/10011634681
Saved in:
8
Stock volatility and the Great Depression
Cortes, Gustavo Silva
;
Weidenmier, Marc D.
-
2017
Persistent link: https://www.econbiz.de/10011701481
Saved in:
9
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2016
Persistent link: https://www.econbiz.de/10011540476
Saved in:
10
Pricing assets in an economy with two types of people
Farmer, Roger E. A.
-
2016
Persistent link: https://www.econbiz.de/10011485635
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