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isPartOf:"Review of international economics"
type:"article"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial economics"
~subject:"Volatilität"
~subject:"Welfare analysis"
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Volatilität
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Anwar, Sajid
3
Brandt, Michael W.
3
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Review of international economics
Economic modelling
Journal of empirical finance
Journal of financial economics
Economics letters
169
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126
Journal of economic dynamics & control
115
Journal of banking & finance
113
International review of economics & finance : IREF
98
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92
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90
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80
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80
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76
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68
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67
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The journal of finance : the journal of the American Finance Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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61
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
62
What to expect when everyone is expecting : self-fulfilling expectations and asset-pricing puzzles
Garleanu, Nicolae
;
Panageas, Stauros
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 54-73
Persistent link: https://www.econbiz.de/10013188569
Saved in:
63
Implied volatility duration : a measure for the timing of uncertainty resolution
Schlag, Christian
;
Thimme, Julian
;
Weber, Rüdiger
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 127-144
Persistent link: https://www.econbiz.de/10013188678
Saved in:
64
Fundamental volatility and informative trading volume in a rational expectations equilibrium
Luo, Dan
;
Mao, Yipeng
- In:
Economic modelling
105
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013367169
Saved in:
65
Does licensing improve welfare with rent dissipation?
Ding, Rong
;
Ko, Chiu Yu
- In:
Economic modelling
105
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013367195
Saved in:
66
Discussions on the spurious hyperbolic memory in the conditional variance and a new model
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Journal of empirical finance
55
(
2020
),
pp. 83-103
Persistent link: https://www.econbiz.de/10012175262
Saved in:
67
Firm-specific information and systemic risk
Clements, Adam
;
Liao, Yin
- In:
Economic modelling
90
(
2020
),
pp. 480-493
Persistent link: https://www.econbiz.de/10012428956
Saved in:
68
Export, FDI and the welfare gains from trade liberalization
Sun, Puyang
;
Tan, Yong
;
Yang, Guang
- In:
Economic modelling
92
(
2020
),
pp. 230-238
Persistent link: https://www.econbiz.de/10012429678
Saved in:
69
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
70
Further empirical evidence on the forecasting of volatility with smooth transition exponential smoothing
Liu, Min
;
Taylor, James W.
;
Choo, Wei Chong
- In:
Economic modelling
93
(
2020
),
pp. 651-659
Persistent link: https://www.econbiz.de/10012430324
Saved in:
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