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subject:"Börsenkurs"
type:"book"
~isPartOf:"CREATES research paper"
~subject:"Konjunktur"
~subject:"Yield curve"
~type_genre:"Arbeitspapier"
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Börsenkurs
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Yield curve
Estimation
79
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25
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Andreasen, Martin Møller
5
Bollerslev, Tim
4
Todorov, Viktor
3
Violante, Francesco
2
Abate, Girum Dagnachew
1
Anselin, Luc
1
Aslanidis, Nektarios
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1
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Hautsch, Nikolaus
1
Jungbacker, Borus
1
Jørgensen, Kasper
1
Kjær, Mads Markvart
1
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Kristensen, Johannes Tang
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Lanne, Markku
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Li, Sophia Zhengzi
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Mao, Xiuping
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
246
Discussion paper / Centre for Economic Policy Research
158
CESifo working papers
130
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98
Working paper
82
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76
Finance and economics discussion series
68
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64
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59
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57
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51
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44
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38
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
23
Kieler Arbeitspapiere
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
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ECONIS (ZBW)
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1
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
2
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
5
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
6
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
7
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
8
A parametric factor model of the term structure of mortality
Haldrup, Niels
;
Rosenskjold, Carsten P. T.
-
2018
Persistent link: https://www.econbiz.de/10011797536
Saved in:
9
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Casas, Isabel
;
Mao, Xiuping
;
Veiga, Helena
-
2018
Persistent link: https://www.econbiz.de/10011864851
Saved in:
10
Dynamics of variance risk premia, investors' sentiment and return predictability
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2017
Persistent link: https://www.econbiz.de/10011624137
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