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subject:"EU-Staaten"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"European economic review : EER"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper series / European Central Bank"
~person:"Lettau, Martin"
~source:"econis"
~subject:"1989-2017"
~subject:"Monetary policy"
~subject:"Principal component analysis"
~subject:"Schock"
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EU-Staaten
Volatility
1989-2017
Monetary policy
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Schock
Estimation
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Lettau, Martin
Christiano, Lawrence J.
5
Eichenbaum, Martin S.
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Rigobón, Roberto
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Stracca, Livio
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Jarociński, Marek
4
Leeper, Eric M.
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Aghion, Philippe
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Bacchetta, Philippe
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Checherita-Westphal, Cristina
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Chinn, Menzie David
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Edwards, Sebastian
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Giuliodori, Massimo
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Holm-Hadulla, Fédéric
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Le Roux, Julien
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Musso, Alberto
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Osbat, Chiara
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Schwaab, Bernd
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Van Robays, Ine
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Venditti, Fabrizio
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Zha, Tao
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Adam, Klaus
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Altavilla, Carlo
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Andersen, Torben
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Anderton, Bob
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Bartram, Söhnke M.
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Beetsma, Roel
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Bianchi, Francesco
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Billi, Roberto M.
2
Bobeica, Elena
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Brand, Claus
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Brown, Gregory W.
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Campbell, John Y.
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Cappelletti, Giuseppe
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Chudik, Alexander
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Ciccarelli, Matteo
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Cimadomo, Jacopo
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Detken, Carsten
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European economic review : EER
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper / National Bureau of Economic Research, Inc.
Working paper series / European Central Bank
NBER working paper series
6
NBER Working Paper
4
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ECONIS (ZBW)
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How the wealth was won : factors shares as market fundamentals
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2019
Persistent link: https://www.econbiz.de/10012020213
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2
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
-
2018
Persistent link: https://www.econbiz.de/10011878192
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3
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:
4
Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.
;
Lettau, Martin
-
1999
Persistent link: https://www.econbiz.de/10001390215
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