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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"CAMA working paper series"
~isPartOf:"Journal of financial economics"
~person:"Bollerslev, Tim"
~person:"Campbell, John Y."
~person:"Card, David"
~person:"Kelly, Bryan T."
~person:"Pesaran, M. Hashem"
~person:"Price, Simon"
~person:"Slaughter, Matthew J."
~subject:"Arbeitslosigkeit"
~subject:"Bildungsertrag"
~subject:"Faktorenanalyse"
~subject:"Konjunktur"
~subject:"Monetary policy"
~subject:"Productivity"
~subject:"Share price"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~subject:"World"
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EU-Staaten
Volatility
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Estimation
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Bollerslev, Tim
Campbell, John Y.
Card, David
Kelly, Bryan T.
Pesaran, M. Hashem
Price, Simon
Slaughter, Matthew J.
Chan, Joshua
13
Haque, Qazi
8
Wong, Benjamin
7
Castelnuovo, Efrem
5
Eisenstat, Eric
5
Morley, James C.
5
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4
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Paccagnini, Alessia
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Strachan, Rodney W.
4
Todorov, Viktor
4
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3
Chang, Yoosoon
3
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3
Dungey, Mardi H.
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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CAMA working paper series
Journal of financial economics
NBER working paper series
31
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29
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21
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20
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14
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4
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4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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, Vol. , pp. -
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ECONIS (ZBW)
14
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1
Stock returns predictability with unstable predictors
Calonaci, Fabio
;
Kapetanios, George
;
Price, Simon
-
2022
Persistent link: https://www.econbiz.de/10012878864
Saved in:
2
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
3
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2020
Persistent link: https://www.econbiz.de/10012533916
Saved in:
4
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
5
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
6
Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander
;
Pesaran, M. Hashem
;
Mohaddes, Kamiar
-
2019
Persistent link: https://www.econbiz.de/10012223662
Saved in:
7
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
8
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
Saved in:
9
A UK financial conditions index using targeted data reduction : forecasting and structural identification
Kapetanios, George
;
Price, Simon
;
Young, Garry
-
2017
Persistent link: https://www.econbiz.de/10011747023
Saved in:
10
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
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