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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Die Betriebswirtschaft : DBW"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Review of derivatives research"
~person:"Baillie, Richard"
~person:"Balvers, Ronald J."
~person:"Bollerslev, Tim"
~person:"Hautsch, Nikolaus"
~person:"Rösch, Daniel"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Deutschland"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Public choice
CAPM
Capital income
Deutschland
Kapitaleinkommen
Portfolio-Management
Schätzung
Spieltheorie
Volatility
Theorie
17
Theory
17
Volatilität
5
Credit risk
4
Forecasting model
4
Kreditrisiko
4
Portfolio selection
4
Prognoseverfahren
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Financial market
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Wechselkurs
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Credit rating
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Risk
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14
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Baillie, Richard
Balvers, Ronald J.
Bollerslev, Tim
Hautsch, Nikolaus
Rösch, Daniel
Branger, Nicole
7
Prokopczuk, Marcel
7
Gouriéroux, Christian
6
Post, Thierry
5
Christiansen, Charlotte
4
Fabozzi, Frank J.
4
Faff, Robert W.
4
Harvey, Campbell R.
4
Hollstein, Fabian
4
Jacobsen, Ben
4
Levy, Haim
4
Marquering, Wessel A.
4
Min, Byoung-Kyu
4
Taylor, Stephen
4
Wese Simen, Chardin
4
Abhyankar, Abhay
3
Baptista, Alexandre M.
3
Caporin, Massimiliano
3
Daníelsson, Jón
3
Elton, Edwin J.
3
Garcia, René
3
Geman, Hélyette
3
Gordy, Michael B.
3
Gribisch, Bastian
3
Gruber, Martin Jay
3
Harvey, David I.
3
Jarrow, Robert A.
3
Kim, Dongcheol
3
Koedijk, Kees
3
Kwan, Clarence C. Y.
3
Laurent, Jean-Paul
3
Levy, Moshe
3
Leybourne, Stephen James
3
Malliaris, Anastasios G.
3
Monfort, Alain
3
Moreno, Manuel
3
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HFDF <2, 1998, Zürich>
1
Published in...
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Die Betriebswirtschaft : DBW
Journal of banking & finance
Journal of empirical finance
Review of derivatives research
Journal of econometrics
7
Journal of economic dynamics & control
5
Journal of applied econometrics
4
Journal of international money and finance
4
The journal of finance : the journal of the American Finance Association
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International economic review
2
Journal of financial markets
2
The review of economics and statistics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Finanzmarkt und Portfolio-Management
1
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1
Journal of economic behavior & organization : JEBO
1
Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
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Journal of forecasting
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Journal of international economics
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Journal of risk
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NBER reporter online
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Quantitative economics : QE ; journal of the Econometric Society
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Review of finance : journal of the European Finance Association
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The journal of fixed income
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ECONIS (ZBW)
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1
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
2
Determinants and predictability of commodity producer returns
Wang, Qiao
;
Balvers, Ronald J.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256637
Saved in:
3
Temperature shocks and the cost of equity capital : implications for climate change perceptions
Balvers, Ronald J.
;
Du, Ding
;
Zhao, Xiaobing
- In:
Journal of banking & finance
77
(
2017
),
pp. 18-34
Persistent link: https://www.econbiz.de/10011814343
Saved in:
4
Downturn LGD modeling using quantile regression
Krüger, Steffen
;
Rösch, Daniel
- In:
Journal of banking & finance
79
(
2017
),
pp. 42-56
Persistent link: https://www.econbiz.de/10011815136
Saved in:
5
Assessing Euro crises from a time varying international CAPM approach
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
39
(
2016
),
pp. 197-208
Persistent link: https://www.econbiz.de/10011663843
Saved in:
6
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
7
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Saved in:
8
Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
9
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
10
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
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