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subject:"Geldpolitik"
~accessRights:"free"
~isPartOf:"Bundesbank Series 1 Discussion Paper"
~isPartOf:"IES working paper"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"SBP working paper series"
~isPartOf:"Working papers"
~person:"Gallo, Giampiero M."
~subject:"Börsenkurs"
~subject:"Monetary policy"
~subject:"Volatility"
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Geldpolitik
Börsenkurs
Monetary policy
Volatility
Estimation
4
Multiplicative Error Model
4
Schätzung
4
Theorie
4
Theory
4
Volatilität
4
Share price
3
Aktienmarkt
2
Ankündigungseffekt
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Announcement effect
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Forecasting model
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Markov chain
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Markov-Kette
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realized volatility
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Kapitaleinkommen
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MIDAS
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Markov switching model
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Model Confidence Set
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Model–based clustering
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Monetary policy an- nouncements
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Realized Volatility
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Short– and Long–Run Components
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Significant jumps
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Smoothed Probabilities
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Stock market volatility
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Time series analysis
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Gallo, Giampiero M.
Werner, Thomas
5
Otranto, Edoardo
4
Worms, Andreas
4
Billio, Monica
3
Hanif, Muhammad Nadim
3
Kočenda, Evžen
3
Lacava, Demetrio
3
Malinska, Barbora
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Panagiōtidēs, Theodōros
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Siklos, Pierre L.
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Upper, Christian
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Balibey, Mesut
2
Barunik, Jozef
2
Bohl, Martin T.
2
Buch, Claudia M.
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Bukhari, Syed Kalim Hyder
2
Caporin, Massimiliano
2
Craig, Ben R.
2
Dionne, Georges
2
Döpke, Jörg
2
Fisera, Boris
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Frattarolo, Lorenzo
2
Gencer, Hatice Gaye
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Gerberding, Christina
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Greiber, Claus
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Hamzaoui, Nessrine
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Henry, Ólan Thomas John
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Hussain, Fida
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Hyder, Zulfiqar
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Iqbal, Javed
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Keller, Joachim
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Kukacka, Jiri
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Lemke, Wolfgang
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Mighri, Zouheir Ahmed
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Moravcová, Michala
2
Olekalns, Nilss
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Papapanagiotou, Georgios
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Pelizzon, Loriana
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Regaieg, Boutheina
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Bundesbank Series 1 Discussion Paper
IES working paper
International journal of economics and financial issues : IJEFI
SBP working paper series
Working papers
NBER Working Paper
1
NBER working paper series
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
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1
Volatility jumps and the classification of monetary policy announcements
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321842
Saved in:
2
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
Saved in:
3
Measuring the effects of unconventional policies on stock market volatility
Lacava, Demetrio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515678
Saved in:
4
On classifying the effects of policy announcements on volatility
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515683
Saved in:
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