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subject:"Geldpolitik"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve Bank of St. Louis"
~subject:"Adverse selection"
~subject:"Volatility"
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Geldpolitik
Adverse selection
Volatility
Estimation
37
Schätzung
37
USA
24
United States
24
Theorie
9
Theory
9
Forecasting model
5
Prognoseverfahren
5
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1952-2002
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Großbritannien
2
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9
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Owyang, Michael T.
2
Andrés, Javier
1
Christiansen, Charlotte
1
Francis, Neville
1
Guo, Hui
1
Lo, Ming Chien
1
López-Salido, José David
1
Myhre Lildholt, Peter
1
Neely, Christopher J.
1
Nelson, Edward
1
Piger, Jeremy Max
1
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1
Tanggaard, Carsten
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Centre for Analytical Finance <Århus>
Federal Reserve Bank of St. Louis
National Bureau of Economic Research
156
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Institut für Weltwirtschaft
15
International Monetary Fund
8
University of Canterbury / Dept. of Economics and Finance
6
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
6
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5
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4
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4
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3
Gottfried Wilhelm Leibniz Universität Hannover
3
Johns Hopkins University / Department of Economics
3
Kansantaloustieteen Laitos <Tampere>
3
Narodna Banka na Republika Makedonija
3
National Institute of Economic and Social Research
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden
3
Verein für Socialpolitik / Ausschuss für Geldtheorie und Geldpolitik
3
William Davidson Institute <Ann Arbor, Mich.>
3
Australian National University / Faculty of Economics and Commerce
2
Birkbeck College / Department of Economics
2
Bonn Graduate School of Economics
2
Centre for Growth and Business Cycle Research <Manchester>
2
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2
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2
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2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Tobins̉ imperfect asset substitution in optimizing general equilibrium
Andrés, Javier
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001987130
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2
Monetary policy in a Markov-switching VECM : implications for the cost of disinflation and the price puzzle
Francis, Neville
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001978121
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3
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
4
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
5
Is the response of output to monetary policy asymmetric? : Evidence from a regime-switching coefficients model
Lo, Ming Chien
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964753
Saved in:
6
Modeling volcker as a non-absorbing state : agnostic identification of a markov-switching VAR
Owyang, Michael T.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974169
Saved in:
7
Errors in trade classification : consequences and remedies
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270
Saved in:
8
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
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