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subject:"Geldtheorie"
subject:"Monetary policy"
~isPartOf:"Computational economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Macroeconomic dynamics"
~subject:"Volatility"
~type_genre:"Article in journal"
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Geldtheorie
Monetary policy
Volatility
Theory
2,873
Theorie
2,872
Portfolio selection
315
Portfolio-Management
315
Estimation
242
Schätzung
241
Geldpolitik
218
USA
217
United States
217
Volatilität
192
Forecasting model
175
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175
Capital income
165
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108
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Serletis, Apostolos
5
Amendola, Nicola
3
Bullard, James Brian
3
Di Bartolomeo, Giovanni
3
Ferraris, Leo
3
Hahn, Volker
3
Ireland, Peter N.
3
Li, Yong
3
Martínez-García, Enrique
3
Semmler, Willi
3
Taylor, Stephen
3
Tirelli, Patrizio
3
Acocella, Nicola
2
Agénor, Pierre-Richard
2
Alexander, Carol
2
Berger, Tino
2
Bhattacharya, Joydeep
2
Bossone, Biagio
2
Branger, Nicole
2
Cenesizoglu, Tolga
2
Chadha, Jagjit
2
Chatelain, Jean-Bernard
2
Chen, Shu-Hua
2
Christiansen, Charlotte
2
Cole, Stephen J.
2
Escobar, Marcos
2
Faff, Robert W.
2
Gomis-Porqueras, Pedro
2
Hautsch, Nikolaus
2
Huang, Kevin X. D.
2
Kaeck, Andreas
2
Kang, Minwook
2
Kim, Kunhong
2
Kouretas, Georgios P.
2
Krawczyk, Jacek B.
2
Kurozumi, Takushi
2
Li, Junye
2
Li, Yiting
2
Markellos, Raphaēl N.
2
Mele, Antonio
2
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Computational economics
Journal of banking & finance
Macroeconomic dynamics
Journal of monetary economics
411
Journal of economic dynamics & control
354
Journal of macroeconomics
276
Economics letters
267
Journal of money, credit and banking : JMCB
260
Economic modelling
222
Journal of international money and finance
195
European economic review : EER
157
Journal of econometrics
140
Journal of economic theory
124
International review of economics & finance : IREF
118
Applied economics
113
Finance research letters
108
Review of economic dynamics
107
Open economies review
99
Applied economics letters
96
Journal of international economics
96
The American economic review
94
Journal of empirical finance
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Journal of financial economics
81
International journal of forecasting
79
International economic review
78
International journal of theoretical and applied finance
78
Economic theory : official journal of the Society for the Advancement of Economic Theory
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
International review of financial analysis
70
The economic journal : the journal of the Royal Economic Society
69
The North American journal of economics and finance : a journal of financial economics studies
68
The European journal of finance
67
International journal of finance & economics : IJFE
61
Energy economics
60
Journal of forecasting
60
The B.E. journal of macroeconomics
60
Journal of post-Keynesian economics : JPKE
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
The review of financial studies
59
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ECONIS (ZBW)
418
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418
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1
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
Endogenous uncertainty and monetary policy
Kang, ShinHyuck
;
Park, Kwangyong
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 462-477
Persistent link: https://www.econbiz.de/10014485320
Saved in:
3
Three liquid assets
Amendola, Nicola
;
Carbonari, Lorenzo
;
Ferraris, Leo
- In:
Macroeconomic dynamics
28
(
2024
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10014519890
Saved in:
4
A new neural network approach for predicting the volatility of stock market
Koo, Eunho
;
Kim, Geonwoo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10014327101
Saved in:
5
Implementing the commitment solution via discretionary policy-making
Hahn, Volker
- In:
Macroeconomic dynamics
27
(
2023
)
7
,
pp. 1866-1892
Persistent link: https://www.econbiz.de/10014364405
Saved in:
6
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
7
Vintage article: the effect of monetary policy shocks in the UK : an external instruments approach
Görtz, Christoph
;
Li, Wei
;
Tsoukalas, John
;
Zanetti, …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2270-2285
Persistent link: https://www.econbiz.de/10014436667
Saved in:
8
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
9
Inflation-linked bonds in incomplete markets with sunspots
Kang, Minwook
- In:
Macroeconomic dynamics
27
(
2023
)
4
,
pp. 928-944
Persistent link: https://www.econbiz.de/10014306673
Saved in:
10
A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions
Wahlstrøm, Ranik Raaen
;
Paraschiv, Florentina
; …
- In:
Computational economics
59
(
2022
)
3
,
pp. 967-1004
Persistent link: https://www.econbiz.de/10013169206
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