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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of empirical finance"
~subject:"Competition"
~subject:"Exchange rate"
~subject:"Schock"
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Großbritannien
Time series analysis
Competition
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Schock
Theorie
4,896
Theory
4,896
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457
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457
USA
402
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400
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351
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341
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Bacchetta, Philippe
9
Gersbach, Hans
9
Corsetti, Giancarlo
8
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8
Forni, Mario
8
Haskel, Jonathan
7
Svensson, Lars E. O.
7
Reichlin, Lucrezia
6
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6
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6
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6
Snower, Dennis J.
6
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6
Artis, Michael J.
5
Griffith, Rachel
5
Hörnig, Steffen
5
Jullien, Bruno
5
Kollmann, Robert
5
Lippi, Marco
5
Pesenti, Paolo A.
5
Rebelo, Sérgio
5
Timmermann, Allan
5
Uribe, Martín
5
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5
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4
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4
Anderson, Simon P.
4
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4
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4
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4
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4
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4
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4
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4
Lippi, Francesco
4
Marcellino, Massimiliano
4
Miller, Marcus
4
Ravn, Morten O.
4
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4
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4
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504
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ECONIS (ZBW)
567
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1
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
2
Easy money and competitive industries' booms and busts
Shang, Longfei
;
Lin, Ji-chai
;
Yang, Nan
- In:
Journal of empirical finance
73
(
2023
),
pp. 65-85
Persistent link: https://www.econbiz.de/10014476992
Saved in:
3
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
4
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
5
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
6
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
7
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
8
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
9
Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan
;
Luger, Richard
- In:
Journal of empirical finance
68
(
2022
),
pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
Saved in:
10
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
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