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subject:"Impact assessment"
~isPartOf:"American Economic Review papers and proceedings"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of forecasting"
~person:"Bali, Turan G."
~person:"Bollerslev, Tim"
~person:"Clark, Todd E."
~person:"Härdle, Wolfgang"
~person:"Kim, Don H."
~person:"O'Hare, Colin"
~person:"Pierdzioch, Christian"
~person:"Wright, Jonathan H."
~person:"Zhou, Hao"
~subject:"1990-2005"
~subject:"Aktienindex"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
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Impact assessment
1990-2005
Aktienindex
Estimation theory
Kapitaleinkommen
Estimation
28
Schätzung
28
USA
19
United States
19
Yield curve
14
Zinsstruktur
14
Capital income
10
Forecasting model
10
Prognoseverfahren
10
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8
Risk premium
8
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7
Staatspapier
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7
Theory
7
Börsenkurs
5
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5
Volatility
5
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5
1990-2007
3
Inflation expectations
3
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3
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3
Time series analysis
3
Zeitreihenanalyse
3
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2
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Bankenregulierung
2
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2
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English
13
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Bali, Turan G.
Bollerslev, Tim
Clark, Todd E.
Härdle, Wolfgang
Kim, Don H.
O'Hare, Colin
Pierdzioch, Christian
Wright, Jonathan H.
Zhou, Hao
Wu, Chunchi
3
Cepni, Oguzhan
2
Chan, Ngai Hang
2
D'Amico, Stefania
2
Diebold, Francis X.
2
Durham, J. Benson
2
Gupta, Rangan
2
Herbst, Edward P.
2
King, Thomas B.
2
Taylor, James W.
2
Ullah, Wali
2
Vazquez-Grande, Francisco
2
Wang, Junbo
2
Zhang, Frank X.
2
Abdullah, Mat Yusoff
1
Ahmad, Muhammad Idrees
1
Ai, Chunrong
1
An, Yang
1
Anbil, Sriya
1
Andersen, Torben
1
Andreasen, Martin Møller
1
Apostolakis, George N.
1
Aramonte, Sirio
1
Asgharian, Hossein
1
Bansal, Ravi
1
Barigozzi, Matteo
1
Benson, David
1
Berkowitz, Jeremy
1
Bermejo, Miguel Ángel
1
Bernanke, Ben
1
Black, Angela J.
1
Blanco-Fernández, Ángela
1
Blonigen, Bruce A.
1
Bognanni, Mark
1
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American Economic Review papers and proceedings
Finance and economics discussion series
Journal of forecasting
SFB 649 discussion paper
12
Journal of financial economics
9
Kiel working paper
7
Journal of econometrics
6
Department of Economics working paper series
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Kieler Arbeitspapiere
5
CREATES research paper
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion papers of interdisciplinary research project 373
4
Finance research letters
4
Georgetown McDonough School of Business Research Paper
4
Journal of financial and quantitative analysis : JFQA
3
NBER Working Paper
3
NBER working paper series
3
The European journal of finance
3
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2
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2
ERID working paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International review of financial analysis
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly journal of finance
2
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2
Annals of financial economics
1
Applied financial economics
1
BIS quarterly review : international banking and financial market developments
1
Bundesbank Series 1 Discussion Paper
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1
CESifo working papers
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CFS working paper series
1
CREATES Research Paper
1
China finance review international
1
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ECONIS (ZBW)
13
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Are shadow rate models of the Treasury yield curve structurally stable?
Kim, Don H.
;
Priebsch, Marcel A.
-
2020
Persistent link: https://www.econbiz.de/10012389081
Saved in:
3
International yield spillovers
Kim, Don H.
;
Ochoa, Marcelo
-
2020
Persistent link: https://www.econbiz.de/10012437922
Saved in:
4
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
5
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
6
Risk, uncertainty, and expected returns
Bali, Turan G.
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406481
Saved in:
7
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
Saved in:
8
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Kim, Don H.
(
contributor
);
Wright, Jonathan H.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003137207
Saved in:
9
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Kim, Don H.
;
Wright, Jonathan H.
-
2005
Persistent link: https://www.econbiz.de/10003087210
Saved in:
10
Regime-shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
-
2003
Persistent link: https://www.econbiz.de/10001764084
Saved in:
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