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subject:"Prognoseverfahren"
~isPartOf:"Journal of banking & finance"
~person:"Guidolin, Massimo"
~person:"Hautsch, Nikolaus"
~subject:"Aktienmarkt"
~subject:"Zeitreihenanalyse"
~subject:"Zinsstruktur"
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Prognoseverfahren
Aktienmarkt
Zeitreihenanalyse
Zinsstruktur
Estimation
3
Schätzung
3
Capital income
2
Government securities
2
Kapitaleinkommen
2
Public bond
2
Staatspapier
2
Theorie
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Theory
2
Volatility
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Volatilität
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Yield curve
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Öffentliche Anleihe
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Ankündigungseffekt
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Announcement effect
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Bid-ask spread
1
Börsenkurs
1
Corporate bond
1
Corporate bonds
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Deutschland
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Economic information
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Geld-Brief-Spanne
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Geldpolitik
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Germany
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Großbritannien
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Impact assessment
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Impulse response functions
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Informational efficiency
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Informationseffizienz
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Interest rate derivative
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Interest rate risk
1
Market microstructure
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Markov chain
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Markov switching vector autoregressions
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Markov-Kette
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Marktmikrostruktur
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Monetary policy
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Guidolin, Massimo
Hautsch, Nikolaus
Guo, Hui
3
Berkman, Henk
2
Cakici, Nusret
2
Huang, Tao
2
León Valle, Ángel Manuel
2
Li, Junye
2
Liu, Xiaochun
2
Maio, Paulo
2
Maltritz, Dominik
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Møller, Stig Vinther
2
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2
Strohsal, Till
2
Weber, Enzo
2
Wese Simen, Chardin
2
Zaremba, Adam
2
Zhu, Jie
2
Zhu, Xiaoneng
2
Abbritti, Mirko
1
Afonso, António
1
Ahmed, Shamim
1
Aitken, Michael J.
1
Anderson, Heather M.
1
Antoniou, Constantinos
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Asgharian, Hossein
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Atanasov, Victoria
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Avouyi-Dovi, Sanvi
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Aydoğan, Kürşat
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Baik, Hyeoncheol
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Bali, Turan G.
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Barinov, Alexander
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Basse, Tobias
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Başçı, Erdem
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Bekiros, Stelios D.
1
Benth, Fred Espen
1
Berardi, Andrea
1
Bereskin, Fred
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Journal of banking & finance
SFB 649 discussion paper
8
CFS working paper series
5
BAFFI CAREFIN Centre Research Paper
4
Working paper series : working paper
3
Working papers / Innocenzo Gasparini Institute for Economic Research
3
Applied quantitative finance
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Manchester Business School Research Paper
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CFS Working Paper
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CREATES research paper
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Econometrics : open access journal
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Federal Reserve Bank of St. Louis Working Paper
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International journal of forecasting
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Journal of applied econometrics
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial markets
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Journal of forecasting
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Oxford bulletin of economics and statistics
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SFB 649 Discussion Paper
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The journal of portfolio management : a publication of Institutional Investor
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The journal of real estate finance and economics
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ECONIS (ZBW)
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1
The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Journal of banking & finance
80
(
2017
),
pp. 176-202
Persistent link: https://www.econbiz.de/10011816268
Saved in:
2
Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
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