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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"The review of financial studies"
~person:"Bakshi, Gurdip S."
~person:"Boivin, Jean"
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Time series analysis
United States
Estimation
4
Schätzung
4
USA
4
Geldpolitik
2
Monetary policy
2
1959-2001
1
1989-1998
1
1994
1
Aktienindex
1
Börsenkurs
1
Corporate bond
1
Credit risk
1
Hedging
1
Impact assessment
1
Index futures
1
Index-Futures
1
Insolvency
1
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1
Kreditrisiko
1
Market microstructure
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Marktmikrostruktur
1
Option pricing theory
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Optionspreistheorie
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Share price
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Stock index
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Taylor rule
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Taylor-Regel
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Theorie
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Bakshi, Gurdip S.
Boivin, Jean
Zhou, Hao
9
Kim, Don H.
7
D'Amico, Stefania
6
Li, Geng
6
Berger, Allen N.
5
Han, Song
5
Bollerslev, Tim
4
Carpenter, Seth B.
4
Demiralp, Selva
4
Falato, Antonio
4
Laubach, Thomas
4
Roberts, John M.
4
Shan, Hui
4
Tetlow, Robert
4
Vidangos, Ivan
4
Ang, Andrew
3
Bekaert, Geert
3
Downing, Chris
3
Estevão, Marcelo M.
3
Figura, Andrew
3
French, Mark W.
3
Kadyrzhanova, Dalida
3
Kelly, Bryan T.
3
Kilian, Lutz
3
López-Salido, José David
3
Molloy, Raven S.
3
Nalewaik, Jeremy
3
Rudd, Jeremy B.
3
Sack, Brian
3
Smith, Paul A.
3
Stanton, Richard
3
Stulz, René M.
3
Wei, Min
3
Whelan, Karl
3
Williams, John C.
3
Bali, Turan G.
2
Bansal, Ravi
2
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Finance and economics discussion series
Journal of money, credit and banking : JMCB
The review of financial studies
Discussion paper / Centre for Economic Policy Research
1
NBER working paper series
1
Staff reports / Federal Reserve Bank of New York
1
The journal of finance : the journal of the American Finance Association
1
The quarterly journal of economics
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ECONIS (ZBW)
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Measuring the effects of monetary policy : a factor-augmented vector autoregressive (FAVAR) approach
Bernanke, Ben
;
Boivin, Jean
;
Eliasz, Piotr
-
2004
Persistent link: https://www.econbiz.de/10001904113
Saved in:
2
Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank X.
-
2001
Persistent link: https://www.econbiz.de/10001573166
Saved in:
3
Has U.S. monetary policy changed? : Evidence from drifting coefficients and real-time data
Boivin, Jean
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
5
,
pp. 1149-1173
Persistent link: https://www.econbiz.de/10003353280
Saved in:
4
Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
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