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subject:"USA"
type_genre:"Arbeitspapier"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"Staff reports / Federal Reserve Bank of New York"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~isPartOf:"ZEW discussion papers"
~person:"Rudebusch, Glenn D."
~subject:"Volatilität"
~subject:"Wirkungsanalyse"
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Volatilität
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Estimation
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Schätzung
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Estimation theory
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United States
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1966-2000
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Rudebusch, Glenn D.
Czarnitzki, Dirk
9
Adrian, Tobias
7
Fitzenberger, Bernd
7
Sornette, Didier
6
Boyarchenko, Nina
5
Daly, Mary C.
5
Vogt, Erik
5
Williams, John C.
5
Fier, Andreas
4
Filipović, Damir
4
Gagliardini, Patrick
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
Toole, Andrew A.
4
Valletta, Robert G.
4
Van Tassel, Peter
4
Wilson, Daniel J.
4
Zafar, Basit
4
Almus, Matthias
3
Böhringer, Christoph
3
Giannone, Domenico
3
Goldberg, Linda S.
3
Jondeau, Eric
3
Lansing, Kevin J.
3
Laubach, Thomas
3
Lopes Bento, Cindy
3
Lutz, Benjamin Johannes
3
Mancini, Loriano
3
Osikominu, Aderonke
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Plazzi, Alberto
3
Rockinger, Michael
3
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Staff reports / Federal Reserve Bank of New York
Working papers series / Federal Reserve Bank of San Francisco
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2
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ECONIS (ZBW)
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Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2015
Persistent link: https://www.econbiz.de/10010504116
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2
Can spanned term structure factors drive stochastic yield volatility?
Christensen, Jens H. E.
;
Lopez, Jose A.
;
Rudebusch, Glenn D.
-
2014
Persistent link: https://www.econbiz.de/10010256285
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3
The macroeconomy and the yield curve : a nonstructural analysis
Diebold, Francis X.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868248
Saved in:
4
Estimating the Euler equation for output
Fuhrer, Jeffrey C.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001721248
Saved in:
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