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subject:"United States"
~institution:"Centre for Economic Policy Research"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~type_genre:"Amtsdruckschrift"
~type_genre:"Glossar enthalten"
~type_genre:"Working Paper"
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United States
Börsenkurs
5
Share price
5
Estimation
4
Schätzung
4
Capital income
3
Kapitaleinkommen
3
USA
3
Volatility
3
Volatilität
3
1980-1999
1
1989-2007
1
2001-2011
1
Aktienmarkt
1
Behavioral economics
1
EU countries
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EU-Staaten
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Efficient market hypothesis
1
Effizienzmarkthypothese
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Ereignisstudie
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Europäische Union
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Event study
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Financial crisis
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Finanzkrise
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Geschichte 1988-1999
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Hochfrequenzdaten (high frequency data)
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Internationaler Preiszusammenhang
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Islam
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Islamic countries
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Islamische Staaten
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Japan
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Preiskonvergenz
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Price convergence
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Signalling
1
Spillover effect
1
Spillover-Effekt
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Stochastic process
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Stochastischer Prozess
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Amtsdruckschrift
Glossar enthalten
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English
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Bonfiglioli, Alessandra
1
Favero, Carlo A.
1
Ishida, Isao
1
McAleer, Michael
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Scarrott, Carl
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Centre for Economic Policy Research
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
19
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
10
University of Chicago / Center for Research in Security Prices
7
Federal Reserve Bank of St. Louis
5
Federal Reserve System / Division of Research and Statistics
4
Federal Reserve Bank of New York
3
Rodney L. White Center for Financial Research
3
School of Finance and Business Economics <Perth, Western Australia>
3
The Wharton Financial Institutions Center
3
USA / Division of Market Regulation
3
Barnard College / Economics Department
2
Birkbeck College / Department of Economics
2
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Harvard Institute of Economic Research
2
Institute for Research in the Behavioral, Economic, and Management Sciences
2
Institute of Finance and Accounting <London>
2
Internationaler Währungsfonds / Research Department
2
Krannert Graduate School of Management
2
USA / Division of Economic Analysis
2
USA / Securities and Exchange Commission / Office of the Chief Economist
2
University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
2
AMACOM
1
Bonn Graduate School of Economics
1
Centre for Growth and Business Cycle Research <Manchester>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Law
1
Federal Reserve Bank of Boston
1
Federal Reserve Bank of Chicago
1
Federal Reserve Bank of Minneapolis / Research Department
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Board of Governors
1
INSEAD
1
Institut for Nationaløkonomi <Kopenhagen>
1
Institut für Weltwirtschaft
1
Internationaler Währungsfonds / Western Hemisphere Department
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ECONIS (ZBW)
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1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
3
Measuring co-movements between US and European stock markets
Bonfiglioli, Alessandra
;
Favero, Carlo A.
-
2000
Persistent link: https://www.econbiz.de/10013423132
Saved in:
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