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subject:"United States"
~isPartOf:"The American economic review"
~isPartOf:"The journal of futures markets"
~subject:"CAPM"
~subject:"Forecasting model"
~subject:"Zinsderivat"
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United States
CAPM
Forecasting model
Zinsderivat
Theorie
2,808
Theory
2,808
USA
415
Hedging
138
Derivat
132
Derivative
132
Estimation
116
Schätzung
116
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105
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105
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81
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Lien, Da-hsiang Donald
5
Gay, Gerald D.
4
Hall, Robert Ernest
4
Kolb, Robert W.
4
Mark, Nelson C.
4
Altig, David
3
Auerbach, Alan J.
3
Blanchard, Olivier
3
Blonigen, Bruce A.
3
Brorsen, B. Wade
3
Caballero, Ricardo J.
3
Cecchetti, Stephen G.
3
Chen, Ren-Raw
3
Cogley, Timothy
3
Frankel, Jeffrey A.
3
Gisser, Micha
3
Haltiwanger, John C.
3
Hendricks, Kenneth
3
Jordan, James V.
3
Jovanovic, Boyan
3
Keane, Michael P.
3
Kurmann, André
3
Levinsohn, James Alan
3
Lioui, Abraham
3
Otrok, Christopher M.
3
Pakes, Ariel
3
Porter, Robert H.
3
Sönmez, Tayfun
3
Acemoglu, Daron
2
Adam, Klaus
2
Auclert, Adrien
2
Bali, Turan G.
2
Basu, Susanto
2
Baxter, Marianne
2
Berry, Steven
2
Bils, Mark
2
Campbell, John Y.
2
Cascaldi-Garcia, Danilo
2
Castelino, Mark G.
2
Chance, Don M.
2
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International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
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The American economic review
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,557
International journal of forecasting
720
European journal of operational research : EJOR
477
Discussion paper / Centre for Economic Policy Research
468
Journal of forecasting
454
NBER working paper series
379
The review of financial studies
330
The journal of finance : the journal of the American Finance Association
322
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
317
Economics letters
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Journal of banking & finance
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Applied economics
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American journal of agricultural economics
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Journal of monetary economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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CESifo working papers
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Applied economics letters
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Journal of money, credit and banking : JMCB
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Journal of empirical finance
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Southern economic journal
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Economic modelling
168
Journal of applied econometrics
156
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
154
Finance research letters
154
Journal of international money and finance
152
Discussion paper
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ECONIS (ZBW)
499
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499
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1
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
2
Forecasting variance swap payoffs
Dark, Jonathan
;
Gao, Xin
;
Heijden, Thijs van der
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2135-2164
Persistent link: https://www.econbiz.de/10013465873
Saved in:
3
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
4
International Conference on futures and other derivatives
International Conference on Futures and Other …
-
2023
Persistent link: https://www.econbiz.de/10014339367
Saved in:
5
Pricing risky corporate bonds : an empirical study
Baaquie, Belal E.
;
Karim, Muhammad Mahmudul
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 90-121
Persistent link: https://www.econbiz.de/10013465896
Saved in:
6
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
7
US experience with futures transaction taxes
Mixon, Scott
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012817935
Saved in:
8
International Conference on futures and other derivatives
International Conference on Futures and Other …
-
2022
Persistent link: https://www.econbiz.de/10013465939
Saved in:
9
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
Saved in:
10
Long-run growth of financial data technology
Farboodi, Maryam
;
Veldkamp, Laura
- In:
The American economic review
110
(
2020
)
8
,
pp. 2485-2523
Persistent link: https://www.econbiz.de/10012430878
Saved in:
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