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subject:"Volatilität"
~person:"Aghion, Philippe"
~person:"Bali, Turan G."
~person:"Prokopczuk, Marcel"
~person:"Tauchen, George Eugene"
~person:"Todorov, Viktor"
~subject:"Theorie"
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Volatilität
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Aghion, Philippe
Bali, Turan G.
Prokopczuk, Marcel
Tauchen, George Eugene
Todorov, Viktor
Caporale, Guglielmo Maria
126
Gupta, Rangan
102
Gil-Alaña, Luis A.
96
McAleer, Michael
89
Pesaran, M. Hashem
79
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65
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62
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60
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56
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49
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48
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48
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Asai, Manabu
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ECONIS (ZBW)
119
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91
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119
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91
Volatility and Growth : Credit Constraints and Productivity-Enhancing Investment
Aghion, Philippe
-
2005
We examine how credit constraints affect the cyclical behavior of productivity-enhancing investment and thereby volatility and growth. We first develop a simple growth model where firms engage in two types of investment: a short-term one and a long-term productivity-enhancing one. Because it...
Persistent link: https://www.econbiz.de/10012467334
Saved in:
92
Carbon taxes, path dependency and directed technical change : evidence from the auto industry
Aghion, Philippe
;
Dechezleprêtre, Antoine
;
Hémous, David
-
2012
Persistent link: https://www.econbiz.de/10009705835
Saved in:
93
Carbon taxes, path dependency and directed technical change : evidence from the auto industry
Aghion, Philippe
;
Dechezleprêtre, Antoine
;
Hémous, David
-
2012
Persistent link: https://www.econbiz.de/10009683422
Saved in:
94
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
95
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
96
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
97
Volatility and growth : credit constraints and the composition of investment
Aghion, Philippe
;
Angeletos, Marios
;
Banerjee, Abhijit V.
; …
- In:
Journal of monetary economics
57
(
2010
)
3
,
pp. 246-265
Persistent link: https://www.econbiz.de/10003976904
Saved in:
98
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
99
Econometric analysis of jump-driven stochastic volatility models
Todorov, Viktor
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 12-21
Persistent link: https://www.econbiz.de/10009242565
Saved in:
100
Exchange rate volatility and productivity growth : the role of financial development
Aghion, Philippe
;
Bacchetta, Philippe
;
Rancière, Romain
; …
- In:
Journal of monetary economics
56
(
2009
)
4
,
pp. 494-513
Persistent link: https://www.econbiz.de/10003850583
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