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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Discussion paper"
~isPartOf:"International review of financial analysis"
~person:"Cipollini, Andrea"
~person:"Degiannakis, Stavros"
~subject:"United States"
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Volatility
Yield curve
United States
Estimation
5
Schätzung
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Volatilität
5
ARCH model
4
ARCH-Modell
4
Capital income
3
Forecasting model
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Aktienmarkt
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Analysis of variance
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Basel III
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Conditional volatility
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Cipollini, Andrea
Degiannakis, Stavros
Bloom, Nicholas
4
Halberstadt, Arne
4
Bouri, Elie
3
De Neve, Jan-Emmanuel
3
Haque, Qazi
3
Ma, Feng
3
Prieto, Esteban
3
Van Reenen, John
3
Xuan Vinh Vo
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Audrino, Francesco
2
Balaban, Ercan
2
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Bönke, Timm
2
Chortareas, Georgios E.
2
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2
Do, Hung Xuan
2
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2
Fabozzi, Frank J.
2
Fang, Victor
2
Floros, Christos
2
Fox, Kevin J.
2
Franz, Thorsten
2
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2
Hammoudeh, Shawkat
2
Harhoff, Dietmar
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Hess, Dieter
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Liu, Jia
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2
Nonejad, Nima
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Oswald, Andrew J.
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Pischke, Jörn-Steffen
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Discussion paper
International review of financial analysis
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International Journal of Financial Studies : open access journal
1
International journal of forecasting
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Journal of empirical finance
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ECONIS (ZBW)
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1
Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
Saved in:
2
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
3
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
4
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
5
Switching to floating exchange rates, devaluations, and stock returns in MENA countries
Chortareas, Georgios E.
;
Cipollini, Andrea
;
Eissa, …
- In:
International review of financial analysis
21
(
2012
),
pp. 119-127
Persistent link: https://www.econbiz.de/10009633319
Saved in:
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