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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
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Volatility
Yield curve
Estimation
620
Schätzung
619
Forecasting model
234
Prognoseverfahren
234
Theorie
209
Theory
209
Capital income
172
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Prokopczuk, Marcel
5
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2
Chiu, Ching Wai Jeremy
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2
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International journal of forecasting
Journal of banking & finance
Applied economics
148
Energy economics
146
Finance research letters
145
International review of economics & finance : IREF
143
Economic modelling
130
International review of financial analysis
116
Working paper / National Bureau of Economic Research, Inc.
114
Journal of econometrics
110
NBER working paper series
110
The North American journal of economics and finance : a journal of financial economics studies
107
Applied economics letters
98
NBER Working Paper
98
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97
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73
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67
Economics letters
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International journal of finance & economics : IJFE
65
Discussion paper / Tinbergen Institute
63
The journal of futures markets
63
Journal of risk and financial management : JRFM
60
Journal of financial economics
58
The European journal of finance
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of economic dynamics & control
45
Finance and economics discussion series
43
Discussion paper
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of economics and finance
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International Journal of Energy Economics and Policy : IJEEP
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Pacific-Basin finance journal
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ECONIS (ZBW)
165
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51
Forecasting crude oil price volatility
Herrera, Ana María
;
Hu, Liang
;
Pastor, Daniel
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 622-635
Persistent link: https://www.econbiz.de/10012031060
Saved in:
52
Predictions of short-term rates and the expectations hypothesis
Guidolin, Massimo
;
Thornton, Daniel L.
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 636-664
Persistent link: https://www.econbiz.de/10012031076
Saved in:
53
Jumps, cojumps, and efficiency in the spot foreign exchange market
Piccotti, Louis R.
- In:
Journal of banking & finance
87
(
2018
),
pp. 49-67
Persistent link: https://www.econbiz.de/10011962493
Saved in:
54
Bid-to-cover and yield changes around public debt auctions in the euro area
Beetsma, Roel
;
Giuliodori, Massimo
;
Hanson, Jesper
; …
- In:
Journal of banking & finance
87
(
2018
),
pp. 118-134
Persistent link: https://www.econbiz.de/10011962504
Saved in:
55
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Kaminska, Iryna
;
Liu, Zhuoshi
;
Relleen, Jon
; …
- In:
Journal of banking & finance
88
(
2018
),
pp. 76-96
Persistent link: https://www.econbiz.de/10011962585
Saved in:
56
Option-implied objective measures of market risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
57
Financial market volatility, macroeconomic fundamentals and investor sentiment
Chiu, Ching Wai Jeremy
;
Harris, Richard D. F.
;
Stoja, …
- In:
Journal of banking & finance
92
(
2018
),
pp. 130-145
Persistent link: https://www.econbiz.de/10011964550
Saved in:
58
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
59
Sector spillovers in credit markets
Collet, Jerome
;
Ielpo, Florian
- In:
Journal of banking & finance
94
(
2018
),
pp. 267-278
Persistent link: https://www.econbiz.de/10011966651
Saved in:
60
Differences in options investors' expectations and the cross-section of stock returns
Andreou, Panayiotis C.
;
Kagkadis, Anastasios
;
Philip, Dennis
- In:
Journal of banking & finance
94
(
2018
),
pp. 315-336
Persistent link: https://www.econbiz.de/10011966661
Saved in:
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