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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of banking & finance"
~subject:"Efficient market hypothesis"
~subject:"fractional integration"
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Volatility
Yield curve
Efficient market hypothesis
fractional integration
Estimation
434
Schätzung
433
Capital income
139
Kapitaleinkommen
139
Theorie
119
Theory
119
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Prokopczuk, Marcel
6
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4
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Li, Junye
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Journal of banking & finance
Applied economics
175
Finance research letters
162
International review of economics & finance : IREF
151
Energy economics
148
Economic modelling
138
International review of financial analysis
135
Working paper / National Bureau of Economic Research, Inc.
127
NBER working paper series
121
Applied economics letters
118
Applied financial economics
113
Journal of econometrics
113
The North American journal of economics and finance : a journal of financial economics studies
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NBER Working Paper
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Journal of international money and finance
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CESifo working papers
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72
Economics letters
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68
The European journal of finance
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Journal of risk and financial management : JRFM
65
Discussion paper / Tinbergen Institute
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
International journal of forecasting
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
International journal of economics and finance
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Discussion paper
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Journal of economic dynamics & control
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Finance and economics discussion series
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International journal of economics and financial issues : IJEFI
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Pacific-Basin finance journal
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ECONIS (ZBW)
125
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1
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
2
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
3
Pension funding and the cross section of stock returns : the case of Germany
Heusel, Nicola
;
Mager, Ferdinand
- In:
Journal of banking & finance
150
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014428911
Saved in:
4
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
5
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
6
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
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7
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
Saved in:
8
Measuring commodity market quality
Lauter, Tobias
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013538965
Saved in:
9
Return decomposition over the business cycle
Cenesizoglu, Tolga
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013533426
Saved in:
10
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
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