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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"The European journal of finance"
~subject:"Aktienmarkt"
~subject:"EU countries"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Volatility
Yield curve
Aktienmarkt
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Estimation
194
Schätzung
194
Theorie
69
Theory
69
Capital income
66
Kapitaleinkommen
66
Börsenkurs
48
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48
Volatilität
46
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36
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Copeland, Laurence S.
3
Gupta, Rangan
3
Ap Gwilym, Owain
2
Choudhry, Taufiq
2
Coutts, J. Andrew
2
Fassas, Athanasios P.
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2
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1
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1
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1
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Alireza Zarei
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1
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1
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1
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The European journal of finance
Applied economics
263
Economic modelling
257
International review of economics & finance : IREF
229
Finance research letters
212
Applied economics letters
205
International review of financial analysis
184
Energy economics
170
Journal of banking & finance
155
The North American journal of economics and finance : a journal of financial economics studies
149
Applied financial economics
146
Journal of international money and finance
146
Journal of international financial markets, institutions & money
130
Journal of empirical finance
128
Research in international business and finance
122
Journal of econometrics
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
107
Economics letters
101
International journal of finance & economics : IJFE
95
Journal of risk and financial management : JRFM
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
81
International journal of economics and finance
72
Pacific-Basin finance journal
68
The journal of futures markets
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
International journal of forecasting
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Journal of economic dynamics & control
58
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
57
Cogent economics & finance
55
International journal of economics and financial issues : IJEFI
55
Empirica : journal of european economics
52
Journal of forecasting
50
The empirical economics letters : a monthly international journal of economics
49
Journal of applied econometrics
48
Review of quantitative finance and accounting
47
Emerging markets, finance and trade : EMFT
46
European economic review : EER
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
A Hawkes process analysis of high-frequency price endogeneity and market efficiency
Zhuo, Jingbin
;
Chen, Yufan
;
Zhou, Bang
;
Lang, Baiming
; …
- In:
The European journal of finance
30
(
2024
)
9
,
pp. 949-979
Persistent link: https://www.econbiz.de/10014548011
Saved in:
3
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
4
The impact of uncertainty on money demand in the UK, US and Euro area
Bissoondeeal, Rakesh K.
;
Binner, Jane M.
;
Karoglou, Michail
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1866-1884
Persistent link: https://www.econbiz.de/10014388514
Saved in:
5
Euro area monetary asset demand and Divisia aggregates
Fleissig, Adrian R.
;
Jones, Barry E.
;
Darvas, Zsolt M.
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1885-1912
Persistent link: https://www.econbiz.de/10014388520
Saved in:
6
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
7
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
8
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
9
The relevance of banks to the European stock market
Kick, Andreas
;
Rottmann, Horst
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1432-1459
Persistent link: https://www.econbiz.de/10014323021
Saved in:
10
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
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