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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"The European journal of finance"
~subject:"Geldpolitik"
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Volatility
Yield curve
Geldpolitik
Estimation
195
Schätzung
195
Theorie
70
Theory
70
Capital income
67
Kapitaleinkommen
67
Börsenkurs
49
Share price
49
Volatilität
47
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36
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36
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31
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25
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59
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Copeland, Laurence S.
3
Ap Gwilym, Owain
2
Fassas, Athanasios P.
2
Gupta, Rangan
2
Koutmos, Gregory
2
Papadamou, Stephanos
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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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
211
Economic modelling
207
NBER working paper series
171
International review of economics & finance : IREF
169
Working paper / National Bureau of Economic Research, Inc.
165
Finance research letters
158
Journal of international money and finance
154
NBER Working Paper
153
Energy economics
151
Working paper
140
Applied economics letters
137
CESifo working papers
128
The North American journal of economics and finance : a journal of financial economics studies
128
International review of financial analysis
124
Journal of banking & finance
123
Discussion paper / Centre for Economic Policy Research
121
Journal of econometrics
114
Economics letters
105
Applied financial economics
102
Journal of empirical finance
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
Discussion papers / CEPR
92
Journal of international financial markets, institutions & money
89
Research in international business and finance
82
Discussion paper
81
Journal of economic dynamics & control
81
Working paper series / European Central Bank
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
International journal of finance & economics : IJFE
75
Finance and economics discussion series
74
Discussion paper / Tinbergen Institute
73
Journal of macroeconomics
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Journal of risk and financial management : JRFM
67
The journal of futures markets
63
Journal of financial economics
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Journal of monetary economics
58
International journal of forecasting
56
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ECONIS (ZBW)
59
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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
Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
Molinas, Luis Antonio
;
Binner, Jane M.
;
Tong, Meng
- In:
The European journal of finance
29
(
2023
)
7
,
pp. 780-799
Persistent link: https://www.econbiz.de/10014322555
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
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:
5
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:
6
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:
7
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
Saved in:
8
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
9
Stock market bubbles and monetary policy effectiveness
Fullana, Olga
;
Ruiz, Javier
;
Toscano, David
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 963-975
Persistent link: https://www.econbiz.de/10012609244
Saved in:
10
U.S. unconventional monetary policy and risk tolerance in major currency markets
Fassas, Athanasios P.
;
Kenourgios, Dimitris
;
Papadamou, …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 994-1008
Persistent link: https://www.econbiz.de/10012609247
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