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subject:"Volatility"
subject:"Yield curve"
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~subject:"Time series analysis"
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Volatility
Yield curve
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Estimation
124,222
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15,986
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14,821
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14,759
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5,494
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Caporale, Guglielmo Maria
216
Gil-Alaña, Luis A.
207
Gupta, Rangan
139
McAleer, Michael
98
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92
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69
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68
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63
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62
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57
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56
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56
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55
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50
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48
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48
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46
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42
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Gao, Jiti
39
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38
Miller, Stephen M.
38
Todorov, Viktor
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Lütkepohl, Helmut
37
Serletis, Apostolos
37
Belzil, Christian
36
Acemoglu, Daron
35
Koop, Gary
35
McMillan, David G.
35
Mumtaz, Haroon
35
Narayan, Paresh Kumar
35
Basu, Susanto
34
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34
Berg, Gerard J. van den
33
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33
Springer Fachmedien Wiesbaden
27
Internationaler Währungsfonds / Research Department
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Institut für Weltwirtschaft
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Federal Reserve System / Board of Governors
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University of Oxford / Institute of Economics and Statistics
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Federal Reserve Bank of St. Louis
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Verlag Dr. Kovač
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Universität Mannheim
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Centre for Economic Performance
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International Monetary Fund
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Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
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Center for Economic Research <Tilburg>
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
Leibniz-Institut für Wirtschaftsforschung Halle
6
University of Canterbury / Dept. of Economics and Finance
6
World Bank
6
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Edward Elgar Publishing
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
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639
NBER working paper series
541
NBER Working Paper
506
Applied economics
491
Discussion paper / Centre for Economic Policy Research
407
Economic modelling
340
CESifo working papers
327
Discussion paper series / IZA
315
Applied economics letters
297
Economics letters
287
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268
Journal of econometrics
267
International review of economics & finance : IREF
246
Journal of international money and finance
235
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
234
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
234
Energy economics
224
Journal of banking & finance
200
Finance research letters
198
Discussion paper / Tinbergen Institute
180
Applied financial economics
173
Journal of applied econometrics
171
Journal of empirical finance
166
International review of financial analysis
165
Discussion paper
161
IZA Discussion Paper
160
The North American journal of economics and finance : a journal of financial economics studies
157
Journal of economic dynamics & control
155
Discussion papers / CEPR
148
Journal of macroeconomics
145
Europäische Hochschulschriften / 5
138
International journal of forecasting
132
International journal of finance & economics : IJFE
130
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
125
Journal of financial economics
119
Journal of international financial markets, institutions & money
118
The review of economics and statistics
116
Finance and economics discussion series
113
Macroeconomic dynamics
113
Journal of forecasting
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ECONIS (ZBW)
38,058
RePEc
3
BASE
1
Showing
1
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10
of
38,062
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date (newest first)
date (oldest first)
1
Estimation of a production function with domestic and foreign capital stock
Ziesemer, Thomas
-
2022
Persistent link: https://www.econbiz.de/10013188417
Saved in:
2
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
3
The market cost of business cycle fluctuations
Ghosh, Anisha
;
Julliard, Christian
;
Stutzer, Michael J.
-
2024
Persistent link: https://www.econbiz.de/10014451870
Saved in:
4
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
5
Uninformed voters with (im)precise expectations : explaining political budget cycle puzzles
Crombach, Lamar
;
Bohn, Frank
- In:
Economics & politics
36
(
2024
)
1
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014472990
Saved in:
6
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
7
Beyond carry: the prospective interest rate differential and currency excess returns
Dong, Mengmeng
;
Goto, Shingo
;
Hou, Kewei
;
Yan, Xu
; …
-
2024
Persistent link: https://www.econbiz.de/10014475701
Saved in:
8
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
9
Finance dependence and exchange rate pass-through : empirical evidence from China
Hu, Chenghao
- In:
Emerging markets review
58
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014445447
Saved in:
10
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
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