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subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Yield curve"
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Search: subject_exact:"Estimation"
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Volatility
Yield curve
Estimation
906
Schätzung
903
Theorie
248
Theory
248
Capital income
165
Kapitaleinkommen
165
Volatilität
161
Time series analysis
125
Zeitreihenanalyse
125
Estimation theory
118
Schätztheorie
118
Börsenkurs
110
Share price
110
Forecasting model
100
Prognoseverfahren
100
VAR model
92
VAR-Modell
92
Welt
92
World
92
Panel
88
Panel study
88
USA
75
United States
75
Geldpolitik
74
Monetary policy
74
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66
Kointegration
66
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65
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65
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63
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63
Schock
59
Shock
59
Risiko
58
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58
ARCH model
57
ARCH-Modell
57
Impact assessment
55
Risikoprämie
55
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Article
190
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190
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English
190
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Gupta, Rangan
6
Ma, Feng
4
Prokopczuk, Marcel
4
Wei, Yu
3
Wese Simen, Chardin
3
Bekiros, Stelios
2
Bianchi, Robert
2
Chevallier, Julien
2
Dimitrakopoulos, Stefanos
2
Jawadi, Fredj
2
Paschke, Raphael
2
Popiel, Michal Ksawery
2
Salisu, Afees A.
2
Vázquez, Jesús
2
Abbritti, Mirko
1
Abdymomunov, Azamat
1
Abosedra, Salah S.
1
Acquah, Benjamin K.
1
Agnello, Luca
1
Ajide, Kazeem Bello
1
Alimi, Olorunfemi Yasiru
1
Anatolyev, Stanislav
1
Anderson, Heather M.
1
Andreou, Panayiotis C.
1
Angelini, Giovanni
1
Annaert, Jan
1
Aquilante, Tommaso
1
Arfaoui, Mongi
1
Argyropoulos, Efthymios
1
Arismendi Zambrano, Juan Carlos
1
Asai, Manabu
1
Audrino, Francesco
1
Avdoulas, Christos
1
Avdulaj, Krenar
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Bai, Lan
1
Bak, Yuhyeon
1
Balcilar, Mehmet
1
Barinov, Alexander
1
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Economics letters
International journal of finance & economics : IJFE
Journal of banking & finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Finance research letters
127
Energy economics
126
International review of economics & finance : IREF
106
Applied economics
90
The North American journal of economics and finance : a journal of financial economics studies
90
Economic modelling
86
International review of financial analysis
80
Journal of econometrics
74
Research in international business and finance
62
Journal of empirical finance
58
Journal of international financial markets, institutions & money
54
Discussion paper / Centre for Economic Policy Research
53
Journal of international money and finance
51
Working paper / National Bureau of Economic Research, Inc.
45
Applied economics letters
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
International journal of forecasting
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Journal of financial economics
36
Discussion papers / CEPR
34
Journal of economic dynamics & control
32
Pacific-Basin finance journal
31
Journal of financial econometrics
30
Quantitative finance
29
The European journal of finance
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Emerging markets, finance and trade : EMFT
26
Journal of financial markets
24
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Review of quantitative finance and accounting
21
Econometric reviews
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
International journal of economics and finance
19
Global finance journal
17
International journal of emerging markets
16
Macroeconomic dynamics
16
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ECONIS (ZBW)
190
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1
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190
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1
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
2
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
3
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:
4
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:
5
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
6
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
7
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:
8
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
9
Is central bank news good news for loan interest rates volatility?
Chrysanthopoulou, Xakousti
;
Tsioutsios, Alexandros
; …
- In:
Economics letters
233
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014506275
Saved in:
10
Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.
;
Fakih, Ali
;
Ghosh, Sajal
;
Kanjilal, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
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