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subject:"Volatility"
~isPartOf:"CFS working paper series"
~isPartOf:"Journal of empirical finance"
~person:"Caporin, Massimiliano"
~subject:"Deutschland"
~subject:"Risk"
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Volatility
Deutschland
Risk
Estimation
3
Schätzung
3
Spillover effect
2
Spillover-Effekt
2
Volatilität
2
ARCH model
1
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Analysis of variance
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Bailout expectation
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Bank risk
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Risk measure
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Risk premium
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Risk spillover
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Schuldenübernahme
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Spillover
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Caporin, Massimiliano
Krahnen, Jan Pieter
8
Mittnik, Stefan
7
Franzke, Stefanie A.
6
Paolella, Marc S.
6
Ahrens, Ralf
5
Haas, Markus
5
Reitz, Stefan
5
Theissen, Erik
5
Brunner, Antje
4
Hautsch, Nikolaus
4
Diebold, Francis X.
3
Schlag, Christian
3
Tykvová, Tereza
3
Walz, Uwe
3
Bartram, Söhnke M.
2
Bascha, Andreas
2
Beck, Günter W.
2
Beck, Roland
2
Christiansen, Charlotte
2
Conrad, Christian
2
Dendramis, Yiannis
2
Dijk, Dick van
2
Ehrhardt, Olaf
2
Elsas, Ralf
2
Ewert, Ralf
2
Grammig, Joachim
2
Guérin, Pierre
2
Jaschke, Stefan R.
2
Kaltenhäuser, Bernd
2
Karanasos, Menelaos
2
Kim, Kun Ho
2
Kräussl, Roman
2
Lucas, André
2
Martens, Martin
2
Menkveld, Albert J.
2
Nowak, Eric
2
Opschoor, Anne
2
Rudebusch, Glenn D.
2
Salvador, Enrique
2
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CFS working paper series
Journal of empirical finance
Working papers on finance
3
International review of economics & finance : IREF
2
Journal of risk and financial management : JRFM
2
Working papers
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Discussion paper / Tinbergen Institute
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Econometric Institute research papers
1
Econometric reviews
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
2
The bank-sovereign nexus : evidence from a non-bailout episode
Caporin, Massimiliano
;
Natvik, Gisle J.
;
Ravazzolo, …
- In:
Journal of empirical finance
53
(
2019
),
pp. 181-196
Persistent link: https://www.econbiz.de/10012171688
Saved in:
3
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
Saved in:
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