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subject:"Volatility"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"United States"
~subject:"Yield curve"
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Search: subject_exact:"Estimation"
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Volatility
United States
Yield curve
Estimation
615
Schätzung
611
Theorie
218
Theory
218
USA
142
Capital income
93
Kapitaleinkommen
93
Volatilität
87
Börsenkurs
83
Share price
83
Welt
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World
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Monetary policy
61
Geldpolitik
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CAPM
46
Portfolio selection
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Portfolio-Management
46
Risikoprämie
42
Risk premium
42
Bayes-Statistik
37
Bayesian inference
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English
248
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Gupta, Rangan
5
Bali, Turan G.
3
Cheung, Yin-Wong
3
Santa-Clara, Pedro
3
Sarno, Lucio
3
Wu, Liuren
3
Bollerslev, Tim
2
Cakici, Nusret
2
Chemmanur, Thomas J.
2
Clarida, Richard H.
2
Gil-Alaña, Luis A.
2
Ireland, Peter N.
2
Kim, Don H.
2
Liu, Xiaochun
2
Ma, Feng
2
Maio, Paulo
2
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2
Post, Thierry
2
Reitz, Stefan
2
Ritter, Jay
2
Salisu, Afees A.
2
Sorescu, Sorin M.
2
Subramaniam, Sowmya
2
Taylor, Mark P.
2
Tzavalis, Elias
2
Wei, Yu
2
Abosedra, Salah S.
1
Acquah, Benjamin K.
1
Afonso, António
1
Agarwal, Vikas
1
Ahmed, Rizwan
1
Ahn, Dong-Hyun
1
Ajide, Kazeem Bello
1
Alessandrini, Diana
1
Alexius, Annika
1
Alimi, Olorunfemi Yasiru
1
Allee, John M.
1
Almeida, Caio
1
Amir Ahmadi, Pooyan
1
Anderson, Richard G.
1
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International journal of finance & economics : IJFE
Journal of economic dynamics & control
Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
1,535
Discussion paper series / IZA
433
Discussion paper / Centre for Economic Policy Research
428
Applied economics
386
NBER working paper series
249
Applied economics letters
222
CESifo working papers
214
Working paper
192
Finance and economics discussion series
186
Economic modelling
181
NBER Working Paper
181
Energy economics
176
The review of economics and statistics
174
Applied financial economics
173
International review of economics & finance : IREF
173
Journal of banking & finance
155
Finance research letters
153
The American economic review
153
The journal of finance : the journal of the American Finance Association
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Journal of econometrics
151
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
150
Journal of international money and finance
149
The North American journal of economics and finance : a journal of financial economics studies
136
Economics letters
132
International review of financial analysis
127
Journal of applied econometrics
118
The journal of futures markets
118
Journal of empirical finance
114
Discussion paper
105
Journal of money, credit and banking : JMCB
99
Discussion paper / Tinbergen Institute
98
Journal of financial economics
98
Journal of international financial markets, institutions & money
95
The review of financial studies
94
Journal of monetary economics
81
Research in international business and finance
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
80
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ECONIS (ZBW)
248
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1
The impact of uncertainty on investment : empirical challenges and a new estimator
Li, Delong
;
Sun, Yiguo
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 307-338
Persistent link: https://www.econbiz.de/10014486462
Saved in:
2
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
3
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
4
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
5
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
6
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
7
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:
8
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
9
Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
Saved in:
10
The risk premium in New Keynesian DSGE models : the cost of inflation channel
Iania, Leonardo
;
Tretiakov, Pavel
;
Wouters, Rafael
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014479642
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