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subject:"Volatility"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The European journal of finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"ARCH-Modell"
~subject:"VAR model"
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Volatility
ARCH-Modell
VAR model
Estimation
837
Schätzung
836
Theorie
263
Theory
263
Capital income
163
Kapitaleinkommen
163
Volatilität
153
Welt
146
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134
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134
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131
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96
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54
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Gupta, Rangan
7
Balcilar, Mehmet
3
Bouri, Elie
3
Caporale, Guglielmo Maria
3
Copeland, Laurence S.
3
Koutmos, Gregory
3
Pierdzioch, Christian
3
Ali, Faek Menla
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Ap Gwilym, Owain
2
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Boughrara, Adel
2
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2
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2
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Milas, Costas
2
Parhi, Mamata
2
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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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Journal of international money and finance
The European journal of finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
192
Economic modelling
179
Energy economics
173
Finance research letters
140
International review of economics & finance : IREF
140
Journal of econometrics
125
The North American journal of economics and finance : a journal of financial economics studies
124
Working paper
123
Applied economics letters
113
International review of financial analysis
113
Economics letters
109
CESifo working papers
106
Journal of banking & finance
100
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Working paper / National Bureau of Economic Research, Inc.
98
Journal of empirical finance
97
NBER working paper series
93
Applied financial economics
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
NBER Working Paper
86
Journal of international financial markets, institutions & money
84
Research in international business and finance
84
Discussion paper / Tinbergen Institute
75
Discussion paper / Centre for Economic Policy Research
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
71
The journal of futures markets
71
Journal of risk and financial management : JRFM
66
International journal of forecasting
63
Journal of economic dynamics & control
63
International journal of finance & economics : IJFE
57
CAMA working paper series
55
Journal of macroeconomics
53
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52
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International Journal of Energy Economics and Policy : IJEEP
50
International journal of economics and financial issues : IJEFI
48
Macroeconomic dynamics
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ECONIS (ZBW)
214
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214
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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
Production structure, tradability and fiscal spending multipliers
Crespo Cuaresma, Jesús
;
Glocker, Christian
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478210
Saved in:
5
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
6
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
7
The impact of uncertainty on money demand in the UK, US and Euro area
Bissoondeeal, Rakesh K.
;
Binner, Jane M.
;
Karoglou, Michail
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1866-1884
Persistent link: https://www.econbiz.de/10014388514
Saved in:
8
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:
9
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:
10
Volatility feedback effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
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