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subject:"Volatility"
~isPartOf:"The European journal of finance"
~subject:"ARCH model"
~subject:"Geldpolitik"
~subject:"Konjunktur"
~subject:"Stock market"
~subject:"Wirkungsanalyse"
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Volatility
ARCH model
Geldpolitik
Konjunktur
Stock market
Wirkungsanalyse
Estimation
195
Schätzung
195
Theorie
70
Theory
70
Capital income
67
Kapitaleinkommen
67
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49
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49
Volatilität
47
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36
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31
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25
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87
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Copeland, Laurence S.
3
Gupta, Rangan
3
Ap Gwilym, Owain
2
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2
Fassas, Athanasios P.
2
Knif, Johan
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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
Alireza Zarei
1
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1
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1
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1
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1
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1
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1
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1
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1
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The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
533
NBER working paper series
496
NBER Working Paper
453
Discussion paper series / IZA
400
Discussion paper / Centre for Economic Policy Research
349
Applied economics
344
Economic modelling
325
CESifo working papers
291
Applied economics letters
259
International review of economics & finance : IREF
234
Finance research letters
223
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189
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189
International review of financial analysis
180
The North American journal of economics and finance : a journal of financial economics studies
172
Economics letters
171
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169
IZA Discussion Paper
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Journal of banking & finance
152
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
147
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Discussion paper
144
Journal of econometrics
137
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134
Research in international business and finance
127
Journal of international financial markets, institutions & money
125
Journal of empirical finance
123
Journal of economic dynamics & control
117
Journal of macroeconomics
109
Discussion paper / Tinbergen Institute
104
Working paper series / European Central Bank
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Journal of monetary economics
98
International journal of economics and finance
91
Kiel working paper
90
International journal of finance & economics : IJFE
88
ZEW discussion papers
88
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
87
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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
A Hawkes process analysis of high-frequency price endogeneity and market efficiency
Zhuo, Jingbin
;
Chen, Yufan
;
Zhou, Bang
;
Lang, Baiming
; …
- In:
The European journal of finance
30
(
2024
)
9
,
pp. 949-979
Persistent link: https://www.econbiz.de/10014548011
Saved in:
4
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:
5
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:
6
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:
7
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
8
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
9
The relevance of banks to the European stock market
Kick, Andreas
;
Rottmann, Horst
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1432-1459
Persistent link: https://www.econbiz.de/10014323021
Saved in:
10
Credit composition and housing price dynamics : a disaggregation approach
Duan, Kun
;
Parhi, Mamata
;
Wolfe, Simon
- In:
The European journal of finance
28
(
2022
)
11
,
pp. 1099-1129
Persistent link: https://www.econbiz.de/10013373380
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