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subject:"Volatility"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Business cycle"
~subject:"United Kingdom"
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Volatility
Business cycle
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Estimation
192
Schätzung
192
Capital income
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44
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Gupta, Rangan
4
Bohl, Martin T.
3
Bouri, Elie
3
Boughrara, Adel
2
Demirer, Rıza
2
Roubaud, David
2
Simlai, Prodosh
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Discussion paper series / IZA
324
Applied economics
296
Working paper / National Bureau of Economic Research, Inc.
256
NBER working paper series
246
NBER Working Paper
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CESifo working papers
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of international money and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Discussion paper
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91
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Journal of international financial markets, institutions & money
78
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Research in international business and finance
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The journal of futures markets
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International journal of finance & economics : IJFE
66
The European journal of finance
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Journal of macroeconomics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CESifo Working Paper Series
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International journal of forecasting
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Journal of risk and financial management : JRFM
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1
Hedging demand and near-zero swap spreads : evidence from the Chinese interest rate swap market
Li, Shaoyu
;
Zhu, Chunhui
;
Shang, Yuhuang
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 170-185
Persistent link: https://www.econbiz.de/10014461557
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2
Recessions and flattening of the yield curve (1960-2021) : A two-way road under a regime switching approach
Cendejas Bueno, José Luis
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 8-20
Persistent link: https://www.econbiz.de/10014427895
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3
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
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4
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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5
Does the yield curve signal recessions? : new evidence from an international panel data analysis
Hasse, Jean-Baptiste
;
Lajaunie, Quentin
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 9-22
Persistent link: https://www.econbiz.de/10013334685
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6
Is the shadow economy procyclical or countercyclical over the business cycle? : international evidence
Owolabi, Adegboyega O.
;
Berdiev, Aziz N.
;
Saunoris, James W.
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 257-270
Persistent link: https://www.econbiz.de/10013334874
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7
Does off-exchange trading decrease in the presence of uncertainty?
Jurich, Stephen N.
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 201-213
Persistent link: https://www.econbiz.de/10012656285
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8
Dynamic connectedness between the US financial market and Euro-Asian financial markets : Testing transmission of uncertainty through spatial regressions models
Tissaoui, Kais
;
Zaghdoudi, Taha
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 481-492
Persistent link: https://www.econbiz.de/10012656447
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9
Stock earnings and bond yields in the US 1871-2017 : the story of a changing relationship
Zakamulin, Valeriy
;
Hunnes, John A.
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 182-197
Persistent link: https://www.econbiz.de/10012655036
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10
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
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