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~institution:"Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"William Davidson Institute <Ann Arbor, Mich.>"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
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Kapitaleinkommen
Stochastischer Prozess
Volatility
Volatilität
17
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5
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4
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4
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4
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Crouhy, Michel
5
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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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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
Penetta, Fabio
1
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1
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1
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1
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
Chambre de commerce et d'industrie de Paris
William Davidson Institute <Ann Arbor, Mich.>
National Bureau of Economic Research
498
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Centre for Analytical Finance <Århus>
19
World Bank
18
International Monetary Fund
17
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Instituto Valenciano de Investigaciones Económicas
7
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
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6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
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5
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
4
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4
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4
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4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Australian National University / Faculty of Economics and Commerce
3
Banco Central do Brasil
3
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Les cahiers de recherche / HEC Paris
9
William Davidson Institute working papers series
4
BIS papers / Bank for International Settlements, Monetary and Economic Department
2
BIS quarterly review : international banking and financial market developments
2
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ECONIS (ZBW)
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1
Volatility stirs, markets unshaken
In:
BIS quarterly review : international banking and …
(
2014
),
pp. 1-11
Persistent link: https://www.econbiz.de/10010426184
Saved in:
2
Policy measures and reduced short-term risks buoyed markets
In:
BIS quarterly review : international banking and …
(
2012
),
pp. 1-10
Persistent link: https://www.econbiz.de/10009685873
Saved in:
3
Understanding asset prices : an overview ; 2006 Autumn Meeting of Central Banks Economists
Hördahl, Peter
;
Packer, Frank
-
2007
Persistent link: https://www.econbiz.de/10003462349
Saved in:
4
The recent behaviour of financial market volatility
Penetta, Fabio
;
Angelini, Paolo
;
Grande, Giuseppe
; …
-
2006
Persistent link: https://www.econbiz.de/10003373298
Saved in:
5
Modelling stock returns in the G-7 and in selected CEE economies : a non-linear GARCH approach
Égert, Balázs
(
contributor
);
Koubaa, Yosra
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002534418
Saved in:
6
Asymmetric fluctuation bands in ERM and ERM-II : lessons from the past and future challenges for EU acceding countries
Égert, Balázs
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001911341
Saved in:
7
Exchange rate regimes and volatility : comparison of the Snake and Visegrad
Valachy, Juraj
(
contributor
);
Kočenda, Evžen
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001944801
Saved in:
8
Liquidity, volatility, and equity trading costs across countries and over time
Domowitz, Ian
(
contributor
);
Glen, Jack D.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001649900
Saved in:
9
Correlation structure of international equity markets during extremely volatile periods
Longin, François M.
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996169
Saved in:
10
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
Saved in:
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