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~isPartOf:"Applied financial economics"
~isPartOf:"IMF working paper"
~subject:"Volatility"
~subject:"Yield curve"
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Volatility
Yield curve
Theorie
333
Theory
333
Estimation
169
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169
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162
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162
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141
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McMillan, David G.
6
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5
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Ivaschenko, Iryna V.
2
Kashiwase, Kenichiro
2
Khemiri, Rim
2
Kodres, Laura E.
2
MacDonald, Ronald
2
Morley, James C.
2
Nagayasu, Jun
2
Novales, Alfonso
2
Nowman, Kalid Ben
2
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2
Prasad, Eswar S.
2
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2
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2
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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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1
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1
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1
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1
Internationaler Währungsfonds / Office of Internal Audit and Inspection
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Applied financial economics
IMF working paper
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390
Finance research letters
383
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369
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366
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338
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296
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275
International review of economics & finance : IREF
271
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269
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262
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236
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234
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231
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201
Discussion paper / Centre for Economic Policy Research
193
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184
Applied economics letters
169
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168
International journal of forecasting
159
Research in international business and finance
159
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157
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154
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154
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142
The European journal of finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
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Finance and economics discussion series
136
Journal of risk and financial management : JRFM
136
IMF working papers
130
Quantitative finance
129
The review of financial studies
126
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119
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
119
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ECONIS (ZBW)
230
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230
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1
Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 139-143
Persistent link: https://www.econbiz.de/10010391461
Saved in:
2
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
3
The Black-Litterman
model
: the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
4
Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil
;
Holmes, Mark J.
;
Oya, Kosuke
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 377-395
Persistent link: https://www.econbiz.de/10010399697
Saved in:
5
A regime-switching
model
to evaluate bonds in a quadratic term structure of interest rates
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1361-1366
Persistent link: https://www.econbiz.de/10010460151
Saved in:
6
Non-linear adjustment in the term structure of interest rates : a cointegration analysis in the non-linear STAR framework
Maki, Daiki
- In:
Applied financial economics
16
(
2006
)
17
,
pp. 1301-1307
Persistent link: https://www.econbiz.de/10003387426
Saved in:
7
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
8
Precious metal markets, stock markets and the macroeconomic environment : FAVAR
model
approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
9
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS)
model
of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
10
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
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