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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of financial economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~source:"econis"
~subject:"Arbeitsmarkt"
~subject:"Bank lending"
~subject:"Bond"
~subject:"EU-Staaten"
~subject:"Finanzmarktregulierung"
~subject:"Kapitalmobilität"
~subject:"Kreditgeschäft"
~subject:"Phillips curve"
~subject:"United States"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
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ECONIS (ZBW)
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
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2
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
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2022
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This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
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3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
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2022
Persistent link: https://www.econbiz.de/10013367389
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4
The New Keynesian model and bond yields
Andreasen, Martin Møller
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2021
Persistent link: https://www.econbiz.de/10012433979
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5
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
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2021
Persistent link: https://www.econbiz.de/10012620758
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6
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
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7
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
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2021
Persistent link: https://www.econbiz.de/10012815962
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8
Unpacking skill bias : automation and new tasks
Acemoglu, Daron
;
Restrepo, Pascual
-
2020
Persistent link: https://www.econbiz.de/10012180604
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9
The role of heterogeneous risk preferences, discount rates, and earnings expectations in college major choice
Patnaik, Arpita
;
Venator, Joanna
;
Wiswall, Matthew
; …
-
2020
Persistent link: https://www.econbiz.de/10012219622
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Early childhood care and cognitive development
Chaparro, Juan
;
Sojourner, Aaron
;
Wiswall, Matthew
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2020
Persistent link: https://www.econbiz.de/10012220012
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