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~isPartOf:"Finance and economics discussion series"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
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Volatility
Volatilität
87
USA
31
United States
31
Theorie
27
Theory
27
Business cycle
18
Estimation
18
Konjunktur
18
Schätzung
18
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16
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16
Kapitaleinkommen
16
Prognoseverfahren
16
Börsenkurs
12
Risikoprämie
12
Risk premium
12
Share price
12
Geldpolitik
11
Monetary policy
11
Aktienmarkt
8
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8
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8
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8
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Risk
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Yield curve
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Zinsstruktur
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Ankündigungseffekt
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Announcement effect
5
Inflation
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Schock
5
Shock
5
Stochastic process
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Stochastischer Prozess
5
Derivat
4
Derivative
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88
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Arbeitspapier
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88
Graue Literatur
75
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75
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English
88
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Zhou, Hao
9
Bollerslev, Tim
4
Campbell, Sean D.
4
Bomfim, Antúlio N.
3
Chen, Andrew Y.
3
Shin, Minchul
3
Zhong, Molin
3
Anenberg, Elliot
2
Brunetti, Celso
2
Chauvet, Marcelle
2
Elmendorf, Douglas W.
2
Fuentes-Albero, Cristina
2
Gibson, Michael S.
2
Hsu, Alex
2
Park, Yang-Ho
2
Ramcharan, Rodney
2
Senyuz, Zeynep
2
Tauchen, George Eugene
2
Valenzuela, Marcela
2
Winkler, Fabian
2
Yoldas, Emre
2
Zer, Ilknur
2
Antinolfi, Gaetano
1
Aït-Sahalia, Yacine
1
Baughman, Garth
1
Bayer, Patrick J.
1
Beechey, Meredith Jane
1
Bekaert, Geert
1
Berge, Travis J.
1
Bricker, Jesse
1
Buggenum, Hugo van
1
Caldara, Dario
1
Carlson, Mark A.
1
Clouse, James A.
1
Correa, Ricardo
1
Crowe, Christopher
1
Daníelsson, Jón
1
David, Alexander
1
De Groot, Oliver
1
Diercks, Anthony M.
1
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Federal Reserve System / Division of Research and Statistics
5
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Finance and economics discussion series
Working paper / National Bureau of Economic Research, Inc.
466
Discussion paper / Centre for Economic Policy Research
238
Working paper
235
Discussion paper / Tinbergen Institute
198
CESifo working papers
169
IMF working papers
148
Research paper series / Swiss Finance Institute
118
CREATES research paper
101
Econometric Institute research papers
82
IMF working paper
81
Swiss Finance Institute Research Paper
78
Discussion papers / CEPR
75
Working paper series / European Central Bank
74
Working papers
74
SFB 649 discussion paper
64
Policy research working paper : WPS
58
International finance discussion papers
57
Discussion paper
56
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
56
Department of Economics working paper series
54
CFS working paper series
51
Discussion paper series / IZA
50
Economics and finance working paper series
46
Staff reports / Federal Reserve Bank of New York
46
Working paper series
45
Kiel working paper
41
Discussion papers / Deutsches Institut für Wirtschaftsforschung
40
CAMA working paper series
34
Discussion paper series
34
Staff working paper / Bank of Canada
34
Working papers / Bank of England
34
IES working paper
32
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Working papers on finance
32
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
30
Working papers / Rodney L. White Center for Financial Research
30
Discussion papers of interdisciplinary research project 373
28
NCER working paper series
28
Discussion paper / Center for Economic Research, Tilburg University
25
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ECONIS (ZBW)
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1
The effects of volatility on liquidity in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2023
Persistent link: https://www.econbiz.de/10014284237
Saved in:
2
Reasons behind words : OPEC narratives and the oil market
Brunetti, Celso
;
Joëts, Marc
;
Mignon, Valérie
-
2024
Persistent link: https://www.econbiz.de/10014490822
Saved in:
3
Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy
Kiliç, Rehim
-
2023
-
This draft: August 2023
Persistent link: https://www.econbiz.de/10014490739
Saved in:
4
Volatility in home sales and prices : supply or demand?
Anenberg, Elliot
;
Ringo, Daniel
-
2022
Persistent link: https://www.econbiz.de/10013413199
Saved in:
5
When uncertainty and volatility are disconnected : implications for asset pricing and portfolio performance
Aït-Sahalia, Yacine
;
Matthys, Felix
;
Osambela, Emilio
; …
-
2021
Persistent link: https://www.econbiz.de/10012704880
Saved in:
6
Better the devil you know : improved forecasts from imperfect models
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: October 2021
Persistent link: https://www.econbiz.de/10012704988
Saved in:
7
Words speak as loudly as actions : Central Bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben
;
Scotti, Chiara
;
Vega, Clara
-
2021
Persistent link: https://www.econbiz.de/10012704991
Saved in:
8
Nonlinear unemployment effects of the inflation tax
Lahcen, Mohammed Ait
;
Baughman, Garth
;
Rabinovich, Stanislav
-
2021
-
This version: June 25, 2021
Persistent link: https://www.econbiz.de/10012609348
Saved in:
9
The factor structure of disagreement
Herbst, Edward P.
;
Winkler, Fabian
-
2021
Persistent link: https://www.econbiz.de/10012609412
Saved in:
10
Time-varying uncertainty of the Federal Reserve's output gap estimate
Berge, Travis J.
-
2020
Persistent link: https://www.econbiz.de/10012388292
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