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~isPartOf:"Financial Management Association survey and synthesis series"
~isPartOf:"International review of financial analysis"
~subject:"Forecasting model"
~subject:"Volatility"
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Search: subject_exact:"Zinsdifferenz"
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Forecasting model
Volatility
Yield curve
72
Zinsstruktur
72
Risikoprämie
19
Risk premium
19
Theorie
19
Theory
19
Credit risk
18
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Avdoulas, Christos
1
Avino, Davide
1
Batten, Jonathan A.
1
Bekiros, Stelios
1
Brown, Rob
1
Byers, S. L.
1
Choi, Youngsoo
1
Daehwan, Kim
1
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1
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1
Nneji, Ogonna
1
Nowman, K. B.
1
Qiao, Gaoxiu
1
Steeley, James M.
1
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1
Vicente, José Roberto
1
Vicente, José Valentim Machado
1
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Financial Management Association survey and synthesis series
International review of financial analysis
Journal of banking & finance
28
NBER working paper series
27
The journal of futures markets
27
Journal of empirical finance
26
Journal of forecasting
25
International journal of forecasting
23
NBER Working Paper
23
Economics letters
22
Working paper / National Bureau of Economic Research, Inc.
22
International journal of theoretical and applied finance
21
Journal of international money and finance
21
The review of financial studies
19
Finance research letters
18
Journal of financial economics
18
Economic modelling
17
Journal of econometrics
17
Applied financial economics
16
Finance and economics discussion series
16
International review of economics & finance : IREF
16
The journal of fixed income
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The North American journal of economics and finance : a journal of financial economics studies
15
Discussion paper / Centre for Economic Policy Research
14
Journal of money, credit and banking : JMCB
14
Staff reports / Federal Reserve Bank of New York
14
Journal of financial and quantitative analysis : JFQA
13
Journal of economic dynamics & control
12
Research paper series / Swiss Finance Institute
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Applied economics
11
Applied economics letters
11
CREATES research paper
11
Energy economics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Working paper
11
Discussion paper / Tinbergen Institute
10
Journal of international financial markets, institutions & money
10
Quantitative finance
10
Applied mathematical finance
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
12
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1
VIX term structure forecasting : new evidence based on the realized semi-variances
Qiao, Gaoxiu
;
Jiang, Gongyue
;
Yang, Jiyu
- In:
International review of financial analysis
82
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013431317
Saved in:
2
Long-term foreign exchange risk premia and inflation risk
Daehwan, Kim
;
Moneta, Fabio
- In:
International review of financial analysis
78
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013253471
Saved in:
3
Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates
Bekiros, Stelios
;
Avdoulas, Christos
;
Hassapis, Christis
- In:
International review of financial analysis
55
(
2018
),
pp. 140-155
Persistent link: https://www.econbiz.de/10012006178
Saved in:
4
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana
- In:
International review of financial analysis
52
(
2017
),
pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
Saved in:
5
The effects of quantitative easing on the volatility of the gilt-edged market
Steeley, James M.
;
Matyushkin, Alexander
- In:
International review of financial analysis
37
(
2015
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011317236
Saved in:
6
Are CDS spreads predictable? : an analysis of linear and non-linear forecasting models
Avino, Davide
;
Nneji, Ogonna
- In:
International review of financial analysis
34
(
2014
),
pp. 262-274
Persistent link: https://www.econbiz.de/10010529033
Saved in:
7
Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu
;
Moreira, Ajax
;
Vicente, José …
- In:
International review of financial analysis
20
(
2011
)
5
,
pp. 237-243
Persistent link: https://www.econbiz.de/10009492131
Saved in:
8
Forecasting the yield curve : a statistical model with market survey data
Leite, André Luis da Silva
;
Gomes Filho, Romeu Braz Pereira
- In:
International review of financial analysis
19
(
2010
)
2
,
pp. 108-112
Persistent link: https://www.econbiz.de/10008669495
Saved in:
9
An analytical approximation to the option formula for the GARCH model
Choi, Youngsoo
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 149-164
Persistent link: https://www.econbiz.de/10002738237
Saved in:
10
Modeling volatility and changes in the swap spread
In, Francis Haeuck
;
Brown, Rob
;
Fang, Victor
- In:
International review of financial analysis
12
(
2003
)
5
,
pp. 545-561
Persistent link: https://www.econbiz.de/10001797475
Saved in:
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