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~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~subject:"Börsenkurs"
~subject:"Inflation"
~subject:"Shock"
~subject:"Stochastic process"
~type:"article"
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Börsenkurs
Inflation
Shock
Stochastic process
Theorie
30
Theory
30
Markov chain
13
Markov-Kette
13
Estimation
11
Geldpolitik
11
Monetary policy
11
Schätzung
11
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10
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9
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7
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6
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Dynamisches Gleichgewicht
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Option pricing theory
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Optionspreistheorie
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Regime-switching
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Schock
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Exchange rate
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Kapetanios, George
2
Tzavalis, Elias
2
Altansukh, Gantungalag
1
Becker, Ralf
1
Bo, Lijun
1
Bratsiotis, George
1
Choi, Chi-young
1
Corgnet, Brice
1
Cui, Zhenyu
1
Dai, Wei
1
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1
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1
Ge, Shuyi
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
Kirkby, J. Lars
1
Li, Yifan
1
Nguyen, Duy
1
Niu, Shilei
1
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1
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1
O'Sullivan, Róisín
1
Osborn, Denise R.
1
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1
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1
Vetzal, Kenneth R.
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IMF Working Papers
IMF working papers
Journal of economic dynamics & control
Economic modelling
30
Applied economics
28
Energy economics
21
International review of economics & finance : IREF
21
International journal of theoretical and applied finance
16
Journal of international money and finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
Economics letters
14
Finance research letters
14
Applied economics letters
13
International journal of finance & economics : IJFE
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Journal of money, credit and banking : JMCB
11
Journal of macroeconomics
10
International journal of forecasting
9
International review of financial analysis
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Insurance / Mathematics & economics
8
Journal of banking & finance
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Macroeconomic dynamics
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Open economies review
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Journal of international economics
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Journal of international financial markets, institutions & money
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Research in international business and finance
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Review of quantitative finance and accounting
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CBN journal of applied statistics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International economic journal
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Macroeconomics and finance in emerging market economies
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Mathematics of operations research
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The European journal of finance
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European economic review : EER
5
European journal of operational research : EJOR
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Journal of economics and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of economics and statistics
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ECONIS (ZBW)
15
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1
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10
of
15
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date (oldest first)
1
A revisit to sovereign risk contagion in eurozone with mutual exciting
regime
-switching model
Ge, Shuyi
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014478151
Saved in:
2
Predicting the unpredictable : new experimental evidence on forecasting random walks
Te, Bao
;
Corgnet, Brice
;
Hanaki, Nobuyuki
;
Riyanto, …
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014478514
Saved in:
3
High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
4
On the Markov switching welfare cost of inflation
Dai, Wei
;
Serletis, Apostolos
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012312672
Saved in:
5
What is the globalisation of inflation?
Altansukh, Gantungalag
;
Becker, Ralf
;
Bratsiotis, George
; …
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011740465
Saved in:
6
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
Kirkby, J. Lars
;
Nguyen, Duy
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 75-100
Persistent link: https://www.econbiz.de/10011817629
Saved in:
7
Optimal investment of variance-swaps in jump-diffusion market with
regime
-switching
Bo, Lijun
;
Tang, Dan
;
Wang, Yongjin
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 175-197
Persistent link: https://www.econbiz.de/10011915585
Saved in:
8
An options pricing approach to ramping rate restrictions at hydro power plants
Niu, Shilei
;
Insley, Margaret
- In:
Journal of economic dynamics & control
63
(
2016
),
pp. 25-52
Persistent link: https://www.econbiz.de/10011708181
Saved in:
9
An analytical approximation formula for European option pricing under a new stochastic volatility model with
regime
-switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Saved in:
10
Asymmetries and Markov-switching structural VAR
Karamé, Frédéric
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 85-102
Persistent link: https://www.econbiz.de/10011526861
Saved in:
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