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~isPartOf:"ISPE NIPFP Conference on Taxation and Planning"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The American economic review"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"sqi"
~subject:"Bank lending"
~subject:"CAPM"
~subject:"Monetary policy"
~subject:"Rational expectations"
~subject:"Stochastischer Prozess"
~subject:"United States"
~type:"article"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"No longer published / No longer aquired"
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Bank lending
CAPM
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Rational expectations
Stochastischer Prozess
United States
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1,162
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833
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Poterba, James M.
20
Berger, Allen N.
19
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16
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14
Hasan, Iftekhar
14
Gruber, Jonathan
13
Hommes, Cars H.
13
Katz, Lawrence F.
13
Brorsen, B. Wade
12
Cakici, Nusret
12
Feldstein, Martin S.
12
Auerbach, Alan J.
11
Autor, David H.
11
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11
Branger, Nicole
11
Card, David E.
11
Farmer, Roger E. A.
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11
Goldin, Claudia
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Tse, Yiuman
11
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10
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10
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10
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10
Slemrod, Joel
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9
Blanchard, Olivier
9
Chang, Eric Chieh
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Currie, Janet M.
9
Evans, George W.
9
Finkelstein, Amy
9
Heckman, James J.
9
Hegde, Shantaram P.
9
Lien, Da-hsiang Donald
9
Locke, Peter R.
9
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9
Wang, George H. K.
9
Welch, Finis
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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Conference on Frameworks for Central Banking in the Next Century <2014, Stanford, Calif.>
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Federal Reserve Bank of New York
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Hoover Institution
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International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
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International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
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ISPE NIPFP Conference on Taxation and Planning
Journal of banking & finance
Journal of economic dynamics & control
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1,652
The review of financial studies
1,536
Economics letters
1,504
The journal of finance : the journal of the American Finance Association
1,486
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American journal of agricultural economics
1,297
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1,273
European journal of operational research : EJOR
1,190
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1,146
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Economic review
990
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939
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932
Journal of international money and finance
907
Economic inquiry : journal of the Western Economic Association International
895
Monthly labor review : MLR
848
Southern economic journal
845
National tax journal
841
Journal of macroeconomics
833
Applied economics letters
815
Journal of human resources : JHR
764
Journal of political economy
735
The journal of economic perspectives : EP ; a journal of the American Economic Association
720
The quarterly journal of economics
677
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
668
Finance research letters
653
American economic journal : a journal of the American Economic Association
645
The journal of law & economics
645
Challenge
617
International review of economics & finance : IREF
597
ILR review : the journal of work and policy
590
Health affairs : at the intersection of health, health care, and policy
588
Energy economics
581
The Cato journal : an interdisciplinary journal of public policy analysis
573
Review / Federal Reserve Bank of St. Louis
563
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
5,713
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1
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
2
Can passive monetary policy decrease the debt burden?
Mao, Ruoyun
;
Shen, Wenyi
;
Yang, Shu-Chun S.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532404
Saved in:
3
Exploring the unpredictable nature of climate policy uncertainty : an empirical analysis of its impact on commodity futures returns in the United States
Tang, Chia-Hsien
;
Lee, Yen-Hsien
;
Liu, Hung-Chun
;
Zeng, …
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1277-1292
Persistent link: https://www.econbiz.de/10014553986
Saved in:
4
The external financial spillovers of CBDCs
Moro, Alessandro
;
Landi, Valerio Nispi
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-39
Persistent link: https://www.econbiz.de/10014532398
Saved in:
5
Interbank decisions and margins of stability : an agent-based stock-flow consistent approach
Reale, Jessica
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014532514
Saved in:
6
A model-free approximation for barrier options in a general stochastic volatility framework
Rolloos, Frido
;
Shiraya, Kenichiro
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 923-935
Persistent link: https://www.econbiz.de/10014536706
Saved in:
7
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
8
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
9
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
10
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
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