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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~subject:"Arbeitsmarkt"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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Arbeitsmarkt
Schätzung
Volatility
260
Volatilität
260
Theorie
113
Theory
113
Capital income
96
Kapitaleinkommen
96
Börsenkurs
84
Share price
84
Estimation
66
USA
63
United States
63
CAPM
46
Risikoprämie
42
Risk premium
42
Forecasting model
41
Prognoseverfahren
41
Arbeitsmobilität
34
Labour mobility
34
Risiko
33
Risk
33
Portfolio selection
29
Portfolio-Management
29
Welt
29
World
29
Option pricing theory
28
Optionspreistheorie
28
ARCH model
27
ARCH-Modell
27
Stochastic process
26
Stochastischer Prozess
26
Time series analysis
25
Zeitreihenanalyse
25
Aktienmarkt
21
Exchange rate
21
Führungskräfte
21
Managers
21
Stock market
21
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21
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17
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Undetermined
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66
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Aufsatz in Zeitschrift
Article in journal
66
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English
Author
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Bollerslev, Tim
6
Todorov, Viktor
5
Christoffersen, Peter F.
3
Andersen, Torben
2
Fusari, Nicola
2
Jacobs, Kris
2
Kelly, Bryan T.
2
Amaya, Diego
1
Aït-Sahalia, Yacine
1
Bai, Jennie
1
Bali, Turan G.
1
Bandi, F. M.
1
Bandi, Federico M.
1
Bardgett, Chris
1
Baum, Christopher F.
1
Beck, Günter W.
1
Bekaert, Geert
1
Belzil, Christian
1
Bocart, Fabian Y. R.
1
Brandt, Michael W.
1
Bretscher, Lorenzo
1
Caglayan, Mustafa
1
Campolieti, Michele
1
Chang, Bo Young
1
Chen, Honghui
1
Chortareas, Georgios E.
1
Chung, Kee H.
1
Clark, Todd E.
1
Corsi, Fulvio
1
Cremers, Martijn
1
Della Corte, Pasquale
1
Delle Chiaie, Simona
1
Dew-Becker, Ian
1
Dijk, Dick van
1
Dutta, Jayasri
1
Eckbo, B. Espen
1
Egger, Peter
1
Ehling, Paul
1
Eisenstat, Eric
1
Engstrom, Eric
1
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Journal of applied econometrics
Journal of financial economics
Applied economics
143
Energy economics
143
Economic modelling
124
Finance research letters
118
International review of economics & finance : IREF
117
Journal of econometrics
106
International review of financial analysis
105
The North American journal of economics and finance : a journal of financial economics studies
97
Applied economics letters
88
Journal of banking & finance
85
Journal of empirical finance
82
Applied financial economics
75
Research in international business and finance
69
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Economics letters
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
The journal of futures markets
61
Labour economics : official journal of the European Association of Labour Economists
59
Journal of risk and financial management : JRFM
53
International journal of finance & economics : IJFE
48
International journal of forecasting
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
The European journal of finance
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Journal of economic dynamics & control
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International Journal of Energy Economics and Policy : IJEEP
37
Pacific-Basin finance journal
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
33
International journal of economics and finance
32
Journal of financial econometrics
31
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and financial issues : IJEFI
30
Cogent economics & finance
28
Econometric reviews
28
Journal of forecasting
28
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ECONIS (ZBW)
66
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66
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1
The cross-section of currency
volatility
premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
2
Information gains from using short-dated options for measuring and forecasting
volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
3
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
4
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
5
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
6
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
7
Treasury yield implied
volatility
and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
8
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
9
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
10
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
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