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~isPartOf:"Journal of common market studies : JCMS"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Monthly labor review : MLR"
~isPartOf:"The journal of futures markets"
~person:"Bali, Turan G."
~subject:"EU-Staaten"
~subject:"Finanzpolitik"
~subject:"Firm performance"
~subject:"Großbritannien"
~subject:"Internationale Wirtschaftsbeziehungen"
~subject:"Monetary policy"
~subject:"Optionspreistheorie"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzschrift"
~type_genre:"No longer published / No longer aquired"
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EU-Staaten
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7
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5
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2
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7
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Bali, Turan G.
Wiatrowski, William J.
13
Brorsen, B. Wade
12
Hecker, Daniel E.
12
McCallum, Bennett T.
12
Paulin, Geoffrey D.
12
Williams, John C.
12
Rudebusch, Glenn D.
11
Tse, Yiuman
11
Daigler, Robert T.
10
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10
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10
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10
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9
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9
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9
Kang, Jangkoo
9
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9
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9
Rogers, John H.
9
Wang, George H. K.
9
Wilson, Todd L.
9
Zhang, Jin E.
9
Bordo, Michael D.
8
De Grauwe, Paul
8
Devereux, Michael B.
8
Fullerton, Howard N.
8
Gay, Gerald D.
8
Goodman, William
8
Herz, Diane E.
8
Ireland, Peter N.
8
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8
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8
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8
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8
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8
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8
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8
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7
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7
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Journal of common market studies : JCMS
Journal of macroeconomics
Journal of monetary economics
Monthly labor review : MLR
The journal of futures markets
Journal of banking & finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of economics & business
2
The journal of finance : the journal of the American Finance Association
2
The journal of fixed income
2
The review of financial studies
2
Applied economics letters
1
Economics letters
1
Financial management
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of money, credit and banking : JMCB
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of asset pricing studies
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ECONIS (ZBW)
7
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1
The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.
;
Engle, Robert F.
- In:
Journal of monetary economics
57
(
2010
)
4
,
pp. 377-390
Persistent link: https://www.econbiz.de/10008666431
Saved in:
2
Testing mean reversion in financial market volatility : evidence from S&P 500 index futures
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003746336
Saved in:
3
A new look at hedging with derivatives : will firms reduce market risk exposure?
Bali, Turan G.
;
Hume, Susan R.
;
Martell, Terrence F.
- In:
The journal of futures markets
27
(
2007
)
11
,
pp. 1053-1083
Persistent link: https://www.econbiz.de/10003627056
Saved in:
4
Excessive variation in risk-factor correlations and volatilities
Bali, Turan G.
;
Genberg, Hans
;
Neftci, Salih N.
- In:
The journal of futures markets
22
(
2002
)
12
,
pp. 1119-1146
Persistent link: https://www.econbiz.de/10001713588
Saved in:
5
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Saved in:
6
Pricing eurodollar futures options using the BDT term structure model : the effect of yield curve smoothing
Bali, Turan G.
;
Karagozoglu, Ahmet K.
- In:
The journal of futures markets
20
(
2000
)
3
,
pp. 293-306
Persistent link: https://www.econbiz.de/10001485244
Saved in:
7
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Saved in:
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