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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"sqi"
~person:"Arifovic, Jasmina"
~person:"Branger, Nicole"
~person:"Canova, Fabio"
~person:"Chatrath, Arjun"
~person:"Kahl, Kandice H."
~person:"Kumhof, Michael"
~person:"Wang, George H. K."
~subject:"CAPM"
~subject:"Dynamisches Gleichgewicht"
~subject:"EU-Staaten"
~subject:"Monetary policy"
~subject:"Rational expectations"
~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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CAPM
Dynamisches Gleichgewicht
EU-Staaten
Monetary policy
Rational expectations
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26
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25
Theory
25
Volatility
12
Volatilität
12
Derivat
11
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11
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9
Index futures
9
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No longer published / No longer aquired
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Albanian
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Arifovic, Jasmina
Branger, Nicole
Canova, Fabio
Chatrath, Arjun
Kahl, Kandice H.
Kumhof, Michael
Wang, George H. K.
Brorsen, B. Wade
12
Hommes, Cars H.
12
Daigler, Robert T.
10
Lien, Da-hsiang Donald
9
Locke, Peter R.
9
Kolb, Robert W.
8
Tse, Yiuman
8
Bali, Turan G.
7
Edwards, Franklin R.
7
Faia, Ester
7
Farmer, Roger E. A.
7
Gay, Gerald D.
7
Kurov, Alexander
7
McGough, Bruce
7
Schneeweis, Thomas
7
Webb, Robert I.
7
Cakici, Nusret
6
Evans, George W.
6
Ireland, Peter N.
6
Irwin, Scott H.
6
Kozicki, Sharon
6
Krehbiel, Timothy L.
6
Ma, Christopher K.
6
Milonas, Nikolaos T.
6
Simon, David P.
6
Whaley, Robert E.
6
Zhang, Jin E.
6
Branch, William A.
5
Brock, William A.
5
Chang, Eric Chieh
5
Dennis, Richard J.
5
Ellison, Martin
5
Frino, Alex
5
Fujiwara, Ippei
5
Fung, Hung-gay
5
Hayenga, Marvin L.
5
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Journal of economic dynamics & control
The journal of futures markets
Journal of monetary economics
7
Journal of money, credit and banking : JMCB
5
The journal of real estate research
5
International journal of central banking : IJCB
4
Journal of applied econometrics
4
Journal of banking & finance
4
Macroeconomic dynamics
4
Quantitative economics : QE ; journal of the Econometric Society
4
The economic journal : the journal of the Royal Economic Society
4
European economic review : EER
3
American economic journal : a journal of the American Economic Association
2
Applied financial economics
2
Econometric reviews
2
Economic policy : a European forum
2
Energy economics
2
Journal of financial services research : JFSR
2
Journal of risk and financial management : JRFM
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of real estate finance and economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in futures and options research : a research annual
1
American journal of agricultural economics
1
Annals of financial economics
1
Applied economics
1
Contemporary policy issues
1
Economics letters
1
Finance India : the quarterly journal of Indian Institute of Finance
1
IMF staff papers
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
Journal of international money and finance
1
Journal of macroeconomics
1
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ECONIS (ZBW)
39
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11
Robustness of stable volatility strategies
Branger, Nicole
;
Mahayni, Antje
;
Zieling, Daniel
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
Saved in:
12
Stock-versus-flow distinctions, information, and the role of inventory
Adrangi, Bahram
;
Chatrath, Arjun
;
Christie-David, Rohan
; …
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 1003-1025
Persistent link: https://www.econbiz.de/10011546210
Saved in:
13
Do institutional changes affect business cycles? : evidence from Europe
Canova, Fabio
;
Ciccarelli, Matteo
;
Ortega, Eva
- In:
Journal of economic dynamics & control
36
(
2012
)
10
,
pp. 1520-1533
Persistent link: https://www.econbiz.de/10009701973
Saved in:
14
Hedging under model misspecification : all risk factors are equal, but some are more equal than others ...
Branger, Nicole
;
Krautheim, Eva
;
Schlag, Christian
; …
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 397-430
Persistent link: https://www.econbiz.de/10010218780
Saved in:
15
Structural changes in the US economy : is there a role for monetary policy?
Canova, Fabio
;
Gambetti, Luca
- In:
Journal of economic dynamics & control
33
(
2009
)
2
,
pp. 477-490
Persistent link: https://www.econbiz.de/10003810085
Saved in:
16
Large trades and intraday futures price behavior
Frino, Alex
;
Bjursell, Johan
;
Wang, George H. K.
; …
- In:
The journal of futures markets
28
(
2008
)
12
,
pp. 1147-1181
Persistent link: https://www.econbiz.de/10003773147
Saved in:
17
Optimal price setting and inflation inertia in a rational expectations model
Juillard, Michel
;
Kamenik, Ondra
;
Kumhof, Michael
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
8
,
pp. 2584-2621
Persistent link: https://www.econbiz.de/10003746472
Saved in:
18
Asymmetric volatility of basis and the theory of storage
Gao, Andre H.
;
Wang, George H. K.
- In:
The journal of futures markets
25
(
2005
)
4
,
pp. 399-418
Persistent link: https://www.econbiz.de/10002647873
Saved in:
19
Information transmission in electronic versus open-outcry trading systems : an analysis of US equity index futures markets
Ates, Aysegul
;
Wang, George H. K.
- In:
The journal of futures markets
25
(
2005
)
7
,
pp. 679-715
Persistent link: https://www.econbiz.de/10002983492
Saved in:
20
Contract modifications and the basis behavior of Live Cattle Futures
Newsome, James E.
;
Wang, George H. K.
;
Boyd, M. E.
; …
- In:
The journal of futures markets
24
(
2004
)
6
,
pp. 557-590
Persistent link: https://www.econbiz.de/10002059384
Saved in:
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