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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper / Norges Bank"
~isPartOf:"Working paper series"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Chari, Varadarajan V."
~person:"Engel, Charles"
~person:"Lazear, Edward P."
~person:"Liao, Yin"
~subject:"Announcement effect"
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Announcement effect
Measurement
Messung
Prognoseverfahren
Statistical distribution
Theory
Volatility
24
Volatilität
24
Theorie
19
Capital income
9
Kapitaleinkommen
9
USA
8
United States
8
Arbeitsmobilität
7
Estimation
7
Labour mobility
7
Schätzung
7
Forecasting model
5
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4
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4
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3
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3
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3
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3
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3
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3
Statistische Verteilung
3
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2
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2
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2
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2
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2
Dismissal
2
Erwartungsbildung
2
Expectation formation
2
Financial market
2
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2
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2
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2
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2
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2
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2
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21
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15
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21
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Andersen, Torben
Carriero, Andrea
Chari, Varadarajan V.
Engel, Charles
Lazear, Edward P.
Liao, Yin
Aizenman, Joshua
8
Diebold, Francis X.
8
Bollerslev, Tim
7
Aït-Sahalia, Yacine
5
Rose, Andrew
5
Bekaert, Geert
4
Campbell, John Y.
4
Giglio, Stefano
4
Hall, Robert Ernest
4
Agénor, Pierre-Richard
3
Bates, David S.
3
Caballero, Ricardo J.
3
Chaudhuri, Shubham
3
Christoffersen, Peter F.
3
Cochrane, John H.
3
Engle, Robert F.
3
Farmer, Roger E. A.
3
Gertler, Mark
3
McLaren, John D.
3
Acemoglu, Daron
2
Altonji, Joseph G.
2
Anderson, Torben G.
2
Ang, Andrew
2
Bansal, Ravi
2
Berger, David
2
Bertola, Giuseppe
2
Brandt, Michael W.
2
Calvet, Laurent E.
2
Christiano, Lawrence J.
2
Clark, Todd E.
2
Das, Sanjiv R.
2
Devereux, Michael B.
2
Dew-Becker, Ian
2
Evans, Martin D. D.
2
Fernández-Villaverde, Jesús
2
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Working paper / National Bureau of Economic Research, Inc.
Working paper / Norges Bank
Working paper series
Federal Reserve Bank of Cleveland working paper series
6
Working papers / Financial Institutions Center
4
CFS working paper series
3
CREATES research paper
3
Financial Institutions Center
3
NCER working paper series
3
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2
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2
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2
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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
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1
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1
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1
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1
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ECONIS (ZBW)
21
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1
Expectations and term premia in EFSF bond yields
Carriero, Andrea
;
Ricci, Lorenzo
;
Vangelista, Elisabetta
-
2022
Persistent link: https://www.econbiz.de/10013384831
Saved in:
2
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2014
Persistent link: https://www.econbiz.de/10010406729
Saved in:
3
International trade in durable goods : understanding
volatility
, cyclicality, and elasticities
Engel, Charles
;
Wang, Jiang
-
2008
durable goods are traded across countries. Our model can match the business cycle statistics on the
volatility
and comovement …
Persistent link: https://www.econbiz.de/10003660577
Saved in:
4
Expenditure switching vs. real exchange rate stabilization : competing objectives for exchange rate policy
Devereux, Michael B.
;
Engel, Charles
-
2006
Persistent link: https://www.econbiz.de/10003326101
Saved in:
5
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
6
Roughing it up : including jump components in the measurement, modeling and forecasting of return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003217674
Saved in:
7
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
8
Some new variance bounds for asset prices
Engel, Charles
-
2004
Persistent link: https://www.econbiz.de/10002503204
Saved in:
9
Exchange rate pass-through, exchange rate
volatility
, and exchange rate disconnect
Devereux, Michael B.
;
Engel, Charles
-
2002
Persistent link: https://www.econbiz.de/10001661466
Saved in:
10
The distribution of stock return
volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
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