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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"ARCH model"
~subject:"Stock market"
~type_genre:"Graue Literatur"
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417
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416
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96
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Diebold, Francis X.
5
Andersen, Torben
3
Bollerslev, Tim
3
Bekaert, Geert
2
Ben-David, Itzhak
2
Campbell, John Y.
2
Edwards, Sebastian
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2
Hale, Galina
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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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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1
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1
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1
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1
Du, Julan
1
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1
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1
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1
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8
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ECONIS (ZBW)
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1
The pass-through of uncertainty shocks to households
Di Maggio, Marco
;
Kermani, Amir
;
Ramcharan, Rodney
; …
-
2020
Persistent link: https://www.econbiz.de/10012270676
Saved in:
2
The granular nature of large institutional investors
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
; …
-
2016
Persistent link: https://www.econbiz.de/10011490427
Saved in:
3
An equilibrium model of institutional demand and asset prices
Koijen, Ralph S. J.
;
Yogo, Motohiro
-
2015
Persistent link: https://www.econbiz.de/10011420916
Saved in:
4
Correlated beliefs, returns, and stock market volatility
David, Joel M.
;
Simonovska, Ina
-
2015
Persistent link: https://www.econbiz.de/10011336546
Saved in:
5
Are stocks really less volatile in the long run?
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2009
Persistent link: https://www.econbiz.de/10003817055
Saved in:
6
When are analyst recommendation changes influential?
Loh, Roger K.
;
Stulz, René M.
-
2009
Persistent link: https://www.econbiz.de/10003844243
Saved in:
7
Is the volatility of the market price of risk due to intermittent portfolio re-balancing?
Chien, YiLi
;
Cole, Harold L.
;
Lustig, Hanno
-
2009
Persistent link: https://www.econbiz.de/10003889788
Saved in:
8
Credit market shocks and economic fluctuations : evidence from corporate bond and stock markets
Gilchrist, Simon
;
Yankov, Vladimir
;
Zakrajšek, Egon
-
2009
Persistent link: https://www.econbiz.de/10003831399
Saved in:
9
The impact of credit protection on stock prices in the presence of credit crunches
Hale, Galina
;
Razin, Asaf
;
Tong, Hui
-
2009
Persistent link: https://www.econbiz.de/10003862229
Saved in:
10
The long-run risks model and aggregate asset prices : an empirical assessment
Beeler, Jason
;
Campbell, John Y.
-
2009
Persistent link: https://www.econbiz.de/10003822202
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