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~person:"Andersen, Torben"
~person:"Bataa, Erdenebat"
~person:"Karmakar, Sayar"
~person:"Medeiros, Marcelo C."
~person:"Merton, Robert C."
~person:"Sunderam, Adi"
~subject:"Measurement"
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Search: subject:"Volatility"
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Andersen, Torben
Bataa, Erdenebat
Karmakar, Sayar
Medeiros, Marcelo C.
Merton, Robert C.
Sunderam, Adi
Diebold, Francis X.
12
Bollerslev, Tim
9
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8
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7
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6
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6
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5
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5
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5
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5
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5
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4
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4
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4
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4
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3
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ECONIS (ZBW)
15
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15
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date (oldest first)
1
Financial Market Risk Perceptions and the Macroeconomy
Pflueger, Carolin
-
2019
-to-market ratio of low-
volatility
stocks minus the book-to-market ratio of high-
volatility
stocks. PVS<sub>t</sub> is high when …
Persistent link: https://www.econbiz.de/10012480235
Saved in:
2
Financial Market Risk Perceptions and the Macroeconomy
Pflueger, Carolin E.
-
2019
-to-market ratio of low-
volatility
stocks minus the book-to-market ratio of high-
volatility
stocks. PVSt is high when perceived risk …
Persistent link: https://www.econbiz.de/10012902628
Saved in:
3
A measure of risk appetite for the macroeconomy
Pflueger, Carolin E.
;
Siriwardane, Emil N.
;
Sunderam, Adi
-
2018
Persistent link: https://www.econbiz.de/10011873657
Saved in:
4
Financial market risk perceptions and the macroeconomy
Pflueger, Carolin E.
;
Siriwardane, Emil N.
;
Sunderam, Adi
- In:
The quarterly journal of economics
135
(
2020
)
3
,
pp. 1443-1491
Persistent link: https://www.econbiz.de/10012259151
Saved in:
5
Asymmetry and long memory in
volatility
modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
6
Identifying changes in mean, seasonality, persistence and
volatility
for G7 and euro area inflation
Bataa, Erdenebat
;
Osborn, Denise R.
;
Sensier, Marianne
; …
-
2008
Persistent link: https://www.econbiz.de/10003790654
Saved in:
7
Identifying changes in mean, seasonality, persistence and
volatility
for G7 and euro area inflation
Bataa, Erdenebat
;
Osborn, Denise R.
;
Sensier, Marianne
; …
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
3
,
pp. 360-388
Persistent link: https://www.econbiz.de/10010474915
Saved in:
8
A new framework for analyzing and managing macrofinancial risks of an economy
Gray, Dale
;
Merton, Robert C.
;
Bodie, Zvi
-
2006
Persistent link: https://www.econbiz.de/10003388263
Saved in:
9
A new framework for analyzing and managing macrofinancial risks of an economy
Gray, Dale
(
contributor
);
Merton, Robert C.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003436639
Saved in:
10
A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy
Gray, Dale F.
-
2006
accounting, improve price and
volatility
discovery, and expand international risk intermediation activities …
Persistent link: https://www.econbiz.de/10012466024
Saved in:
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