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~person:"Engle, Robert F."
~person:"Thornton, Daniel L."
~person:"Watson, Mark W."
~subject:"Announcement effect"
~subject:"Economic growth"
~subject:"Finanzkrise"
~subject:"Germany"
~subject:"Theorie"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
~type_genre:"Rezension"
~type_genre:"Thesis"
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Announcement effect
Economic growth
Finanzkrise
Germany
Theorie
Volatilität
USA
115
United States
115
Theory
29
Estimation
21
Schätzung
21
Time series analysis
18
Zeitreihenanalyse
18
Geldpolitik
16
Monetary policy
16
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15
Prognoseverfahren
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13
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12
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Article
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Aufsatz in Zeitschrift
Hochschulschrift
Rezension
Thesis
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48
Arbeitspapier
47
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47
Graue Literatur
44
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44
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6
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English
47
Author
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Engle, Robert F.
Thornton, Daniel L.
Watson, Mark W.
Gupta, Rangan
58
Bahmani-Oskooee, Mohsen
43
Jorgenson, Dale Weldeau
39
Wohar, Mark E.
29
Heckman, James J.
28
Laporte, Gilbert
28
MacDonald, Ronald
26
Bollerslev, Tim
24
Madura, Jeff
24
Sirmans, Clemon F.
24
Diebold, Francis X.
23
Gil-Alaña, Luis A.
23
Glaeser, Edward L.
23
Bali, Turan G.
22
Burkhauser, Richard V.
22
Caporale, Guglielmo Maria
22
Chavas, Jean-Paul
21
Hamori, Shigeyuki
21
Apergēs, Nikolaos
20
Bertsimas, Dimitris
20
Hall, Robert Ernest
20
Wu, Chunchi
20
Acemoglu, Daron
19
Stock, James H.
19
Uri, Noel Dean
19
Cebula, Richard J.
18
Christiano, Lawrence J.
18
Schettkat, Ronald
18
Serletis, Apostolos
18
Stiroh, Kevin J.
18
Taylor, Mark P.
18
Audretsch, David B.
17
Franses, Philip Hans
17
Hammoudeh, Shawkat
17
Lo, Andrew W.
17
Stulz, René M.
17
Wright, Jonathan H.
17
Batabyal, Amitrajeet A.
16
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Review / Federal Reserve Bank of St. Louis
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Journal of monetary economics
3
NBER macroeconomics annual
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of money, credit and banking : JMCB
2
Journal of political economy
2
The review of economics and statistics
2
The review of financial studies
2
Advances in futures and options research : a research annual
1
Brookings papers on economic activity : BPEA
1
Economic perspectives
1
Economic quarterly
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of urban economics
1
Review of derivatives research
1
Spanish economic review : SER
1
Symposium on developments in business cycle research
1
The American economic review
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of finance : the journal of the American Finance Association
1
The natural rate of unemployment
1
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ECONIS (ZBW)
47
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1
Aggregate implications of changing sectoral trends
Foerster, Andrew
;
Hornstein, Andreas
;
Sarte, Pierre-Daniel
- In:
Journal of political economy
130
(
2022
)
12
,
pp. 3286-3333
Persistent link: https://www.econbiz.de/10013548014
Saved in:
2
Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
Saved in:
3
SRISK: a conditional capital shortfall measure of systemic risk
Brownlees, Christian
;
Engle, Robert F.
- In:
The review of financial studies
30
(
2017
)
1
,
pp. 48-79
Persistent link: https://www.econbiz.de/10011738007
Saved in:
4
Presidents and the US economy : an econometric exploration
Blinder, Alan S.
;
Watson, Mark W.
- In:
The American economic review
106
(
2016
)
4
,
pp. 1015-1045
Persistent link: https://www.econbiz.de/10011460541
Saved in:
5
Stock market volatility and macroeconomic fundamentals
Engle, Robert F.
;
Ghysels, Eric
;
Sohn, Bumjean
- In:
The review of economics and statistics
95
(
2013
)
3
,
pp. 776-797
Persistent link: https://www.econbiz.de/10009793016
Saved in:
6
Disentangling the channels of the 2007 - 09 recession
Stock, James H.
;
Watson, Mark W.
- In:
Brookings papers on economic activity : BPEA
(
2012
)
1
,
pp. 81-156
Persistent link: https://www.econbiz.de/10009659872
Saved in:
7
Forecasting intraday volatility in the US equity market : multiplicative component GARCH
Engle, Robert F.
;
Sokalska, Magdalena E.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 54-83
Persistent link: https://www.econbiz.de/10009519713
Saved in:
8
The effectiveness of unconventional monetary policy : the term auction facility
Thornton, Daniel L.
- In:
Review / Federal Reserve Bank of St. Louis
93
(
2011
)
6
,
pp. 439-453
Persistent link: https://www.econbiz.de/10009406667
Saved in:
9
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:
10
The FED, liquidity, and credit allocation
Thornton, Daniel L.
- In:
Review / Federal Reserve Bank of St. Louis
91
(
2009
)
1
,
pp. 13-21
Persistent link: https://www.econbiz.de/10003797893
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