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~person:"Perli, Roberto"
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Search: subject:"Volatilität"
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Volatility
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Volatilität
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Asset-Backed Securities
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Perli, Roberto
McAleer, Michael
308
Gupta, Rangan
235
Caporale, Guglielmo Maria
178
Bollerslev, Tim
145
Chang, Chia-Lin
116
Diebold, Francis X.
115
Bouri, Elie
110
Pierdzioch, Christian
110
Andersen, Torben
98
Spagnolo, Nicola
98
Aizenman, Joshua
97
Ma, Feng
94
Härdle, Wolfgang
87
Bekaert, Geert
81
Koopman, Siem Jan
80
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
74
Engle, Robert F.
72
Asai, Manabu
71
Todorov, Viktor
68
Buch, Claudia M.
67
McMillan, David G.
67
Caporin, Massimiliano
66
Lux, Thomas
66
Tiwari, Aviral Kumar
66
Chiarella, Carl
64
Kočenda, Evžen
62
Corbet, Shaen
60
Lucey, Brian M.
58
Kang, Sang Hoon
56
Wohar, Mark E.
56
Caballero, Ricardo J.
55
Gil-Alaña, Luis A.
55
Christoffersen, Peter F.
53
Clements, Adam
52
Fernández-Villaverde, Jesús
52
Mensi, Walid
52
Clark, Todd E.
51
Mumtaz, Haroon
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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ECONIS (ZBW)
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The recent behaviour of financial market volatility
Penetta, Fabio
;
Angelini, Paolo
;
Grande, Giuseppe
; …
-
2006
Persistent link: https://www.econbiz.de/10003373298
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2
Does mortgage hedging amplify movements in long-term interest rates?
Perli, Roberto
;
Sack, Brian
-
2003
Persistent link: https://www.econbiz.de/10001793014
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3
Does mortgage hedging amplify movements in long-term interest rates?
Perli, Roberto
;
Sack, Brian
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 7-17
Persistent link: https://www.econbiz.de/10001968317
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4
Regime-switching in expectations over the business cycle
Eudey, Gwen
;
Perli, Roberto
-
1999
Persistent link: https://www.econbiz.de/10001428640
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