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subject:"USA"
~institution:"Federal Reserve Bank of Cleveland"
~institution:"Rutgers University / Department of Economics"
~institution:"The Wharton Financial Institutions Center"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Börsenkurs"
~subject:"Großbritannien"
~subject:"Share price"
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USA
ARCH model
Business cycle
Börsenkurs
Großbritannien
Share price
Estimation
37
Schätzung
37
United States
28
Theorie
12
Theory
12
Financial crisis
9
Finanzkrise
9
Deutschland
5
Forecasting model
5
Geldpolitik
5
Germany
5
Monetary policy
5
Prognoseverfahren
5
Inflation
4
Lohnstruktur
4
Statistical distribution
4
Statistische Verteilung
4
Wage structure
4
CAPM
3
Cost of capital
3
Kapitalkosten
3
OECD countries
3
OECD-Staaten
3
Statistical test
3
Statistischer Test
3
Volatility
3
Volatilität
3
Welt
3
World
3
1959-1999
2
Aktienmarkt
2
Altersgrenze
2
Bank regulation
2
Bankenregulierung
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Bruttoinlandsprodukt
2
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31
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Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
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English
31
Author
All
Craig, Ben R.
4
Keller, Joachim G.
3
Allen, Franklin
2
Altshuler, Rosanne
2
Bernheim, Bert Douglas
2
Carlson, John B.
2
Carman, Katherine Grace
2
Christiano, Lawrence J.
2
Cummins, John David
2
Eichenbaum, Martin S.
2
Gokhale, Jagadeesh
2
Goodspeed, Timothy J.
2
Herring, Richard J.
2
Kotlikoff, Laurence J.
2
Landon-Lane, John S.
2
Phillips, Richard D.
2
Altig, David
1
Anderson, Torben G.
1
Aruoba, S. Borağan
1
Bachmeier, Lance J.
1
Blomberg, Stephen Brock
1
Branch, William A.
1
Bryan, Michael F.
1
Chatterjee, Satyajit
1
Corbae, Dean
1
Diebold, Francis X.
1
Evans, Charles
1
Evans, George W.
1
Fernando, Chitru S.
1
Gang, Ira N.
1
Glatzer, Ernst
1
Grace, Martin Francis
1
Gross, David B.
1
Guntay, Levent
1
Haubrich, Joseph Gerard
1
Hess, Gregory D.
1
Klein, Robert W.
1
Kleindorfer, Paul R.
1
Lindé, Jesper
1
Madan, Dilip B.
1
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Institution
All
Federal Reserve Bank of Cleveland
Rutgers University / Department of Economics
The Wharton Financial Institutions Center
National Bureau of Economic Research
712
Forschungsinstitut zur Zukunft der Arbeit
114
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
33
Federal Reserve Bank of St. Louis
26
Institut für Weltwirtschaft
22
Federal Reserve Bank of San Francisco
20
Centre for Economic Performance
16
University of Oxford / Institute of Economics and Statistics
16
Ekonomiska forskningsinstitutet <Stockholm>
15
Springer Fachmedien Wiesbaden
14
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
13
Federal Reserve Bank of New York
13
Institute for Fiscal Studies
13
Johns Hopkins University / Department of Economics
13
Birkbeck College / Department of Economics
12
World Bank
12
Federal Reserve System / Division of Research and Statistics
11
Institute of Finance and Accounting <London>
11
Public Sector Economics Research Centre <Leicester>
11
Sachverständigenrat zur Begutachtung der Gesamtwirtschaftlichen Entwicklung
10
University of Reading / Department of Economics
10
Verlag Dr. Kovač
10
Centre for Economic Policy Research
9
European University Institute / Department of Economics
9
Federal Reserve Bank of Chicago
9
University of Sheffield / Department of Economics
9
Edward Elgar Publishing
8
Federal Reserve Bank of Richmond
8
Massachusetts Institute of Technology / Department of Economics
8
Nomos Verlagsgesellschaft
8
OECD
8
Queen Mary College / Department of Economics
8
USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
8
University of Glasgow / Department of Economics
8
University of York / Department of Economics and Related Studies
8
Brookings Institution
7
Deutsches Institut für Wirtschaftsforschung
7
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Published in...
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Federal Reserve Bank of Cleveland working paper series
14
Working papers / Financial Institutions Center
10
Working papers / Rutgers University, Department of Economics
7
Source
All
ECONIS (ZBW)
31
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1
Liquidity shocks, systemic risk, and market collapse : theory and application to the market for perps
Fernando, Chitru S.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656753
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2
Banking regulation versus securities market regulations
Allen, Franklin
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657010
Saved in:
3
US stock market crashes and their aftermath : implications for monetary policy ; Asset Price Bubbles Conference, Federal Reserve Bank of Chicago and the World Bank
Mishkin, Frederic S.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001673482
Saved in:
4
Testing near-rationality using detailed survey data
Bryan, Michael F.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003094551
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5
Pricing kernels, inflation, and the term structure of interest rates
Craig, Ben R.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542645
Saved in:
6
The forecasting performance of German stock option densities
Craig, Ben R.
;
Glatzer, Ernst
;
Keller, Joachim G.
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542704
Saved in:
7
The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
Saved in:
8
The forecast ability of risk-neutral densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002550128
Saved in:
9
Monetary policy, endogenous inattention, and the volatility trade-off
Branch, William A.
;
Carlson, John B.
;
Evans, George W.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002550213
Saved in:
10
Firm-specific capital, nominal rigidities, and the business cycle
Altig, David
;
Christiano, Lawrence J.
;
Eichenbaum, Martin S.
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002556152
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