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subject:"USA"
~isPartOf:"Economics letters"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"International finance discussion papers"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~subject:"Volatilität"
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USA
Volatilität
Estimation
1,889
Schätzung
1,881
Theorie
985
Theory
985
Estimation theory
569
Schätztheorie
569
United States
551
Statistical test
521
Statistischer Test
521
Financial crisis
497
Finanzkrise
495
Capital income
344
Kapitaleinkommen
344
Time series analysis
312
Zeitreihenanalyse
312
Volatility
311
Welt
292
World
292
Forecasting model
266
Prognoseverfahren
266
Börsenkurs
263
Share price
263
Panel
236
Panel study
236
Nichtparametrisches Verfahren
224
Nonparametric statistics
224
Geldpolitik
208
Monetary policy
208
Regression analysis
207
Regressionsanalyse
207
Business cycle
171
Konjunktur
170
CAPM
160
Risikoprämie
160
Risk premium
160
Efficient market hypothesis
152
Effizienzmarkthypothese
152
Schock
145
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291
Undetermined
216
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Article
501
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Article in journal
498
Aufsatz in Zeitschrift
498
Arbeitspapier
316
Working Paper
316
Graue Literatur
294
Non-commercial literature
294
Language
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English
817
Author
All
Todorov, Viktor
18
Bollerslev, Tim
17
Zhou, Hao
11
Tauchen, George Eugene
10
Aït-Sahalia, Yacine
9
Andersen, Torben
7
Li, Jia
7
D'Amico, Stefania
6
Guerrieri, Luca
6
Gupta, Rangan
6
Kamin, Steven
6
Kim, Don H.
6
Christiano, Lawrence J.
5
Eichenbaum, Martin S.
5
Kim, Donggyu
5
Li, Geng
5
Rogers, John H.
5
Vigfusson, Robert J.
5
Zakrajšek, Egon
5
Berger, Allen N.
4
Covitz, Daniel M.
4
Downing, Chris
4
Falato, Antonio
4
Gruber, Joseph W.
4
Han, Song
4
Hong, Harrison G.
4
Klee, Elizabeth
4
Laubach, Thomas
4
Londono, Juan M.
4
Martin, Robert F.
4
Molloy, Raven S.
4
Nalewaik, Jeremy
4
Park, Joon Y.
4
Patton, Andrew J.
4
Roberts, John M.
4
Sack, Brian
4
Shan, Hui
4
Shin, Dong-wan
4
Valkanov, Rossen I.
4
Vidangos, Ivan
4
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Federal Reserve System / Division of Research and Statistics
8
Federal Reserve System / Board of Governors
4
Published in...
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Economics letters
Finance and economics discussion series
International finance discussion papers
Journal of econometrics
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
1,881
Discussion paper / Centre for Economic Policy Research
538
Discussion paper series / IZA
443
Applied economics
433
NBER working paper series
382
CESifo working papers
258
Finance research letters
254
Working paper
250
Energy economics
248
Applied economics letters
246
Journal of international money and finance
242
NBER Working Paper
233
Economic modelling
230
Journal of banking & finance
223
International review of economics & finance : IREF
222
Applied financial economics
211
The journal of finance : the journal of the American Finance Association
210
The American economic review
202
IZA Discussion Papers
201
International review of financial analysis
200
The review of economics and statistics
197
The North American journal of economics and finance : a journal of financial economics studies
178
The review of financial studies
178
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
The journal of futures markets
166
Research in international business and finance
148
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
147
Journal of international financial markets, institutions & money
146
Journal of applied econometrics
131
Journal of money, credit and banking : JMCB
129
Journal of financial and quantitative analysis : JFQA
125
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
123
Journal of empirical finance
119
IMF working papers
117
Working Paper
117
CESifo Working Paper
115
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ECONIS (ZBW)
817
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1
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817
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1
Have financial markets become more informative?
Bai, Jennie
;
Philippon, Thomas
;
Savov, Alexi
- In:
Journal of financial economics
122
(
2016
)
3
,
pp. 625-654
Persistent link: https://www.econbiz.de/10011591158
Saved in:
2
Asymmetry in forward exchange rate bias : a puzzling result
Wu, Yangru
- In:
Economics letters
50
(
1996
)
3
,
pp. 407-411
Persistent link: https://www.econbiz.de/10001197787
Saved in:
3
Market efficiency around the clock : some supporting evidence using foreign-based derivatives
Craig, Alastair
- In:
Journal of financial economics
39
(
1995
)
2
,
pp. 161-180
Persistent link: https://www.econbiz.de/10001188051
Saved in:
4
Testing efficient market hypothesis for the dollar-sterling gold standard exchange rate 1890 - 1906 : MLE with double truncation
Goldman, Elena
- In:
Economics letters
69
(
2000
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10001525548
Saved in:
5
Uniformly least powerful tests of market efficiency
Loughran, Tim
;
Ritter, Jay
- In:
Journal of financial economics
55
(
2000
)
3
,
pp. 361-389
Persistent link: https://www.econbiz.de/10001449056
Saved in:
6
The replacement of safe assets : evidence from the U.S. bond portfolio
Bertaut, Carol C.
;
Tabova, Alexandra
;
Wong, Vivian
-
2014
Persistent link: https://www.econbiz.de/10010475313
Saved in:
7
On the effectiveness of foreign exchange reserves during the 2021-22 U.S. monetary tightening cycle
Ahmed, Rashad
;
Aizenman, Joshua
;
Saadaoui, Jamel
; …
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506019
Saved in:
8
The anatomy of financial vulnerabilities and crises
Lee, Seung Jung
;
Posenau, Kelly E.
;
Stebunovs, Viktors
-
2017
Persistent link: https://www.econbiz.de/10011629958
Saved in:
9
Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis
Wu, Jason J.
;
Game, Aaron L.
-
2011
Persistent link: https://www.econbiz.de/10009405709
Saved in:
10
Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
Balaban, Ercan
- In:
Economics letters
83
(
2004
)
1
,
pp. 99-105
Persistent link: https://www.econbiz.de/10001968237
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