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subject:"USA"
~language:"eng"
~person:"Engle, Robert F."
~subject:"Economic growth"
~subject:"Geldpolitik"
~subject:"Volatilität"
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USA
Economic growth
Geldpolitik
Volatilität
Estimation
68
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68
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30
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30
United States
30
Volatility
26
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Engle, Robert F.
Caporale, Guglielmo Maria
259
Gupta, Rangan
213
Belke, Ansgar
157
Aizenman, Joshua
154
McAleer, Michael
132
Gil-Alaña, Luis A.
124
Bordo, Michael D.
114
Siklos, Pierre L.
97
Pesaran, M. Hashem
87
Pierdzioch, Christian
86
Eichengreen, Barry
81
Schnabl, Gunther
77
Caballero, Ricardo J.
74
Heckman, James J.
74
Wohar, Mark E.
74
Bahmani-Oskooee, Mohsen
72
Edwards, Sebastian
69
Fratzscher, Marcel
69
Koopman, Siem Jan
69
Bollerslev, Tim
66
Goldberg, Linda S.
66
Krishnamurthy, Arvind
65
Westermann, Frank
65
Balcilar, Mehmet
64
Christiano, Lawrence J.
64
Hautsch, Nikolaus
63
Chinn, Menzie David
62
Peydró, José-Luis
62
Mumtaz, Haroon
61
Stulz, René M.
60
Adrian, Tobias
59
Spagnolo, Nicola
59
Hayo, Bernd
56
Buch, Claudia M.
55
Ehrmann, Michael
54
Goodhart, Charles A. E.
54
Bohl, Martin T.
53
Aghion, Philippe
52
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52
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4
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ECONIS (ZBW)
52
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1
Volatility spillovers in East Asian financial markets : a MEM-based approach
Engle, Robert F.
;
Gallo, Giampiero M.
;
Velucchi, Margherita
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 221-233
Persistent link: https://www.econbiz.de/10009565360
Saved in:
2
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James
;
Coulson, N. Edward
;
Engle, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000786474
Saved in:
3
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
Saved in:
4
A test of efficiency for the S & P 500 index option market using variance forecasts
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886080
Saved in:
5
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:
6
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
7
Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000891511
Saved in:
8
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
9
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling Tsai
-
1988
Persistent link: https://www.econbiz.de/10000757954
Saved in:
10
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000877913
Saved in:
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