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Models of conditional variance...
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Bond market
10
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7
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7
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6
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Lopez, Jose A.
3
García López, José A.
2
Hale, Galina
2
Krainer, John
2
Russ, Katheryn N.
2
Spiegel, Mark M.
2
Valderrama, Diego
2
Bauer, Michael D.
1
Broner, Fernando
1
Candelaria, Christopher A.
1
Chang, Roberto
1
Dennis, Richard J.
1
Duffee, Greg
1
Ehrmann, Michael
1
Ferreira, Miguel A.
1
Fratzscher, Marcel
1
Gelos, Gaston
1
Glick, Reuven
1
Guo, Xueyan
1
Gürkaynak, Refet S.
1
Huh, Chan-guk
1
Hutchison, Michael M.
1
Kasa, Kenneth
1
Lansing, Kevin J.
1
López, José A.
1
Marquis, Milton H.
1
Reinhart, Carmen M.
1
Rudebusch, Glenn D.
1
Santos, João A. C.
1
Swanson, Eric T.
1
Tor Einarsson
1
Velasco, Andrés
1
Walter, Christian
1
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Federal Reserve Bank of San Francisco
National Bureau of Economic Research
959
International Monetary Fund (IMF)
287
International Monetary Fund
125
OECD
49
Federal Reserve Bank of St. Louis
39
Springer Fachmedien Wiesbaden
36
Asian Development Bank
33
Institut für Schweizerisches Bankwesen <Zürich>
28
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
European University Institute / Department of Law
25
Institute of Finance and Accounting <London>
23
Ekonomiska forskningsinstitutet <Stockholm>
20
World Bank
20
National Centre of Competence in Research North South <Bern>
17
Verlag Dr. Kovač
17
Frank J. Fabozzi Associates <New Hope, Pa.>
16
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
16
Rodney L. White Center for Financial Research
15
Center for Economic Research <Tilburg>
14
Erasmus Research Institute of Management
14
Springer International Publishing
14
Edward Elgar Publishing
13
Federal Reserve Board (Board of Governors of the Federal Reserve System)
13
Gottfried Wilhelm Leibniz Universität Hannover
13
IGI Global
13
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
13
University of Canterbury / Dept. of Economics and Finance
13
Österreichisches Institut für Wirtschaftsforschung
13
Basel Committee on Banking Supervision
12
Federal Reserve System / Division of Research and Statistics
12
Fisher Investments Inc. <Woodside, Calif.>
12
University of Strathclyde / Department of Economics
12
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12
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
12
Christian-Albrechts-Universität zu Kiel
11
Institut für Weltwirtschaft
11
International Center for Financial Asset Management and Engineering
11
University of Cambridge / Department of Applied Economics
11
CFA Institute <Charlottesville, Va.>
10
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Working papers series / Federal Reserve Bank of San Francisco
11
Working Paper Series / Federal Reserve Bank of San Francisco
8
Working Papers in Applied Economic Theory
1
Working paper series / Federal Reserve Bank of San Francisco, Economic Research Department
1
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ECONIS (ZBW)
12
RePEc
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1
Bank intermediation and liquidity effects in the presence of a frictionless bond market
Tor Einarsson
(
contributor
);
Marquis, Milton H.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578181
Saved in:
2
Robust control with commitment : a modification to Hansen-Sargent
Dennis, Richard J.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003159455
Saved in:
3
Model uncertainty, robust policies, and the value of commitment
Kasa, Kenneth
(
contributor
)
-
1998
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576291
Saved in:
4
Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
Saved in:
5
Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A.
(
contributor
); …
-
2004
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086
Saved in:
6
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
Saved in:
7
Evaluating covariance matrix forecasts in a value-at-risk framework
García López, José A.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577834
Saved in:
8
Term premia and interest rate forecasts in affine models
Duffee, Greg
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
Saved in:
9
Forecasting industrial production using models with business cycle asymmetry
Huh, Chan-guk
-
1993
Persistent link: https://www.econbiz.de/10000898542
Saved in:
10
Currency crises, capital account liberalization, and selection bias
Glick, Reuven
(
contributor
);
Guo, Xueyan
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003156136
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