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~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"NBER Working Paper"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"WPg : Kompetenz schafft Vertrauen"
~source:"econis"
~subject:"Geldpolitik"
~subject:"Volatilität"
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Geldpolitik
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Bordo, Michael D.
7
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3
Ito, Takatoshi
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Jawadi, Fredj
3
Leeper, Eric M.
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Ma, Feng
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2
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2
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2
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2
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2
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Applied economics letters
Applied financial economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
NBER Working Paper
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
WPg : Kompetenz schafft Vertrauen
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113
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109
Economics letters
108
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
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Journal of empirical finance
90
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89
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Kredit und Kapital
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Predictability of future economic growth and the credibility of monetary regimes in
Germany
, 1870 -
2003
Baltzer, Markus
;
Kling, Gerhard
- In:
Applied economics letters
14
(
2007
)
4/6
,
pp. 401-404
Persistent link: https://www.econbiz.de/10003469400
Saved in:
2
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
3
A mixture mutliplicative error model for realized volatility
Lanne, Markku
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 594-616
Persistent link: https://www.econbiz.de/10003565744
Saved in:
4
Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael
;
Kearney, Colm
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
Saved in:
5
Conditional volatility and distribution of exchange rates : GARCH and FIGARCH models with NIG distribution
Kiliç, Rehim
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513025
Saved in:
6
The impact of shocks on higher moments
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
2
,
pp. 77-105
Persistent link: https://www.econbiz.de/10003826483
Saved in:
7
Asymmetries in monetary policy reaction function : evidence for U.S. French and German central banks
Bec, Frédérique
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
2
Persistent link: https://www.econbiz.de/10001790026
Saved in:
8
Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.
;
Chiang, Thomas C.
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 95-104
Persistent link: https://www.econbiz.de/10001525818
Saved in:
9
Volatility spillovers across equity markets : European evidence
Kanas, Angelos
- In:
Applied financial economics
8
(
1998
)
3
,
pp. 245-256
Persistent link: https://www.econbiz.de/10001244168
Saved in:
10
Domestic and external factors in interest rate determination
Caporale, Guglielmo Maria
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 465-471
Persistent link: https://www.econbiz.de/10001229845
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