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848
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McMillan, David G.
12
Madura, Jeff
11
Brooks, Robert
6
Darrat, Ali F.
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Poshakwale, Sunil S.
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Speight, Alan E. H.
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3
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3
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Applied financial economics
Working paper / National Bureau of Economic Research, Inc.
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2,517
Discussion paper / Centre for Economic Policy Research
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NBER Working Paper
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1,880
Applied economics
1,828
The journal of finance : the journal of the American Finance Association
1,738
American journal of agricultural economics
1,583
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1,567
Journal of banking & finance
1,556
The review of economics and statistics
1,531
The review of financial studies
1,490
Economics letters
1,260
Finance research letters
1,240
Journal of financial economics
1,205
Energy economics
1,185
The journal of futures markets
1,079
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1,024
CESifo working papers
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Finance and economics discussion series
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Applied economics letters
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International review of financial analysis
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Monthly labor review : MLR
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National tax journal
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International review of economics & finance : IREF
862
Journal of money, credit and banking : JMCB
860
Economic modelling
797
Journal of human resources : JHR
776
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
764
Journal of political economy
739
Journal of international money and finance
718
The quarterly journal of economics
707
The journal of economic perspectives : EP ; a journal of the American Economic Association
705
IMF working papers
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ECONIS (ZBW)
848
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1
The US zero-coupon yield spread as a predictor of excess daily stock market
volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
2
Volatility
transmission of
swap
spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
Saved in:
3
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun
;
Shakur, Shamim
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Saved in:
4
A decomposition of the term structure model of Heath, Jarrow and Morton
Guo, Chen
- In:
Applied financial economics
8
(
1998
)
2
,
pp. 111-118
Persistent link: https://www.econbiz.de/10001244130
Saved in:
5
The
volatility
of US term structure term premia 1952 - 1991
Henry, Ólan Thomas John
- In:
Applied financial economics
9
(
1999
)
3
,
pp. 263-271
Persistent link: https://www.econbiz.de/10001454511
Saved in:
6
Business conditions and nonrandom walk behaviour of US stocks and bonds returns
Jirasakuldech, Benjamas
;
Emekter, Riza
;
Lee, Unro
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 659-672
Persistent link: https://www.econbiz.de/10003739279
Saved in:
7
Using volume to forecast stock market
volatility
around the time of the 1929 crash
Ewing, Bradley T.
;
Thompson, Mark A.
;
Yanochik, Mark A.
- In:
Applied financial economics
17
(
2007
)
13/15
,
pp. 1123-1128
Persistent link: https://www.econbiz.de/10003590546
Saved in:
8
Bivariate and higher-order terms in models of international equity returns
Butler, Kirt Charles
;
Okada, Katsushi
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 725-737
Persistent link: https://www.econbiz.de/10003491225
Saved in:
9
Market and idiosyncratic
volatility
: high frequency dynamics
Taylor, Nicholas
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 739-751
Persistent link: https://www.econbiz.de/10009009310
Saved in:
10
Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala Gangadhar
;
D'Ouville, Edmond L.
; …
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 377-384
Persistent link: https://www.econbiz.de/10003289274
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