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Inferring Volatility Dynamics...
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Großbritannien
626
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626
Volatilität
240
Volatility
238
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199
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199
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184
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172
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Haskel, Jonathan
19
Propper, Carol
19
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18
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17
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Van Reenen, John
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15
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14
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13
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12
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12
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11
Overman, Henry G.
11
Eichengreen, Barry
10
Mayer, Colin P.
10
Muellbauer, John
10
Taylor, Mark P.
10
Francesconi, Marco
9
Görg, Holger
9
Ludvigson, Sydney C.
9
Taylor, Alan M.
9
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9
Zenou, Yves
9
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8
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8
Girma, Sourafel
8
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8
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8
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8
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8
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7
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7
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7
Rasul, Imran
7
Rebelo, Sérgio
7
Surico, Paolo
7
Wolff, Christiaan Cornelis Petrus
7
Aghion, Philippe
6
Bandiera, Oriana
6
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ECONIS (ZBW)
963
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1
Improving portfolio selection using option-implied
volatility
and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
-
2010
Persistent link: https://www.econbiz.de/10003948899
Saved in:
2
An economic evaluation of empirical exchange rate models
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
-
2007
Persistent link: https://www.econbiz.de/10003618043
Saved in:
3
Equilibrium portfolio strategies in the presence of sentiment risk and excess
volatility
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
-
2007
Persistent link: https://www.econbiz.de/10003549572
Saved in:
4
What is the expected return on the market?
Martin, Ian
-
2015
Persistent link: https://www.econbiz.de/10011317982
Saved in:
5
Asset prices in a lifecycle economy
Farmer, Roger E. A.
-
2014
Persistent link: https://www.econbiz.de/10010363302
Saved in:
6
Volatility
risk premia and exchange rate predictability?
Della Corte, Pasquale
;
Ramadorai, Tarun
;
Sarno, Lucio
-
2013
Persistent link: https://www.econbiz.de/10009786213
Saved in:
7
Pricing assets in an economy with two types of people
Farmer, Roger E. A.
-
2016
Persistent link: https://www.econbiz.de/10011494376
Saved in:
8
What is the expected return on a stock?
Martin, Ian
;
Wagner, Christian
-
2016
Persistent link: https://www.econbiz.de/10011586742
Saved in:
9
Uncertainty shocks, asset supply and pricing over the business cycle
Bianchi, Francesco
;
Ilut, Cosmin
;
Schneider, Martin
-
2017
Persistent link: https://www.econbiz.de/10011670028
Saved in:
10
Predicting the VIX and the
volatility
risk premium : what's credit and commodity
volatility
risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena
;
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010440191
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