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~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The American economic review"
~isPartOf:"The review of economics and statistics"
~subject:"Volatility"
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1
The time-varying volatility of macroeconomic fluctuations
Justiniano, Alejandro
;
Primiceri, Giorgio E.
- In:
The American economic review
98
(
2008
)
3
,
pp. 604-641
Persistent link: https://www.econbiz.de/10003750413
Saved in:
2
Can news about the future drive the business cycle?
Jaimovich, Nir
;
Rebelo, Sérgio
- In:
The American economic review
99
(
2009
)
4
,
pp. 1097-1118
Persistent link: https://www.econbiz.de/10003896617
Saved in:
3
Technological diversification
Koren, Miklós
;
Tenreyro, Silvana
- In:
The American economic review
103
(
2013
)
1
,
pp. 378-414
Persistent link: https://www.econbiz.de/10009716385
Saved in:
4
Interbank payments and the daily federal funds rate
Furfine, Craig H.
-
1998
Persistent link: https://www.econbiz.de/10000990237
Saved in:
5
SOES trading and market volatility
Battalio, Robert H.
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 225-238
Persistent link: https://www.econbiz.de/10001224463
Saved in:
6
Transaction costs and price volatility : evidence from commission deregulation
Jones, Charles M.
- In:
The American economic review
87
(
1997
)
4
,
pp. 728-737
Persistent link: https://www.econbiz.de/10001226847
Saved in:
7
Another look at models of the short-term interest rate
Brenner, Robin James
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
1
,
pp. 85-107
Persistent link: https://www.econbiz.de/10001208194
Saved in:
8
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
9
Irreversible investments and volatile markets : a study of the chemical processing industry
Bell, Gregory K.
- In:
The review of economics and statistics
79
(
1997
)
1
,
pp. 79-87
Persistent link: https://www.econbiz.de/10001215961
Saved in:
10
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
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