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Capital income
142
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86
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86
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78
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78
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69
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Bollerslev, Tim
9
Todorov, Viktor
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Andersen, Torben
6
Mykland, Per A.
6
Tauchen, George Eugene
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Xiu, Dacheng
6
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4
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4
Taylor, Robert
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3
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3
Garcia, René
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Li, Yingying
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Monfort, Alain
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Conference on Realized Volatility <2006, Montréal>
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966
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869
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477
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323
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311
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284
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
1
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1
Augmented factor models with applications to validating market risk factors and forecasting
bond
risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
2
Term structure analysis with big data : one-step estimation using
bond
prices
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012303862
Saved in:
3
Modelling and forecasting government
bond
spreads in the euro area : a GVAR model
Favero, Carlo A.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 343-356
Persistent link: https://www.econbiz.de/10010255139
Saved in:
4
Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu
;
Niu, Linlin
;
Zhang, Chen
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
Saved in:
5
Real-time Bayesian learning and
bond
return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
6
Mutual excitation in Eurozone sovereign CDS
Aït-Sahalia, Yacine
;
Laeven, Roger J. A.
;
Pelizzon, Loriana
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 151-167
Persistent link: https://www.econbiz.de/10010506073
Saved in:
7
Monetary reforms and inflation expectations in Japan : evidence from inflation-indexed bonds
Christensen, Jens H. E.
;
Spiegel, Mark
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 410-431
Persistent link: https://www.econbiz.de/10013464829
Saved in:
8
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
Saved in:
9
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
10
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
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