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Journal of empirical finance
NBER working paper series
573
Working paper / National Bureau of Economic Research, Inc.
519
NBER Working Paper
473
Journal of banking & finance
345
Discussion paper / Centre for Economic Policy Research
267
IMF working papers
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226
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211
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206
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177
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164
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159
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155
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145
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136
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135
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129
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126
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125
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123
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122
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116
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95
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95
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
94
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92
Staff reports / Federal Reserve Bank of New York
88
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87
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ECONIS (ZBW)
91
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1
Is long memory necessary? : an empirical investigation of nonnegative interest rate processes
Duan, Jin-Chuan
;
Jacobs, Kris
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 567-581
Persistent link: https://www.econbiz.de/10003759664
Saved in:
2
Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj
;
Hirukawa, Masayuki
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
Saved in:
3
Can interest rate factors explain exchange rate fluctuations?
Yung, Julieta
- In:
Journal of empirical finance
61
(
2021
),
pp. 34-56
Persistent link: https://www.econbiz.de/10012693233
Saved in:
4
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
5
Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
- In:
Journal of empirical finance
45
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Saved in:
6
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
7
A global monetary policy factor in sovereign bond yields
Malliaropulos, Dimitris
;
Migiakis, Petros
- In:
Journal of empirical finance
70
(
2023
),
pp. 445-465
Persistent link: https://www.econbiz.de/10014423743
Saved in:
8
Evaluating stochastic discount factors from term structure models
Farnsworth, Heber K.
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 852-861
Persistent link: https://www.econbiz.de/10003900416
Saved in:
9
The implied volatility term structure of stock index options
Mixon, Scott
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
Saved in:
10
Modeling the Euro overnight rate
Benito, Francis
;
León Valle, Ángel Manuel
;
Nave …
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 756-782
Persistent link: https://www.econbiz.de/10003610012
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