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~isPartOf:"Journal of financial economics"
~subject:"Estimation"
~subject:"Exchange rate"
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Estimation
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Bollerslev, Tim
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Journal of financial economics
Applied economics
188
Energy economics
178
Finance research letters
176
International review of economics & finance : IREF
175
NBER working paper series
175
Journal of international money and finance
158
Economic modelling
157
Working paper / National Bureau of Economic Research, Inc.
157
NBER Working Paper
154
The North American journal of economics and finance : a journal of financial economics studies
139
International review of financial analysis
132
Journal of banking & finance
130
Applied economics letters
128
Journal of econometrics
123
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117
Journal of international financial markets, institutions & money
116
Applied financial economics
113
Journal of empirical finance
111
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106
Research in international business and finance
99
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95
Economics letters
94
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90
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79
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69
Journal of risk and financial management : JRFM
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
The European journal of finance
60
International Journal of Energy Economics and Policy : IJEEP
59
International journal of forecasting
57
International journal of economics and financial issues : IJEFI
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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IMF working papers
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Journal of economic dynamics & control
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ECONIS (ZBW)
69
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1
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
Saved in:
2
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
3
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
4
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
5
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
6
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
7
Disagreement about inflation and the yield curve
Ehling, Paul
;
Gallmeyer, Michael F.
;
Heyerdahl-Larsen, …
- In:
Journal of financial economics
127
(
2018
)
3
,
pp. 459-484
Persistent link: https://www.econbiz.de/10011968936
Saved in:
8
Interest rate volatility, the yield curve, and the macroeconomy
Joslin, Scott
;
Konchitchki, Yaniv
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 344-362
Persistent link: https://www.econbiz.de/10011971071
Saved in:
9
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
10
The term structure of commercial paper rates
Downing, Chris
;
Oliner, Stephen
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 59-86
Persistent link: https://www.econbiz.de/10003410374
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