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Anstieg und Rückgang der Volat...
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Volatility
184
Volatilität
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Capital income
94
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92
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92
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78
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Bollerslev, Tim
5
Christoffersen, Peter F.
5
Jacobs, Kris
5
Giglio, Stefano
4
Harvey, Campbell R.
4
Todorov, Viktor
4
Ang, Andrew
3
Aït-Sahalia, Yacine
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Bandi, Federico M.
3
Chan, Kalok
3
Collin-Dufresne, Pierre
3
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3
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3
Greenwood, Robin
3
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Li, Sophia Zhengzi
3
Liu, Yan
3
Minton, Bernadette A.
3
Ornthanalai, Chayawat
3
Pan, Jun
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Sarno, Lucio
3
Shleifer, Andrei
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2
Andersen, Torben
2
Bai, Jennie
2
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Bali, Turan G.
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2
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2
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2
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Journal of financial economics
NBER working paper series
1,047
Working paper / National Bureau of Economic Research, Inc.
932
NBER Working Paper
873
Journal of econometrics
772
Finance research letters
764
Energy economics
731
Applied economics
678
Journal of banking & finance
573
Economics letters
566
Economic modelling
537
International review of financial analysis
501
International review of economics & finance : IREF
484
Discussion paper / Centre for Economic Policy Research
469
Working paper
469
Applied economics letters
460
Journal of international money and finance
420
The journal of futures markets
408
The North American journal of economics and finance : a journal of financial economics studies
397
IMF working papers
371
Applied financial economics
361
Research in international business and finance
352
CESifo working papers
336
Journal of international financial markets, institutions & money
321
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
318
Journal of empirical finance
318
Discussion paper / Tinbergen Institute
296
International journal of theoretical and applied finance
296
Discussion paper series / IZA
266
Journal of risk and financial management : JRFM
261
MPRA Paper
251
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
249
International journal of forecasting
245
Working paper series / European Central Bank
240
Journal of money, credit and banking : JMCB
238
Journal of economic dynamics & control
233
Discussion papers / CEPR
230
International journal of finance & economics : IJFE
226
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
222
Quantitative finance
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ECONIS (ZBW)
246
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1
What drives
volatility
persistence in the foreign exchange market?
Berger, David
;
Chaboud, Alain
;
Hjalmarsson, Erik
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 192-213
Persistent link: https://www.econbiz.de/10003906345
Saved in:
2
Pricing American options under stochastic
volatility
and stochastic interest rates
Medvedev, Alexey
;
Scaillet, Olivier
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10008702738
Saved in:
3
Identifying the effects of a lender of last resort on financial markets : lessons from the founding of the fed
Bernstein, Asaf
;
Hughson, Eric
;
Weidenmier, Marc D.
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10008702773
Saved in:
4
Are banks happy when managers go long? : the information content of managers' vested option holdings for loan pricing
Dezsö, Cristian L.
;
Ross, David Gaddis
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 395-410
Persistent link: https://www.econbiz.de/10009666527
Saved in:
5
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
6
Modeling the conditional distribution of interest rates as a regime-switching process
Gray, Stephen
- In:
Journal of financial economics
42
(
1996
)
1
,
pp. 27-62
Persistent link: https://www.econbiz.de/10001205760
Saved in:
7
Likelihood-based specification analysis of continuous-time models of the short-term interest rate
Durham, Garland B.
- In:
Journal of financial economics
70
(
2003
)
3
,
pp. 463-487
Persistent link: https://www.econbiz.de/10001837787
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
Price-setting in the foreign exchange
swap
market : evidence from order flow
Syrstad, Olav
;
Viswanath-Natraj, Ganesh
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013482168
Saved in:
10
Interest rate swaps : an empirical investigation
Sun, Tong-sheng
- In:
Journal of financial economics
34
(
1993
)
1
,
pp. 77-99
Persistent link: https://www.econbiz.de/10001149418
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