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~person:"Bollerslev, Tim"
~person:"Cecchetti, Stephen G."
~person:"Wohar, Mark E."
~subject:"Geldpolitik"
~subject:"Kapitaleinkommen"
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Geldpolitik
Kapitaleinkommen
USA
213
United States
212
Schätzung
185
Estimation
184
Volatility
99
Volatilität
99
Theorie
88
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Bollerslev, Tim
Cecchetti, Stephen G.
Wohar, Mark E.
Gupta, Rangan
124
Bordo, Michael D.
90
Belke, Ansgar
84
Orphanides, Athanasios
84
Zaremba, Adam
70
Siklos, Pierre L.
68
Williams, John C.
63
Caporale, Guglielmo Maria
61
Hayo, Bernd
61
Mishkin, Frederic S.
61
Taylor, John B.
58
Leeper, Eric M.
56
Campbell, John Y.
55
Castelnuovo, Efrem
54
Pierdzioch, Christian
53
Friedman, Benjamin M.
51
McMillan, David G.
50
Bernanke, Ben
49
Bohl, Martin T.
47
Christiano, Lawrence J.
46
Friedman, Milton
44
Ehrmann, Michael
43
Meltzer, Allan H.
43
Wheelock, David C.
43
Poole, William
42
Timmermann, Allan
42
Levin, Andrew T.
39
Fratzscher, Marcel
38
Pesaran, M. Hashem
38
Schrimpf, Andreas
38
Smets, Frank
38
Bali, Turan G.
37
Gertler, Mark
36
Goodfriend, Marvin
36
Zha, Tao
36
Guidolin, Massimo
35
Ireland, Peter N.
35
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National Bureau of Economic Research
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The North American journal of economics and finance : a journal of financial economics studies
7
CREATES research paper
5
Journal of econometrics
5
Journal of financial economics
5
International review of economics & finance : IREF
4
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ECONIS (ZBW)
130
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1
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130
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1
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
2
The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan
;
Muteba Mwamba, John
;
Wohar, Mark E.
- In:
Finance research letters
25
(
2018
),
pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
Saved in:
3
The role of current account balance in forecasting the US equity premium : evidence from a quantile predictive regression approach
Gupta, Rangan
;
Majumdar, Anandamayee
;
Wohar, Mark E.
- In:
Open economies review
28
(
2017
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10011804281
Saved in:
4
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
5
Why are stock prices so high? : Dividend growth or discount factor?
Balke, Nathan S.
;
Wohar, Mark E.
-
2000
Persistent link: https://www.econbiz.de/10001446210
Saved in:
6
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
7
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
Saved in:
8
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
9
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
10
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
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