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Business cycle
Volatility
41,061
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40,792
Zeitreihenanalyse
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25,465
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24,827
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Koopman, Siem Jan
34
Camacho, Maximo
32
Castelnuovo, Efrem
29
Döpke, Jörg
27
Gupta, Rangan
27
Caggiano, Giovanni
26
Gil-Alaña, Luis A.
26
Buch, Claudia M.
25
Jaimovich, Nir
25
Weihs, Claus
22
Pierdzioch, Christian
21
Pérez-Quirós, Gabriel
21
Watson, Mark W.
20
Pesaran, M. Hashem
19
Caporale, Guglielmo Maria
18
Fernández-Villaverde, Jesús
18
Mumtaz, Haroon
18
Stock, James H.
18
Perri, Fabrizio
17
Canova, Fabio
16
Marcellino, Massimiliano
16
Mills, Terence C.
16
Wolters, Maik H.
16
Caballero, Ricardo J.
15
Chauvet, Marcelle
15
Crowley, Patrick M.
15
Christiano, Lawrence J.
14
Morley, James C.
14
Cesa-Bianchi, Ambrogio
13
Dew-Becker, Ian
13
Gómez-Loscos, Ana
13
Ohanian, Lee E.
13
Piger, Jeremy Max
13
Rebucci, Alessandro
13
Flaig, Gebhard
12
Giglio, Stefano
12
Guerrón-Quintana, Pablo A.
12
Hindrayanto, Irma
12
Nodari, Gabriela
12
Rebelo, Sérgio
12
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National Bureau of Economic Research
90
Federal Reserve Bank of St. Louis
5
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4
Econometrisch Instituut <Rotterdam>
3
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Christian-Albrechts-Universität zu Kiel
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Erasmus Research Institute of Management
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of New York
2
Institut für Weltwirtschaft
2
World Bank
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Boston College / Department of Economics
1
Brookings Institution
1
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
Convegno La Dinamica Complessa dell'Economia Italiana: Cicli e Trend <1996, Urbino>
1
Deutsches Institut für Wirtschaftsforschung
1
East Asia Seminar on Economics <20, 2008, Hongkong>
1
Federal Reserve Bank of Richmond
1
Federal Reserve Bank of San Francisco
1
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1
Hamburgisches Welt-Wirtschafts-Archiv
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1
Leibniz-Institut für Wirtschaftsforschung Halle
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1
Narodna Banka na Republika Makedonija
1
National Bureau of Economic Research and the Social Science Research Council Committee on Economic Stability
1
Rutgers University / Department of Economics
1
School of Economics and Finance, Queen Mary
1
Schweiz / Staatssekretariat für Wirtschaft
1
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
1
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NBER working paper series
88
Working paper / National Bureau of Economic Research, Inc.
84
NBER Working Paper
78
Discussion paper / Centre for Economic Policy Research
57
Economics letters
49
Economic modelling
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Macroeconomic dynamics
42
Working paper
42
CESifo working papers
40
Journal of economic dynamics & control
37
Journal of macroeconomics
37
Applied economics
36
Journal of monetary economics
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Applied economics letters
30
Discussion papers / CEPR
28
CAMA working paper series
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
26
Discussion paper / Tinbergen Institute
24
Finance and economics discussion series
24
International journal of forecasting
23
Journal of applied econometrics
20
IMF working papers
19
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18
Working paper series / European Central Bank
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European economic review : EER
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Journal of international money and finance
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Energy economics
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Finance research letters
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Journal of money, credit and banking : JMCB
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Documentos de trabajo / Banco de España
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Kiel working paper
15
The American economic review
15
International review of economics & finance : IREF
14
Review of economic dynamics
14
Bank of Finland research discussion papers
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FEDS Working Paper
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ECONIS (ZBW)
3,706
EconStor
7
RePEc
6
BASE
1
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1
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1
The effects of oil price shocks on stock market
volatility
: evidence from European data
Degiannakis, Stavros
;
Filis, George
;
Kizys, Renatas
- In:
The energy journal
35
(
2014
)
1
,
pp. 35-56
Persistent link: https://www.econbiz.de/10010246079
Saved in:
2
Regime-dependent effects of macroeconomic uncertainty on realized
volatility
in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
3
Risikomanagement mit Makroderivaten auf Basis zeitdiskreter stochastischer Prozesse
Schweimayer, Gerhard
-
2003
Persistent link: https://www.econbiz.de/10001766626
Saved in:
4
Learning about rare disasters: implications for consumptions and asset prices
Gillman, Max
;
Kejak, Michal
;
Pakos, Michal
-
2014
Persistent link: https://www.econbiz.de/10011623539
Saved in:
5
Hedging Macroeconomic and Financial Uncertainty and
Volatility
Dew-Becker, Ian
-
2019
We study the pricing of shocks to uncertainty and
volatility
using a novel and wide-ranging set of options contracts …, these implications dictate the role of
volatility
in macroeconomic models …
Persistent link: https://www.econbiz.de/10012897413
Saved in:
6
Hedging macroeconomic and financial uncertainty and
volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
7
Hedging Macroeconomic and Financial Uncertainty and
Volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2021
uncertainty. The results dictate the role of uncertainty and
volatility
in structural models and we show they are consistent with …
Persistent link: https://www.econbiz.de/10013224964
Saved in:
8
Hedging Macroeconomic and Financial Uncertainty and
Volatility
Dew-Becker, Ian
-
2019
uncertainty. The results dictate the role of uncertainty and
volatility
in structural models and we show they are consistent with …
Persistent link: https://www.econbiz.de/10012480268
Saved in:
9
Hedging macroeconomic and financial uncertainty and
volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
Saved in:
10
Hedging macroeconomic and financial uncertainty and
volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2020
Persistent link: https://www.econbiz.de/10012300973
Saved in:
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