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Estimation
Theorie
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91,472
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84,518
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Interest rate
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Caporale, Guglielmo Maria
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Wagner, Joachim
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196
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178
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158
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148
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137
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135
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127
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122
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121
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119
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118
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117
Egger, Peter
117
Herwartz, Helmut
117
Nunnenkamp, Peter
115
Blundell, Richard W.
113
Lechner, Michael
112
Berg, Gerard J. van den
110
Van Reenen, John
110
Dreger, Christian
109
Dreher, Axel
104
Chinn, Menzie David
103
Rycx, François
103
Fritsch, Michael
102
Chang, Tsangyao
101
Winter-Ebmer, Rudolf
101
Ours, Jan C. van
100
MacDonald, Ronald
97
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96
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96
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95
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Institut für Agrarentwicklung in Mittel- und Osteuropa
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Finance research letters
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of applied econometrics
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Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
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International review of financial analysis
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Labour economics : official journal of the European Association of Labour Economists
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The North American journal of economics and finance : a journal of financial economics studies
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The empirical economics letters : a monthly international journal of economics
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The review of economics and statistics
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Finance and economics discussion series
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IMF working papers
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ECONIS (ZBW)
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RePEc
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Other ZBW resources
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EconStor
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BASE
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ArchiDok
1
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1
Modeling persistent interest rates with
volatility
-induced stationarity
Hansen, Anne Lundgaard
-
2019
volatilityinduced stationarity. Our model employs a leveldependent conditional
volatility
that maintains stationarity despite the …
Persistent link: https://www.econbiz.de/10012111254
Saved in:
2
The excess sensitivity of long-term interest rates and central bank credibility
Park, Kwangyong
-
2020
Persistent link: https://www.econbiz.de/10012548641
Saved in:
3
Consumption and the interest rate : a changing dynamic?
Nordström, Martin
- In:
Applied economics
52
(
2020
)
51
,
pp. 5564-5578
Persistent link: https://www.econbiz.de/10012307780
Saved in:
4
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:
5
Volatility
in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
-
2017
Persistent link: https://www.econbiz.de/10011913026
Saved in:
6
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
Joslin, Scott
;
Le, Anh
;
Singleton, Kenneth J.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 604-622
Persistent link: https://www.econbiz.de/10010205374
Saved in:
7
Asymptotically distribution-free tests for the
volatility
function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
8
Interest rate
volatility
and risk management : evidence from CBOE Treasury options
Markellos, Raphaēl N.
;
Psychoyios, Dimitris
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 190-202
Persistent link: https://www.econbiz.de/10012034535
Saved in:
9
The impacts of interest rate and exchange rate volatilities on the demand for money in developing economies
Nyumuah, Felix S.
- In:
International journal of economics and finance
10
(
2018
)
3
,
pp. 56-69
Persistent link: https://www.econbiz.de/10011817986
Saved in:
10
Interest rate
volatility
and no-arbitrage affine term structure models
Joslin, Scott
;
Le, Anh
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
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