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Option-implied volatility fact...
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USA
Schätzung
131,076
Estimation
124,952
Theorie
46,809
Theory
45,855
Volatility
40,960
Volatilität
40,692
United States
21,081
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8,927
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8,173
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8,170
Portfolio selection
8,094
EU-Staaten
8,005
Exchange rate
7,981
Zeitreihenanalyse
7,949
Wirkungsanalyse
7,848
Time series analysis
7,750
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7,630
EU countries
7,565
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7,420
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7,367
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Gupta, Rangan
121
Caporale, Guglielmo Maria
119
Gil-Alaña, Luis A.
84
Heckman, James J.
71
McAleer, Michael
63
Bahmani-Oskooee, Mohsen
53
Hamermesh, Daniel S.
52
Bollerslev, Tim
47
Campbell, John Y.
46
Diebold, Francis X.
44
Hautsch, Nikolaus
44
Karanassou, Marika
42
Koopman, Siem Jan
41
Pástor, Ľuboš
40
Wohar, Mark E.
39
Belke, Ansgar
38
Engle, Robert F.
38
Stulz, René M.
38
Bloom, Nicholas
37
Gil-Alana, Luis A.
37
Kilian, Lutz
37
Miller, Stephen M.
37
Timmermann, Allan
37
Balcilar, Mehmet
36
Basu, Susanto
36
Blundell, Richard W.
36
Glaeser, Edward L.
36
Ludvigson, Sydney C.
35
Pesaran, M. Hashem
35
Haltiwanger, John C.
34
Bekaert, Geert
33
Eickmeier, Sandra
33
Stambaugh, Robert F.
32
Andersen, Torben
31
Lanne, Markku
31
Neumark, David
31
Pierdzioch, Christian
31
Malley, James R.
30
Mazumder, Bhashkar
30
Marcellino, Massimiliano
29
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193
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65
Federal Reserve Bank of St. Louis
32
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19
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
15
Federal Reserve Bank of New York
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Federal Reserve Bank of Cleveland
14
Johns Hopkins University / Department of Economics
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University of Chicago / Center for Research in Security Prices
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Rodney L. White Center for Financial Research
11
Federal Reserve Bank of Chicago
9
Federal Reserve System / Division of Research and Statistics
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European University Institute / Department of Economics
8
Federal Reserve Bank of Richmond
8
Institut für Weltwirtschaft
8
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8
Massachusetts Institute of Technology / Department of Economics
8
USA / Bureau of Labor Statistics
8
University of Glasgow / Department of Economics
8
Boston College / Department of Economics
7
Rutgers University / Department of Economics
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
The Wharton Financial Institutions Center
7
Center for the Study of Industrial Organisation
6
Federal Reserve System / Board of Governors
6
Springer Fachmedien Wiesbaden
6
University of Hong Kong / School of Economics and Finance
6
Verlag Dr. Kovač
6
Center for Economic Research <Tilburg>
5
Centre for Analytical Finance <Århus>
5
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5
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5
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5
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5
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5
Stanford Institute for Economic Policy Research
5
Universität Mannheim
5
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4
Federal Reserve Bank of Boston
4
Institute for Fiscal Studies
4
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Working paper / National Bureau of Economic Research, Inc.
1,714
Discussion paper / Centre for Economic Policy Research
463
Discussion paper series / IZA
425
The journal of finance : the journal of the American Finance Association
301
The review of financial studies
295
Applied economics
283
The journal of futures markets
228
The review of economics and statistics
205
Finance and economics discussion series
199
IZA Discussion Papers
192
NBER working paper series
188
The American economic review
183
CESifo working papers
179
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159
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158
Applied economics letters
154
Applied financial economics
150
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142
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122
Journal of financial economics
121
Journal of money, credit and banking : JMCB
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Journal of applied econometrics
110
Journal of international money and finance
106
Economics letters
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NBER Working Paper
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Journal of political economy
101
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
99
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Journal of monetary economics
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CESifo Working Paper
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American economic journal : a journal of the American Economic Association
83
Economic modelling
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Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
79
International review of economics & finance : IREF
77
Staff reports / Federal Reserve Bank of New York
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74
The journal of real estate finance and economics
71
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ECONIS (ZBW)
21,112
EconStor
903
RePEc
7
USB Cologne (EcoSocSci)
7
OLC EcoSci
4
USB Cologne (business full texts)
1
ArchiDok
1
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date (oldest first)
1
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
-
1997
Persistent link: https://www.econbiz.de/10000637523
Saved in:
2
Local substitution and habit persistence : matching the moments of the equity premium and the risk-free rate
Allais, Olivier
- In:
Review of economic dynamics
7
(
2004
)
2
,
pp. 265-296
Persistent link: https://www.econbiz.de/10002026679
Saved in:
3
Essays in financial economics
Zheng, Yijuan
-
1996
Persistent link: https://www.econbiz.de/10000970243
Saved in:
4
Exchange rate risk pricing by US equity for US industrial portfolios
Raihan, Mahfuz
- In:
International journal of economics and finance
5
(
2013
)
11
,
pp. 13-21
Persistent link: https://www.econbiz.de/10010213399
Saved in:
5
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
6
A new government bond
volatility
index predictor for the U.S. equity premium
Pan, Zheyao
;
Kam Fong Chan
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 200-215
Persistent link: https://www.econbiz.de/10012033788
Saved in:
7
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Saved in:
8
Predicting the VIX and the
volatility
risk premium : what's credit and commodity
volatility
risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena
;
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010440191
Saved in:
9
Can market risk explain the systemic risk? : evidence from the US banking industry
Tzouvanas, Panagiotis
- In:
Journal of economic studies
51
(
2024
)
1
,
pp. 165-184
Persistent link: https://www.econbiz.de/10014466448
Saved in:
10
Modelling
volatility
during the current financial crisis : an empirical analysis of the US and the UK stock markets
Tampakoudis, Ioannis A.
;
Subeniotis, Demetres N.
; …
- In:
International journal of trade and global markets
5
(
2012
)
3/4
,
pp. 171-194
Persistent link: https://www.econbiz.de/10009722142
Saved in:
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