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United States
Volatility
41,137
Volatilität
40,868
Kapitaleinkommen
39,547
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39,447
Theorie
37,238
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36,575
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16,872
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14,794
USA
14,627
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14,576
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12,901
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12,799
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12,465
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12,333
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10,625
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World
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8,577
CAPM
8,528
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8,385
Risk
7,153
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7,115
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6,900
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6,755
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6,581
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Gupta, Rangan
85
Campbell, John Y.
61
McAleer, Michael
58
Caporale, Guglielmo Maria
55
Diebold, Francis X.
41
Bollerslev, Tim
39
Gil-Alaña, Luis A.
39
Ang, Andrew
37
Bekaert, Geert
37
Cebula, Richard J.
36
Fabozzi, Frank J.
36
Rudebusch, Glenn D.
36
Warnock, Francis E.
36
Bahmani-Oskooee, Mohsen
35
Guidolin, Massimo
34
Thornton, Daniel L.
34
Wright, Jonathan H.
34
Sack, Brian
32
Wohar, Mark E.
32
Miller, Stephen M.
31
Lettau, Martin
30
Nieuwerburgh, Stijn van
30
Timmermann, Allan
30
Bali, Turan G.
29
Lanne, Markku
29
Guo, Hui
28
Ludvigson, Sydney C.
28
Mishkin, Frederic S.
28
Andersen, Torben
27
Engle, Robert F.
27
Longstaff, Francis A.
27
Lustig, Hanno
26
Pierdzioch, Christian
26
Pástor, Ľuboš
26
Zhou, Hao
26
Curcuru, Stephanie E.
25
Fama, Eugene F.
25
Stulz, René M.
25
Titman, Sheridan
24
Weber, Enzo
24
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19
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12
Federal Reserve Bank of Cleveland
9
Federal Reserve Bank of New York
9
Federal Reserve Bank of San Francisco
9
Frank J. Fabozzi Associates <New Hope, Pa.>
7
USA / General Accounting Office
7
European University Institute / Department of Economics
6
The Wharton Financial Institutions Center
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Centre for Growth and Business Cycle Research <Manchester>
5
Association for Investment Management and Research
4
Centre for Analytical Finance <Århus>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Erasmus Research Institute of Management
4
Federal Reserve System / Board of Governors
4
International Monetary Fund (IMF)
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Massachusetts Institute of Technology / Department of Economics
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
Bank of Canada
3
Banque de France / Direction des Etudes Economiques et de la Recherche
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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
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3
Federal Reserve System / Division of Research and Statistics
3
Internationaler Währungsfonds / Research Department
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New York Stock Exchange
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Queen Mary College / Department of Economics
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3
University of Exeter / Department of Economics
3
World Bank
3
Birkbeck College / Department of Economics
2
Boston College / Department of Economics
2
Business Information Centre <Toronto>
2
Centre for Economic Policy Research
2
Columbia University / Department of Economics
2
Duff & Phelps Corp.
2
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Working paper / National Bureau of Economic Research, Inc.
647
The review of financial studies
398
The journal of finance : the journal of the American Finance Association
382
The journal of futures markets
209
Journal of banking & finance
203
Discussion paper / Centre for Economic Policy Research
200
Journal of financial and quantitative analysis : JFQA
199
Journal of financial economics
166
Finance and economics discussion series
153
Applied financial economics
149
Journal of money, credit and banking : JMCB
145
The journal of real estate finance and economics
145
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
123
The journal of fixed income
104
Journal of economics & business
101
Economics letters
96
Working paper
96
Applied economics
95
International review of financial analysis
93
Journal of international money and finance
92
NBER working paper series
92
International review of economics & finance : IREF
84
Journal of empirical finance
84
The review of economics and statistics
84
Review of quantitative finance and accounting
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Journal of monetary economics
75
The journal of business : B
74
Economic review
73
Finance research letters
73
Journal of economics and finance
73
The North American journal of economics and finance : a journal of financial economics studies
73
Quarterly journal of business and economics : QJBE
67
The American economic review
67
Real estate economics : journal of the American Real Estate and Urban Economics Association
66
The financial review : the official publication of the Eastern Finance Association
66
Energy economics
65
International finance discussion papers
64
Journal of international financial markets, institutions & money
60
Journal of macroeconomics
59
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Source
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ECONIS (ZBW)
14,169
RePEc
8
EconStor
3
ArchiDok
2
USB Cologne (EcoSocSci)
2
BASE
1
Showing
1
-
10
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14,185
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date (newest first)
date (oldest first)
1
The
volatility
of long-term
bond
returns : persistent interest shocks and time-varying risk premiums
Osterrieder, Daniela
;
Schotman, Peter C.
- In:
The review of economics and statistics
99
(
2017
)
5
,
pp. 884-895
Persistent link: https://www.econbiz.de/10011781305
Saved in:
2
Oil price uncertainty and movements in the US government
bond
risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
3
Common and idiosyncratic fluctuations of interest rates from various issuers : a dynamic factor approach
Kim, Hwagyun
-
2003
Persistent link: https://www.econbiz.de/10003628411
Saved in:
4
Examining US monetary spillover to Indonesian local currency government bonds in volatile periods
Nugraha, Muhammad Fajar
-
2023
This study analyzes the magnitude of the US monetary policy spillover on the Indonesian local currency government
bond
…
Persistent link: https://www.econbiz.de/10014289870
Saved in:
5
Time-varying threshold dynamics of US
bond
yield spreads and Dow index returns
Lee, Nicholas Rueilin
;
Lin, Yih-Bey
;
Chen, Ming-Jun
- In:
International journal of monetary economics and finance …
16
(
2023
)
6
,
pp. 505-521
Persistent link: https://www.econbiz.de/10015066090
Saved in:
6
Forecasting US
bond
returns : a practitioner's perspective
Mylnikov, George
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
3
,
pp. 124-136
Persistent link: https://www.econbiz.de/10010365489
Saved in:
7
Bond
risk premia
Cochrane, John H.
;
Piazzesi, Monika
- In:
The American economic review
95
(
2005
)
1
,
pp. 138-160
Persistent link: https://www.econbiz.de/10002878337
Saved in:
8
Bond
risk premia
Cochrane, John H.
;
Piazzesi, Monika
-
2002
Persistent link: https://www.econbiz.de/10001699430
Saved in:
9
Forecasting US
bond
returns
Ilmanen, Antti
- In:
The journal of fixed income
7
(
1997
)
1
,
pp. 22-37
Persistent link: https://www.econbiz.de/10001223525
Saved in:
10
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
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