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~subject:"Volatility"
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Volatility
Theorie
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USA
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15,078
United Kingdom
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Zeitreihenanalyse
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McAleer, Michael
104
Bollerslev, Tim
92
Gupta, Rangan
87
Diebold, Francis X.
69
Andersen, Torben
59
Koopman, Siem Jan
45
Härdle, Wolfgang
42
Caporale, Guglielmo Maria
41
Chiarella, Carl
41
Lux, Thomas
41
Pierdzioch, Christian
39
Bahmani-Oskooee, Mohsen
37
Bekaert, Geert
37
Caporin, Massimiliano
36
Aizenman, Joshua
35
Asai, Manabu
35
Chang, Chia-Lin
34
Fernández-Villaverde, Jesús
32
Herwartz, Helmut
32
Engle, Robert F.
31
Ghysels, Eric
31
Hautsch, Nikolaus
31
Bauwens, Luc
28
Hafner, Christian M.
28
Hammoudeh, Shawkat
28
Todorov, Viktor
28
Bouri, Elie
27
Clark, Todd E.
27
Aït-Sahalia, Yacine
26
Gallo, Giampiero M.
26
Mumtaz, Haroon
26
Bali, Turan G.
25
Christoffersen, Peter F.
25
Campbell, John Y.
24
Dijk, Dick van
24
Gil-Alaña, Luis A.
24
Andersen, Torben G.
23
Clements, Adam
23
Lucas, André
23
Yu, Jun
23
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National Bureau of Economic Research
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13
Federal Reserve Bank of St. Louis
11
Centre for Analytical Finance <Århus>
10
European University Institute / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Ekonomiska forskningsinstitutet <Stockholm>
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Internationaler Währungsfonds / Research Department
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Federal Reserve Bank of New York
7
Rodney L. White Center for Financial Research
7
Svenska Handelshögskolan <Helsinki>
7
Centre for Growth and Business Cycle Research <Manchester>
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
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International Monetary Fund
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University of Canterbury / Dept. of Economics and Finance
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of San Francisco
4
Federal Reserve System / Division of Research and Statistics
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School of Accounting, Economics and Finance <Geelong>
4
The Wharton Financial Institutions Center
4
Brown University / Department of Economics
3
Center for Economic Research <Tilburg>
3
Federal Reserve Bank of Cleveland
3
Federal Reserve System / Board of Governors
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Weltwirtschaft
3
Massachusetts Institute of Technology / Department of Economics
3
New York Stock Exchange
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Business Information Centre <Toronto>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Christian-Albrechts-Universität zu Kiel
2
Columbia University / Department of Economics
2
Danmarks Nationalbank
2
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Working paper / National Bureau of Economic Research, Inc.
298
NBER working paper series
199
The journal of futures markets
193
Journal of banking & finance
179
NBER Working Paper
168
Finance research letters
154
Journal of econometrics
151
Energy economics
147
Discussion paper / Centre for Economic Policy Research
130
Journal of empirical finance
122
Economics letters
117
Economic modelling
116
International journal of theoretical and applied finance
114
International review of economics & finance : IREF
114
International review of financial analysis
112
Journal of financial economics
112
The review of financial studies
112
Working paper
112
Applied economics
102
The North American journal of economics and finance : a journal of financial economics studies
102
Discussion paper / Tinbergen Institute
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Journal of international money and finance
92
The journal of finance : the journal of the American Finance Association
90
Applied financial economics
87
International journal of forecasting
85
Journal of economic dynamics & control
81
The European journal of finance
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Applied economics letters
78
Quantitative finance
73
Journal of international financial markets, institutions & money
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
Research paper series / Swiss Finance Institute
66
Research in international business and finance
64
Journal of financial and quantitative analysis : JFQA
63
Applied mathematical finance
60
Econometric reviews
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Finance and economics discussion series
59
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ECONIS (ZBW)
14,695
EconStor
16
ArchiDok
1
RePEc
1
Other ZBW resources
1
Showing
1
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10
of
14,714
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date (newest first)
date (oldest first)
1
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:
2
Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
Saved in:
3
An Investigation of the nonlinear and asymmetric spillover effects of U.S. economic policy uncertainty on
bond
return vlatility of emerging markets
Xue, Wenjun
;
Wang, Feifei
- In:
Emerging markets, finance & trade : a journal of the …
59
(
2023
)
11
,
pp. 3487-3515
Persistent link: https://www.econbiz.de/10014384427
Saved in:
4
US municipal green bonds and financial integration
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2023
green
bond
returns and volatilities. On the whole, the evidence suggests weaker linkages, and thus a lower degree of …
Persistent link: https://www.econbiz.de/10014234020
Saved in:
5
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:
6
US municipal green bonds and financial integration
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Handbook of financial integration
,
(pp. 192-205)
.
2024
Persistent link: https://www.econbiz.de/10015076126
Saved in:
7
Guida alle obbligazioni e ai titoli di Stato
Mezza, Edoardo
-
1996
Persistent link: https://www.econbiz.de/10000961698
Saved in:
8
A comment on
Bond
risk,
bond
return volatility, and the term structure of interest rates
Heinen, Andréas
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 118-120
Persistent link: https://www.econbiz.de/10009582031
Saved in:
9
Bond
risk,
bond
return volatility, and the term structure of interest rates
Viceira, Luis M.
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10009582041
Saved in:
10
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
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