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Volatility
USA
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Börsenkurs
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Gupta, Rangan
138
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96
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92
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62
Spagnolo, Nicola
57
Bouri, Elie
47
Andersen, Torben
43
Pierdzioch, Christian
42
Ma, Feng
41
Hautsch, Nikolaus
40
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37
Bloom, Nicholas
36
Bahmani-Oskooee, Mohsen
35
Bekaert, Geert
33
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33
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32
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31
Ryu, Doojin
31
Bali, Turan G.
30
Chang, Chia-Lin
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Gil-Alaña, Luis A.
30
Kočenda, Evžen
27
Salisu, Afees A.
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Balcilar, Mehmet
26
Corbet, Shaen
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Todorov, Viktor
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25
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25
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24
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24
Demirer, Rıza
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Lettau, Martin
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Molnár, Peter
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23
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23
Härdle, Wolfgang
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Federal Reserve Bank of New York
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Centre for Analytical Finance <Århus>
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European University Institute / Department of Economics
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University of Canterbury / Dept. of Economics and Finance
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Centre for Growth and Business Cycle Research <Manchester>
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Institut für Weltwirtschaft
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Center for Economic Research <Tilburg>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of Cleveland
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Federal Reserve System / Division of Research and Statistics
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Internationaler Währungsfonds / Research Department
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Kansantaloustieteen Laitos <Tampere>
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New York Stock Exchange
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Rodney L. White Center for Financial Research
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Svenska Handelshögskolan <Helsinki>
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Brown University / Department of Economics
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Australian National University / Faculty of Economics and Commerce
1
Boston College / Department of Economics
1
Brussels European and Global Economic Laboratory
1
Business Information Centre <Toronto>
1
Center for International Development <Cambridge, Mass.>
1
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Finance research letters
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Working paper / National Bureau of Economic Research, Inc.
241
The journal of futures markets
185
Energy economics
176
International review of financial analysis
173
Journal of banking & finance
161
NBER working paper series
148
The North American journal of economics and finance : a journal of financial economics studies
146
International review of economics & finance : IREF
143
Applied economics
134
Economic modelling
119
Research in international business and finance
116
Journal of empirical finance
115
Journal of financial economics
107
Applied economics letters
106
Journal of international financial markets, institutions & money
106
NBER Working Paper
104
Applied financial economics
103
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
94
The review of financial studies
94
Journal of econometrics
93
Discussion paper / Centre for Economic Policy Research
91
Working paper
87
Pacific-Basin finance journal
85
Journal of risk and financial management : JRFM
82
The journal of finance : the journal of the American Finance Association
81
Economics letters
74
International Journal of Energy Economics and Policy : IJEEP
65
Journal of financial and quantitative analysis : JFQA
63
Journal of international money and finance
63
CESifo working papers
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The European journal of finance
57
Global finance journal
56
Journal of financial markets
53
Research paper series / Swiss Finance Institute
50
Discussion paper / Tinbergen Institute
49
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
49
Finance India : the quarterly journal of Indian Institute of Finance
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
12,846
EconStor
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RePEc
2
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1
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date (oldest first)
1
Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte
-
1999
Persistent link: https://www.econbiz.de/10001456528
Saved in:
2
Macroeconomic announcement effects on the covariance structure of government bond returns
Christiansen, Charlotte
- In:
Journal of empirical finance
7
(
2000
)
5
,
pp. 479-507
Persistent link: https://www.econbiz.de/10001545283
Saved in:
3
Macroeconomic news and bond market volatility
Jones, Charles M.
- In:
Journal of financial economics
47
(
1998
)
3
,
pp. 315-337
Persistent link: https://www.econbiz.de/10001234960
Saved in:
4
Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte
-
1999
Persistent link: https://www.econbiz.de/10001411173
Saved in:
5
Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond
Banerjee, Ameet Kumar
;
Pradhan, H. K.
- In:
Finance research letters
45
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014575498
Saved in:
6
The low frequency effect of macroeconomic news on Colombian government bond yields
Rincón-Torres, Andrey Duván
;
Hortúa-Pulido, Luisa …
-
2023
Persistent link: https://www.econbiz.de/10014488497
Saved in:
7
What ties return volatilities to price valuations and fundamentals?
David, Alexander
;
Veronesi, Pietro
- In:
Journal of political economy
121
(
2013
)
4
,
pp. 682-746
Persistent link: https://www.econbiz.de/10010246905
Saved in:
8
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim
;
Cai, Jun
;
Song, Frank M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
Saved in:
9
Intraday periodicity, long memory volatility, and macro announcements in the US Treasury bond market
Cai, Jun
;
Bollerslev, Tim
;
Song, Frank M.
-
1999
Persistent link: https://www.econbiz.de/10001432959
Saved in:
10
Essays on interest-rate volatility and the pricing of interest-rate derivative assets
Hanweck, Gerald Alfred
-
1994
Persistent link: https://www.econbiz.de/10000916134
Saved in:
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