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The lags of monetary policy
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Volatility
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McAleer, Michael
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102
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73
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67
Pierdzioch, Christian
61
Andersen, Torben
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Koopman, Siem Jan
55
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50
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49
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47
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46
Aizenman, Joshua
45
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45
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43
Herwartz, Helmut
42
Asai, Manabu
39
Chiarella, Carl
39
Mumtaz, Haroon
38
Bahmani-Oskooee, Mohsen
37
Engle, Robert F.
37
Chang, Chia-Lin
35
Bouri, Elie
34
Gil-Alaña, Luis A.
34
Wohar, Mark E.
34
Belke, Ansgar
33
Hafner, Christian M.
33
Ma, Feng
32
Ghysels, Eric
31
Caballero, Ricardo J.
30
Fernández-Villaverde, Jesús
30
Rodriguez, Gabriel
30
Christoffersen, Peter F.
29
Clements, Adam
29
Andersen, Torben G.
28
Buch, Claudia M.
28
Chan, Joshua
27
Meddahi, Nour
27
Tauchen, George Eugene
27
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26
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Ekonomiska forskningsinstitutet <Stockholm>
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Rodney L. White Center for Financial Research
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Svenska Handelshögskolan <Helsinki>
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Birkbeck College / Department of Economics
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Centre for Growth and Business Cycle Research <Manchester>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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World Bank
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Gottfried Wilhelm Leibniz Universität Hannover
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Kansantaloustieteen Laitos <Tampere>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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Australian National University / Faculty of Economics and Commerce
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Center for Economic Research <Tilburg>
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2
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2
Centre for Quantitative Economics & Computing
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NBER working paper series
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228
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Energy economics
204
Finance research letters
202
Journal of econometrics
195
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171
Journal of banking & finance
168
International review of financial analysis
163
International review of economics & finance : IREF
156
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Economics letters
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129
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Journal of international money and finance
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Tinbergen Institute
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Applied economics letters
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Journal of international financial markets, institutions & money
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The journal of futures markets
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Applied financial economics
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Journal of financial economics
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International journal of forecasting
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The European journal of finance
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Journal of economic dynamics & control
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Research in international business and finance
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International journal of theoretical and applied finance
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CESifo working papers
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of forecasting
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International journal of finance & economics : IJFE
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Quantitative finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
The review of financial studies
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ECONIS (ZBW)
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EconStor
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RePEc
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BASE
2
ArchiDok
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1
Monetary Volatility and Real Output Volatility : An Empirical Model of the Financial Transmission Mechanism in
Australia
Kearney, Colm
-
2011
, and
estimation
by GLS on monthly Australian data from 1972(1)-1994(1) using the general-to-specific
estimation
strategy …
Persistent link: https://www.econbiz.de/10013131850
Saved in:
2
Market-based monetary policy uncertainty
Bauer, Michael
;
Lakdawala, Aeimit
;
Mueller, Philippe
-
2019
Persistent link: https://www.econbiz.de/10012057473
Saved in:
3
Monetary volatility and real output volatility : an empirical model of the financial transmission mechanism in
Australia
Kearney, Colm
- In:
International review of financial analysis
6
(
1997
)
2
,
pp. 77-95
Persistent link: https://www.econbiz.de/10001246655
Saved in:
4
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:
5
The effect of investors' confidence on monetary policy transmission mechanism : a Multivariate GARCH approach
Guerello, Chiara
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 248-266
Persistent link: https://www.econbiz.de/10011672962
Saved in:
6
Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility : novel evidence for the US economy
Yao, Wei
;
Alexiou, Constantinos
- In:
International review of financial analysis
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013366201
Saved in:
7
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
8
Augmented half-life
estimation
based on high-frequency data
Huang, Mao-Lung
;
Liao, Shu-Yi
;
Lin, Kuo-Chin
- In:
Journal of forecasting
34
(
2015
)
7
,
pp. 523-532
Persistent link: https://www.econbiz.de/10011390442
Saved in:
9
Testing the lag structure of assets' realized volatility dynamics
Audrino, Francesco
;
Camponovo, Lorenzo
;
Roth, Constantin
-
2015
Persistent link: https://www.econbiz.de/10011289179
Saved in:
10
Time-varying autoregressive distributed lag model with changing volatility for stress test
Zhou, Leilei
;
Zhu, Wei
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
2
,
pp. 195-208
Persistent link: https://www.econbiz.de/10012613982
Saved in:
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