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The lags of monetary policy
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Volatility
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McAleer, Michael
125
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110
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102
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73
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67
Pierdzioch, Christian
61
Andersen, Torben
58
Koopman, Siem Jan
55
Bekaert, Geert
50
Härdle, Wolfgang
49
Todorov, Viktor
47
Lux, Thomas
46
Aizenman, Joshua
45
Caporin, Massimiliano
45
Hautsch, Nikolaus
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
Clark, Todd E.
26
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Weltwirtschaft
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Centre for Analytical Finance <Århus>
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Svenska Handelshögskolan <Helsinki>
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University of Canterbury / Dept. of Economics and Finance
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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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Instituto Valenciano de Investigaciones Económicas
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Federal Reserve Bank of San Francisco
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Kansantaloustieteen Laitos <Tampere>
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School of Accounting, Economics and Finance <Geelong>
3
School of Economics and Finance <Brisbane>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Australian National University / Faculty of Economics and Commerce
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for International Economic Studies
2
Centre for Quantitative Economics & Computing
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NBER working paper series
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228
NBER Working Paper
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Energy economics
204
Finance research letters
202
Journal of econometrics
195
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176
Applied economics
171
Journal of banking & finance
168
International review of financial analysis
163
International review of economics & finance : IREF
156
Journal of empirical finance
138
Economics letters
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129
Working paper
126
Journal of international money and finance
125
Discussion paper / Centre for Economic Policy Research
118
Discussion paper / Tinbergen Institute
113
Applied economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
Journal of international financial markets, institutions & money
104
The journal of futures markets
102
Applied financial economics
97
Journal of financial economics
97
International journal of forecasting
95
The European journal of finance
90
Journal of economic dynamics & control
89
Research in international business and finance
89
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
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Journal of forecasting
71
International journal of finance & economics : IJFE
70
Quantitative finance
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
The review of financial studies
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Research paper series / Swiss Finance Institute
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Econometric reviews
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ECONIS (ZBW)
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EconStor
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RePEc
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BASE
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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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