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~subject:"Volatility"
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Volatility
USA
330,388
United States
291,798
Theorie
49,534
Theory
48,848
Schätzung
19,828
Estimation
18,975
Zinsstruktur
14,777
Yield curve
14,559
Deutschland
12,995
Großbritannien
11,945
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11,262
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10,868
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10,804
Geldpolitik
10,692
Monetary policy
10,318
United Kingdom
10,310
Japan
10,291
Hedging
10,252
Welt
9,064
Hypothek
8,992
Mortgage
8,915
World
8,831
Vereinigte Staaten
8,663
Börsenkurs
7,939
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7,793
Vergleich
7,557
Kanada
7,399
Wirkungsanalyse
7,345
Comparison
7,183
Impact assessment
7,149
Canada
6,884
Kapitaleinkommen
6,882
Capital income
6,848
Finanzkrise
6,803
Financial crisis
6,690
Konjunktur
6,629
Business cycle
6,322
Volatilität
6,153
Portfolio-Management
5,950
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1,723
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1,307
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3,692
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2,316
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1
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McAleer, Michael
67
Gupta, Rangan
58
Hammoudeh, Shawkat
36
Bahmani-Oskooee, Mohsen
33
Caporale, Guglielmo Maria
31
Bollerslev, Tim
28
Chang, Chia-Lin
25
Andersen, Torben
24
Chiarella, Carl
23
Bouri, Elie
22
Kang, Sang Hoon
22
Mensi, Walid
22
Bali, Turan G.
21
Engle, Robert F.
19
Moffitt, Robert A.
18
Pierdzioch, Christian
18
Spagnolo, Nicola
18
Davis, Steven J.
17
Hautsch, Nikolaus
17
Wohar, Mark E.
16
Castelnuovo, Efrem
15
Diebold, Francis X.
15
Fernández-Villaverde, Jesús
15
Asai, Manabu
14
Bekaert, Geert
14
Giglio, Stefano
14
Hamori, Shigeyuki
14
Hegerty, Scott W.
14
Kočenda, Evžen
14
Malik, Farooq
14
Schwartz, Eduardo S.
14
Zhang, Jin E.
14
Zhou, Hao
14
Bartram, Söhnke M.
13
Benzoni, Luca
13
Campbell, John Y.
13
Härdle, Wolfgang
13
Kelly, Bryan T.
13
Salisu, Afees A.
13
Stulz, René M.
13
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National Bureau of Economic Research
45
Federal Reserve Bank of St. Louis
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
7
Federal Reserve Bank of New York
5
University of Canterbury / Dept. of Economics and Finance
5
Centre for Analytical Finance <Århus>
4
Centre for Growth and Business Cycle Research <Manchester>
4
European University Institute / Department of Economics
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Federal Reserve Bank of Cleveland
3
Federal Reserve System / Division of Research and Statistics
3
Massachusetts Institute of Technology / Department of Economics
3
New York Stock Exchange
3
Rodney L. White Center for Financial Research
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Birkbeck College / Department of Economics
2
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Financial Options Research Centre
2
Instituto Valenciano de Investigaciones Económicas
2
Internationaler Währungsfonds / Research Department
2
School of Accounting, Economics and Finance <Geelong>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
USA / General Accounting Office
2
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
Chambre de commerce et d'industrie de Paris
1
Columbia University / Center on Global Energy Policy
1
Columbia University / Department of Economics
1
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1
Deutsches Institut für Wirtschaftsforschung
1
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1
Ekonomiska forskningsinstitutet <Stockholm>
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
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Working paper / National Bureau of Economic Research, Inc.
187
The journal of futures markets
165
Journal of banking & finance
94
Energy economics
89
The review of financial studies
88
Discussion paper / Centre for Economic Policy Research
70
The North American journal of economics and finance : a journal of financial economics studies
69
Finance research letters
64
The journal of finance : the journal of the American Finance Association
62
International review of financial analysis
60
Journal of empirical finance
55
Journal of financial economics
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Applied financial economics
54
Journal of financial and quantitative analysis : JFQA
54
International review of economics & finance : IREF
51
Economic modelling
49
Working paper
48
NBER working paper series
45
International journal of theoretical and applied finance
44
Applied economics
43
Journal of international financial markets, institutions & money
43
Research in international business and finance
41
Economics letters
39
Finance and economics discussion series
39
Journal of international money and finance
39
Journal of econometrics
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Discussion paper / Tinbergen Institute
30
Journal of money, credit and banking : JMCB
30
NBER Working Paper
30
The journal of real estate finance and economics
30
The review of economics and statistics
30
Global finance journal
29
Research paper series / Swiss Finance Institute
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Applied economics letters
27
Econometric Institute research papers
27
Staff reports / Federal Reserve Bank of New York
27
Mathematical finance : an international journal of mathematics, statistics and financial theory
26
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ECONIS (ZBW)
5,989
RePEc
9
EconStor
8
Other ZBW resources
2
BASE
1
Showing
1
-
10
of
6,009
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does
mortgage
hedging
amplify movements in long-term interest rates?
Perli, Roberto
;
Sack, Brian
-
2003
Persistent link: https://www.econbiz.de/10001793014
Saved in:
2
Does
mortgage
hedging
amplify movements in long-term interest rates?
Perli, Roberto
;
Sack, Brian
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 7-17
Persistent link: https://www.econbiz.de/10001968317
Saved in:
3
Mortgage
risk and the yield curve
Malkhozov, Aytek
;
Mueller, Philippe
;
Vedolin, Andrea
; …
- In:
The review of financial studies
29
(
2016
)
5
,
pp. 1220-1253
Persistent link: https://www.econbiz.de/10011530026
Saved in:
4
Mortgage
Risk and the Yield Curve
Malkhozov, Aytek
-
2016
We study feedback from the risk of outstanding
mortgage
-backed securities (MBS) on the level and volatility of interest …
Persistent link: https://www.econbiz.de/10013007607
Saved in:
5
Mortgage
Risk and the Yield Curve
Malkhozov, Aytek
-
2015
We study the feedback from the risk of outstanding
mortgage
-backed securities (MBS) on the level and volatility of …
Persistent link: https://www.econbiz.de/10013010252
Saved in:
6
An empirical analysis of factors driving the swap spread
Asgharian, Hossein
;
Karlsson, Sonnie
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 41-56
Persistent link: https://www.econbiz.de/10003777616
Saved in:
7
The causal effect of
mortgage
refinancing on interest rate volatility : empirical evidence and theoretical implications
Duarte, Jefferson
- In:
The review of financial studies
21
(
2008
)
4
,
pp. 1689-1731
Persistent link: https://www.econbiz.de/10003765319
Saved in:
8
Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
Saved in:
9
Modeling the time-varying volatility of the paperbill spread
Malik, Farooq
;
Ewing, Bradley T.
;
Brown-Kruse, Jamie Lynette
- In:
Journal of economics & business
61
(
2009
)
5
,
pp. 404-414
Persistent link: https://www.econbiz.de/10003882043
Saved in:
10
Short rate dynamics and regime shifts
Li, Haitao
;
Xu, Yuewu
- In:
International review of finance
9
(
2009
)
3
,
pp. 211-241
Persistent link: https://www.econbiz.de/10003893641
Saved in:
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