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Determinants of collateral
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Volatility
Spanien
39,608
Zeitreihenanalyse
29,568
Spain
29,142
Time series analysis
28,483
Theorie
14,931
Theory
14,564
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6,795
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3,363
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2,331
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2,227
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2,075
Börsenkurs
2,070
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2,008
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1,861
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1,860
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1,854
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1,823
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McAleer, Michael
53
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44
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40
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36
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34
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30
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30
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29
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24
Lucas, André
23
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20
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20
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19
Dijk, Dick van
18
Sibbertsen, Philipp
18
Asai, Manabu
17
Chang, Chia-Lin
17
Hafner, Christian M.
17
Rodriguez, Gabriel
17
Hallin, Marc
16
Kim, Donggyu
16
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15
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15
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15
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15
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14
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13
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13
Sucarrat, Genaro
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13
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12
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12
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12
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12
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12
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Growth and Business Cycle Research <Manchester>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Instituto Valenciano de Investigaciones Económicas
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Centre for Analytical Finance <Århus>
3
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3
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2
Cowles Foundation for Research in Economics, Yale University
2
Econometrisch Instituut <Rotterdam>
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Banque de France
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
EconWPA
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International Monetary Fund (IMF)
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International Workshop on Statistics and Finance <1999, Hongkong>
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Internationaler Währungsfonds / Asia and Pacific Department
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Rodney L. White Center for Financial Research
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1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
The Wharton Financial Institutions Center
1
University of California, San Diego / Department of Economics
1
University of Strathclyde / Department of Economics
1
University of Toronto / Department of Economics
1
Université Paris-Dauphine (Paris IX)
1
Westfälische Wilhelms-Universität Münster
1
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Journal of econometrics
100
Discussion paper / Tinbergen Institute
76
Energy economics
70
International journal of forecasting
60
Economic modelling
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
49
Finance research letters
44
Economics letters
37
Applied economics
35
Journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Econometric reviews
33
The North American journal of economics and finance : a journal of financial economics studies
31
International review of economics & finance : IREF
29
International review of financial analysis
29
Journal of banking & finance
28
Journal of financial econometrics
27
Quantitative finance
26
Working paper
26
CREATES research paper
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk and financial management : JRFM
23
Computational economics
22
Research in international business and finance
22
Applied financial economics
18
Journal of economic dynamics & control
18
SFB 649 discussion paper
18
Applied economics letters
16
CAMA working paper series
16
CESifo working papers
15
Econometrics : open access journal
15
The European journal of finance
15
Economics working paper
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of international financial markets, institutions & money
14
Journal of financial economics
13
NBER working paper series
13
The econometrics journal
13
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
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ECONIS (ZBW)
3,281
RePEc
9
EconStor
5
Showing
1
-
10
of
3,295
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date (oldest first)
1
A GARCH approach to model short-term interest rates : evidence from Spanish economy
Sánchez García, Javier
;
Cruz Rambaud, Salvador
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1621-1632
Persistent link: https://www.econbiz.de/10013184367
Saved in:
2
An application of Padé approximation to volatility modeling
Gil Fari~na, María Candelaria
;
Lorenzo Alegría, Rosa …
- In:
International advances in economic research : IAER ; an …
5
(
1999
)
4
,
pp. 446-465
Persistent link: https://www.econbiz.de/10001490640
Saved in:
3
Asymmetric long memory volatility in the PIIGS economies
Kumar, Dilip
;
Maheswaran, S.
- In:
Review of accounting & finance
12
(
2013
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10010126725
Saved in:
4
Explaining the statistical features of the Spanish stock market from the bottom-up
Pascual, José A.
;
Pajares Gutiérrez, Javier
; …
- In:
Advances in artificial economics : the economy as a …
,
(pp. 283-294)
.
2006
Persistent link: https://www.econbiz.de/10003481691
Saved in:
5
Testing explosive bubbles with time-varying volatility : the case of Spanish public debt
Esteve García, Vicente
;
Prats Albentosa, María Asuncíon
- In:
Finance research letters
51
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014304848
Saved in:
6
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
7
Derivative pricing with collateralization and FX market dislocations
Moreni, Nicola
;
Pallavicini, Andrea
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734332
Saved in:
8
Asset price fluctuations in a overlapping generations economy : do
collateral
constraints matter?
Ortalo-Magné, François
-
1996
Persistent link: https://www.econbiz.de/10000932146
Saved in:
9
Collateral
smile
Leippold, Markus
;
Su, Lujing
- In:
Journal of banking & finance
58
(
2015
),
pp. 15-28
Persistent link: https://www.econbiz.de/10011543849
Saved in:
10
Deepening contractions and
collateral
constraints
Jensen, Henrik
;
Ravn, Søren Hove
;
Santoro, Emiliano
-
2016
Persistent link: https://www.econbiz.de/10011482280
Saved in:
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