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Volatility
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
56
Andersen, Torben
45
Koopman, Siem Jan
41
Lux, Thomas
40
Härdle, Wolfgang
39
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Caporale, Guglielmo Maria
31
Caporin, Massimiliano
31
Bekaert, Geert
30
Herwartz, Helmut
28
Pierdzioch, Christian
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Asai, Manabu
25
Fernández-Villaverde, Jesús
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Hautsch, Nikolaus
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Todorov, Viktor
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Hafner, Christian M.
24
Caballero, Ricardo J.
22
Clark, Todd E.
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Ghysels, Eric
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Lucas, André
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Meddahi, Nour
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Westerhoff, Frank H.
22
Yu, Jun
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Andersen, Torben G.
21
Christoffersen, Peter F.
21
Schlag, Christian
21
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20
Bauwens, Luc
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Chan, Joshua
20
Engle, Robert F.
20
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
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Mittnik, Stefan
19
Mumtaz, Haroon
19
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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World Bank
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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International Monetary Fund
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Brown University / Department of Economics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Centre for Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Federal Reserve Bank of New York
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Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
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Institut für Weltwirtschaft
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Institutet för Internationell Ekonomi <Stockholm>
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Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
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Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
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NBER working paper series
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NBER Working Paper
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Journal of econometrics
126
Journal of banking & finance
114
Finance research letters
113
Economic modelling
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Economics letters
84
Discussion paper / Centre for Economic Policy Research
82
Discussion paper / Tinbergen Institute
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Journal of empirical finance
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International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Energy economics
71
Journal of economic dynamics & control
71
Journal of financial economics
71
Working paper
70
Journal of international money and finance
69
International review of economics & finance : IREF
67
The European journal of finance
60
Applied economics
58
The review of financial studies
58
The North American journal of economics and finance : a journal of financial economics studies
56
Journal of forecasting
55
Econometric reviews
51
Applied economics letters
50
Computational economics
50
Quantitative finance
50
Research paper series / Swiss Finance Institute
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Applied mathematical finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of risk and financial management : JRFM
43
The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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IMF working papers
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Journal of monetary economics
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ECONIS (ZBW)
10,169
EconStor
9
ArchiDok
1
RePEc
1
Other ZBW resources
1
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10
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10,181
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date (oldest first)
1
Yield curve data choice and potential moral hazard : an empirical exercise on pricing callable bonds
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2124-2145
Persistent link: https://www.econbiz.de/10013184691
Saved in:
2
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 385-424
Persistent link: https://www.econbiz.de/10001620897
Saved in:
3
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001380657
Saved in:
4
New formulations of ambiguous volatility with an application to optimal dynamic contracting
Hansen, Peter G.
- In:
Journal of economic theory
199
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013193348
Saved in:
5
Volatile capital flows and financial integration : the role of moral hazard
Kikuchi, Tomoo
;
Stachurski, John
;
Vachadze, George
- In:
Journal of economic theory
176
(
2018
),
pp. 170-192
Persistent link: https://www.econbiz.de/10011980836
Saved in:
6
Credit policy, real exchange rate volatility and moral hazard
Wan, Simon Shui-Ming
- In:
International economics and economic policy : IEEP
14
(
2017
)
4
,
pp. 553-578
Persistent link: https://www.econbiz.de/10011878079
Saved in:
7
Three essays in international finance
Kim, Seung-nyeon
-
2002
Persistent link: https://www.econbiz.de/10003777009
Saved in:
8
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Chacho-Diaz, Julio
;
Laeven, Roger …
-
2010
Persistent link: https://www.econbiz.de/10003955100
Saved in:
9
Time-varying integration, interdependence and contagion
Baele, Lieven
;
Inghelbrecht, Koen
- In:
Journal of international money and finance
29
(
2010
)
5
,
pp. 791-818
Persistent link: https://www.econbiz.de/10003989915
Saved in:
10
Analysing financial contagion and asymmetric market dependence with volatility indices via copulas
Yue Peng
;
Wing Lon Ng
- In:
Annals of finance
8
(
2012
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10009510581
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