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Volatility
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McAleer, Michael
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109
Bollerslev, Tim
102
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73
Caporale, Guglielmo Maria
71
Pierdzioch, Christian
62
Andersen, Torben
58
Koopman, Siem Jan
56
Bekaert, Geert
50
Härdle, Wolfgang
50
Todorov, Viktor
48
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Lux, Thomas
46
Aizenman, Joshua
45
Hautsch, Nikolaus
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Herwartz, Helmut
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Asai, Manabu
39
Chiarella, Carl
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Mumtaz, Haroon
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Engle, Robert F.
37
Bahmani-Oskooee, Mohsen
35
Chang, Chia-Lin
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Bouri, Elie
34
Gil-Alaña, Luis A.
34
Wohar, Mark E.
34
Belke, Ansgar
33
Hafner, Christian M.
33
Ma, Feng
32
Ghysels, Eric
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Caballero, Ricardo J.
30
Fernández-Villaverde, Jesús
30
Rodriguez, Gabriel
30
Christoffersen, Peter F.
29
Andersen, Torben G.
28
Buch, Claudia M.
28
Chan, Joshua
28
Clements, Adam
27
Meddahi, Nour
27
Spagnolo, Nicola
27
Tauchen, George Eugene
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Centre for Analytical Finance <Århus>
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Institut für Weltwirtschaft
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Rodney L. White Center for Financial Research
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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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World Bank
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve System / Division of Research and Statistics
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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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Forschungsinstitut zur Zukunft der Arbeit
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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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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
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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
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
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NBER working paper series
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NBER Working Paper
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Finance research letters
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Energy economics
199
Journal of econometrics
195
Economic modelling
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Applied economics
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Journal of banking & finance
168
International review of economics & finance : IREF
156
International review of financial analysis
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Journal of empirical finance
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
128
Journal of international money and finance
124
Working paper
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Discussion paper / Tinbergen Institute
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Applied economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international financial markets, institutions & money
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Journal of financial economics
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Research in international business and finance
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The journal of futures markets
95
International journal of forecasting
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Applied financial economics
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Journal of economic dynamics & control
90
The European journal of finance
90
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
70
Quantitative finance
70
International journal of finance & economics : IJFE
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
63
The review of financial studies
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric reviews
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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EconStor
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ArchiDok
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1
Market-based monetary policy uncertainty
Bauer, Michael
;
Lakdawala, Aeimit
;
Mueller, Philippe
-
2019
Persistent link: https://www.econbiz.de/10012057473
Saved in:
2
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:
3
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:
4
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:
5
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:
6
The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis : the experiences of the Federal Reserve and the European Central Bank
Carpenter, Seth B.
;
Demiralp, Selva
;
Eisenschmidt, Jens
- In:
Journal of economic dynamics & control
43
(
2014
),
pp. 107-129
Persistent link: https://www.econbiz.de/10010470141
Saved in:
7
Transmission of volatility of money market overnight repo rate along the Yield Curve in Pakistan
Mahmood, Asif
-
2015
Persistent link: https://www.econbiz.de/10011419532
Saved in:
8
Four essays on Financial market institutions, capital allocation and economic uncertainty
Littke, Helge
-
2018
Persistent link: https://www.econbiz.de/10012018983
Saved in:
9
Realwirtschaftliche Folgen von Vermögenspreisschwankungen : eine Kointegrationsanalyse für die Bundesrepublik Deutschland
Nastansky, Andreas
-
2008
-
1. Auflage
Persistent link: https://www.econbiz.de/10003789486
Saved in:
10
Monetary shocks and asymmetric effects in an emerging stock market : the case of China
Guo, Feng
;
Hu, Jinyan
;
Jiang, Mingming
- In:
Economic modelling
32
(
2013
),
pp. 532-538
Persistent link: https://www.econbiz.de/10009762059
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