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111
Investors' and central bank's uncertainty embedded in index options
David, Alexander
;
Veronesi, Pietro
- In:
The review of financial studies
27
(
2014
)
6
,
pp. 1661-1716
Persistent link: https://www.econbiz.de/10010371395
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112
Fiscal news and macroeconomic
volatility
Born, Benjamin
;
Peter, Alexandra
;
Pfeifer, Johannes
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2582-2601
Persistent link: https://www.econbiz.de/10010348116
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113
A behavioral macroeconomic model of exchange rate fluctuations with complex market expectations formation
Flaschel, Peter
;
Hartmann, Florian
;
Malikane, Christopher
; …
- In:
Computational economics
45
(
2015
)
4
,
pp. 669-691
Persistent link: https://www.econbiz.de/10011440986
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114
External shocks, financial
volatility
and reserve requirements in an open economy
Agénor, Pierre-Richard
;
Alper, Koray
;
Silva, Luiz A. …
-
2015
Persistent link: https://www.econbiz.de/10011441258
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115
Input-output linkages and the propagation of domestic productivity shocks : assessing alternative theories with stochastic simulation
Roson, Roberto
;
Sartori, Martina
- In:
Economic systems research : journal of the …
28
(
2016
)
1
,
pp. 38-54
Persistent link: https://www.econbiz.de/10011525115
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116
Information and
volatility
Bergemann, Dirk
;
Heumann, Tibor
;
Morris, Stephen
- In:
Journal of economic theory
158
(
2015
),
pp. 427-465
Persistent link: https://www.econbiz.de/10011548854
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117
Volatility
in the small and the large : the lack of diversification in international trade
Kramarz, Francis
;
Martin, Julien
;
Méjean, Isabelle
-
2016
Persistent link: https://www.econbiz.de/10011550893
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118
The influence of structural changes in
volatility
on
shock
transmission and
volatility
spillover among Iranian gold and foreign exchange markets
Shahrazi, Mohammad Mahdi
;
Elmi, Zahra Mila
;
Abounoori, …
- In:
Iranian economic review : journal of University of Tehran
18
(
2014
)
2
,
pp. 73-86
Persistent link: https://www.econbiz.de/10011455410
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119
Pricing assets in an economy with two types of people
Farmer, Roger E. A.
-
2016
Persistent link: https://www.econbiz.de/10011485635
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120
Generalized dynamic factor models and volatilities : recovering the market
volatility
shocks
Barigozzi, Matteo
;
Hallin, Marc
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10011487491
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