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isPartOf:"Journal of econometrics"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Risiko"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Volatility"
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Risiko
Volatilität
494
Volatility
493
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192
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144
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109
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109
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Bloom, Nicholas
4
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Baker, Scott
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Bartram, Söhnke M.
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Dew-Becker, Ian
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1
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1
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1
Bodie, Zvi
1
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1
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1
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1
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1
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1
The collateral link between volatility and risk sharing
Infante, Sebastian
;
Ordoñez, Guillermo
-
2020
Persistent link: https://www.econbiz.de/10012415046
Saved in:
2
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
Saved in:
3
Why has idiosyncratic risk been historically low in recent years?
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Stulz, René M.
-
2018
Persistent link: https://www.econbiz.de/10011800005
Saved in:
4
Uncertainty shocks as second-moment news shocks
Berger, David
;
Dew-Becker, Ian
;
Giglio, Stefano
-
2017
Persistent link: https://www.econbiz.de/10011741329
Saved in:
5
Short and long run uncertainty
Barrero, Jose Maria
;
Bloom, Nicholas
;
Wright, Ian
-
2017
Persistent link: https://www.econbiz.de/10011731449
Saved in:
6
Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Stulz, René M.
-
2016
Persistent link: https://www.econbiz.de/10011528647
Saved in:
7
The common origin of uncertainty shocks
Kozeniauskas, Nicholas
;
Orlik, Anna
;
Veldkamp, Laura
-
2016
Persistent link: https://www.econbiz.de/10011518179
Saved in:
8
Modelling volatility spillovers for bio-ethanol, sugarcane and corn
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448000
Saved in:
9
Measuring economic policy uncertainty
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
-
2015
Persistent link: https://www.econbiz.de/10011415992
Saved in:
10
The supply and demand of S&P 500 put options
Kōnstantinidēs, Giōrgos
;
Lian, Lei
-
2015
Persistent link: https://www.econbiz.de/10011281630
Saved in:
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