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isPartOf:"Journal of econometrics"
~isPartOf:"The European journal of finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Aktienmarkt"
~subject:"CAPM"
~subject:"Konjunktur"
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Search: subject_exact:"Volatility"
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Aktienmarkt
CAPM
Konjunktur
Volatilität
945
Volatility
944
Theorie
345
Theory
345
Börsenkurs
229
Estimation
229
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229
Share price
229
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209
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209
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181
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181
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132
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132
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128
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119
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114
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114
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94
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94
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51
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Aït-Sahalia, Yacine
7
Bekaert, Geert
5
Bollerslev, Tim
4
Jaimovich, Nir
4
Schwert, George William
4
Tauchen, George Eugene
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Bansal, Ravi
3
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3
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3
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3
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3
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3
Giglio, Stefano
3
Guerrón-Quintana, Pablo A.
3
Harvey, Campbell R.
3
Perri, Fabrizio
3
Ramey, Valerie A.
3
Razin, Asaf
3
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Todorov, Viktor
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Hall, Robert Ernest
2
Hansen, Gary D.
2
King, Mervyn
2
Lettau, Martin
2
Ludvigson, Sydney C.
2
Mancini, Loriano
2
Moussawi, Rabih
2
Mykland, Per A.
2
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2
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Journal of econometrics
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
Finance research letters
189
International review of financial analysis
138
NBER working paper series
129
International review of economics & finance : IREF
118
Energy economics
115
The North American journal of economics and finance : a journal of financial economics studies
115
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109
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103
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102
Research in international business and finance
96
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85
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80
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71
Pacific-Basin finance journal
71
Applied economics letters
69
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68
Discussion paper / Centre for Economic Policy Research
68
Journal of financial economics
66
Journal of risk and financial management : JRFM
65
Economics letters
64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
60
Journal of economic dynamics & control
48
International journal of finance & economics : IJFE
47
Working paper
47
Global finance journal
46
CESifo working papers
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43
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Finance India : the quarterly journal of Indian Institute of Finance
37
International Journal of Energy Economics and Policy : IJEEP
37
Emerging markets, finance and trade : EMFT
36
Emerging markets review
33
Cogent economics & finance
32
Finance and economics discussion series
32
Macroeconomic dynamics
32
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ECONIS (ZBW)
202
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1
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
2
Analysing emerging market returns with high-frequency data during the global financial crisis of 2007-2009
Yalaman, Abdullah
;
Manahov, Viktor
- In:
The European journal of finance
28
(
2022
)
10
,
pp. 1019-1051
Persistent link: https://www.econbiz.de/10013373360
Saved in:
3
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
5
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
6
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
7
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
8
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
9
The pass-through of uncertainty shocks to households
Di Maggio, Marco
;
Kermani, Amir
;
Ramcharan, Rodney
; …
-
2020
Persistent link: https://www.econbiz.de/10012270676
Saved in:
10
Heterogeneous speculators and stock market dynamics : a simple agent-based computational model
Schmitt, Noemi
;
Schwartz, Ivonne
;
Westerhoff, Frank H.
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1263-1282
Persistent link: https://www.econbiz.de/10013532181
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