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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Discussion paper"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Financial market"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Conference Quantifying and Understanding Dysfunctions of Financial Markets <2010, Löwen>
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
180
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1
Assimilation effects in financial markets
Fich, Eliezer M.
;
Xu, Guosong
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
7
,
pp. 2890-2927
Persistent link: https://www.econbiz.de/10014437955
Saved in:
2
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
3
Asymmetric information in frictional markets for liquidity : collateralized credit vs asset sale
Madison, Florian
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532427
Saved in:
4
Gamma positioning and market quality
Buis, Boyd
;
Pieterse-Bloem, Mary
;
Verschoor, Willem F. C.
; …
- In:
Journal of economic dynamics & control
164
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10015051098
Saved in:
5
One vol to rule them all : common volatility dynamics in factor returns
Kapadia, Nishad
;
Linn, Matthew
;
Paye, Bradley
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
3
,
pp. 1185-1212
Persistent link: https://www.econbiz.de/10015055404
Saved in:
6
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
7
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
Saved in:
8
Firm heterogeneity, financial frictions and ambiguity
Carbonari, Lorenzo
;
Maurici, Filippo
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014479691
Saved in:
9
Market selection and learning under model misspecification
Bottazzi, Giulio
;
Giachini, Daniele
;
Ottaviani, Matteo
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014480330
Saved in:
10
Information linkages in a financial market with imperfect competition
Lou, Youcheng
;
Yang, Yaqing
- In:
Journal of economic dynamics & control
150
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014287817
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