//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"MPRA Paper"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Finance research letters"
~subject:"CAPM"
~subject:"Shock"
~subject:"appreciation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Shock
appreciation
Volatility
753
Volatilität
664
Börsenkurs
232
Share price
232
Stock market
172
Capital income
170
Kapitaleinkommen
170
Aktienmarkt
169
ARCH model
155
ARCH-Modell
154
Estimation
153
Schätzung
153
Welt
145
World
145
Forecasting model
122
Prognoseverfahren
122
Theorie
122
Theory
122
Risk
114
Risiko
108
volatility
94
Coronavirus
79
China
67
Virtual currency
65
Virtuelle Währung
65
Spillover effect
64
Spillover-Effekt
64
Oil price
59
Ölpreis
58
Impact assessment
56
Portfolio selection
56
Portfolio-Management
56
Wirkungsanalyse
56
Time series analysis
50
Zeitreihenanalyse
50
Anlageverhalten
49
Behavioural finance
49
Option pricing theory
48
Optionspreistheorie
48
COVID-19
45
more ...
less ...
Online availability
All
Undetermined
55
Free
7
Type of publication
All
Article
41
Book / Working Paper
23
Type of publication (narrower categories)
All
Article in journal
41
Aufsatz in Zeitschrift
41
Arbeitspapier
17
Working Paper
17
Graue Literatur
14
Non-commercial literature
14
Language
All
English
58
Undetermined
6
Author
All
Caballero, Ricardo J.
3
Ghiba, Nicolae
3
Simsek, Alp
3
Zaremba, Adam
2
Alam, Md Rafayet
1
Alanya-Beltran, Willy
1
Annaert, Jan
1
Ardelean, Adina
1
Badescu, Alexandru
1
Barbu, Alexandru
1
Basu, Sankarshan
1
Baumeister, Christiane
1
Bhatia, Vaneet
1
Bianchi, Daniele
1
Blampied, Nicolás
1
Brandt, Michael W.
1
Burggraf, Tobias
1
Będowska-Sójka, Barbara
1
Cao, Wei
1
Charfeddine, Lanouar
1
Chen, Zhonglu
1
Cui, Zhenyu
1
Czapkiewicz, Anna
1
De Ceuster, Marc J.
1
De Polis, Andrea
1
Debortoli, Davide
1
Dew-Becker, Ian
1
Di Giovanni, Julian
1
Fernández-Villaverde, Jesús
1
Fiorentini, Gabriele
1
Fleisch, Michael
1
Forhad, Abdur Rahman
1
Forni, Mario
1
Fricke, Christoph
1
Galí, Jordi
1
Gambetti, Luca
1
Giglio, Stefano
1
Gong, Yuting
1
Goodell, John W.
1
Guesmi, Khaled
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
Published in...
All
MPRA Paper
Discussion papers / CEPR
Finance research letters
NBER working paper series
67
Working paper / National Bureau of Economic Research, Inc.
66
NBER Working Paper
61
Journal of financial economics
51
Energy economics
48
Economic modelling
41
Discussion paper / Centre for Economic Policy Research
39
International review of economics & finance : IREF
36
Economics letters
35
Journal of economic dynamics & control
35
International review of financial analysis
33
Journal of banking & finance
33
Journal of empirical finance
33
Working paper
33
Journal of international money and finance
32
Applied economics
27
Journal of econometrics
26
The North American journal of economics and finance : a journal of financial economics studies
26
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Journal of international financial markets, institutions & money
22
Research in international business and finance
22
CESifo working papers
20
The review of financial studies
20
CAMA working paper series
19
Macroeconomic dynamics
17
Pacific-Basin finance journal
17
Applied economics letters
16
International journal of theoretical and applied finance
15
Journal of macroeconomics
15
Journal of monetary economics
15
Journal of risk and financial management : JRFM
15
The European journal of finance
14
Discussion paper
13
Finance and economics discussion series
13
IMF working papers
12
Journal of financial and quantitative analysis : JFQA
12
Quantitative economics : QE ; journal of the Econometric Society
12
The journal of finance : the journal of the American Finance Association
12
more ...
less ...
Source
All
ECONIS (ZBW)
58
RePEc
6
Showing
1
-
10
of
64
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix
Guinea, Laurentiu
;
Pérez, Rafaela
;
Ruíz, Jesús
- In:
Finance research letters
61
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014490773
Saved in:
2
A monetary policy asset pricing model
Caballero, Ricardo J.
;
Simsek, Alp
-
2023
Persistent link: https://www.econbiz.de/10014331559
Saved in:
3
Financial shocks, investor sentiment, and heterogeneous firms' output volatility : evidence from credit asset securitization markets
Li, Jia
;
Yang, Jianfei
- In:
Finance research letters
60
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490265
Saved in:
4
The impact of the war in Ukraine on the idiosyncratic risk and the market risk
Soliman, Alain
;
Le Saout, Erwan
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490425
Saved in:
5
State-dependent volatility feedback effect in the ICAPM
Kilic, Osman
;
Nam, Kiseok
;
O'Connor, Matthew L.
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445185
Saved in:
6
Is macroeconomic tail risk contagious to stock idiosyncratic risk?
Yao, Shouyu
;
Liu, Zezhong
;
Wang, Chunfeng
;
Palma, Alessia
; …
- In:
Finance research letters
63
(
2024
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014531317
Saved in:
7
Decomposing risk spillover effect in international stock market : a novel intertemporal network topology approach
Zhang, Xu
;
Lv, Zhiyu
;
Naeem, Muhammad Abubakr
;
Rauf, Abdul
- In:
Finance research letters
63
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014531573
Saved in:
8
Taming momentum crashes
Bianchi, Daniele
;
De Polis, Andrea
;
Petrella, Ivan
-
2024
Persistent link: https://www.econbiz.de/10014529581
Saved in:
9
Geopolitical oil price risk and economic fluctuations
Kilian, Lutz
;
Plante, Michael
;
Richter, Alexander W.
-
2024
Persistent link: https://www.econbiz.de/10014536039
Saved in:
10
Forecasting stock volatility using time-distance weighting fundamental’s shocks
Mei, Xueting
;
Wang, Xinyu
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014564298
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->