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isPartOf:"Review of international economics"
type:"article"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of financial economics"
~subject:"Asymmetric information"
~subject:"Volatilität"
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Asymmetric information
Volatilität
Theorie
3,762
Theory
3,762
Estimation
434
Schätzung
434
Capital income
298
Kapitaleinkommen
298
Portfolio selection
291
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277
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384
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Brandt, Michael W.
3
Brennan, Michael J.
3
Duarte, Jefferson
3
Maheu, John M.
3
Pan, Jun
3
Shi, Yanlin
3
Wang, Yudong
3
Young, Lance
3
Andersen, Torben
2
Aït-Sahalia, Yacine
2
Banerji, Sanjay
2
Brockman, Paul
2
Caporin, Massimiliano
2
Chang, Sanders S.
2
Christoffersen, Peter F.
2
Collin-Dufresne, Pierre
2
Della Corte, Pasquale
2
Engelberg, Joseph
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Fleming, Jeff
2
Giglio, Stefano
2
Gradojevic, Nikola
2
Grenadier, Steven R.
2
Harvey, David I.
2
Ho, Kin-Yip
2
Hsu, Chih-Hsiang
2
Huang, Zhuo
2
Ioannidou, Vasso
2
Jacobs, Kris
2
Janus, Paweł
2
Kelly, Bryan T.
2
Kiani, Khurshid M.
2
Kim, Dongcheol
2
Koopman, Siem Jan
2
Leybourne, Stephen James
2
Li, Kai
2
Li, Yong
2
Liao, Yin
2
Lin, Shih-kuei
2
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Review of international economics
Economic modelling
Journal of empirical finance
Journal of financial econometrics
Journal of financial economics
Journal of economic theory
226
Economics letters
194
Journal of banking & finance
160
Economic theory : official journal of the Society for the Advancement of Economic Theory
146
Journal of econometrics
129
The review of financial studies
120
Finance research letters
116
Games and economic behavior
116
Journal of economic dynamics & control
104
Journal of economic behavior & organization : JEBO
92
International review of economics & finance : IREF
87
International journal of theoretical and applied finance
84
The journal of finance : the journal of the American Finance Association
84
Management science : journal of the Institute for Operations Research and the Management Sciences
80
European economic review : EER
79
International journal of forecasting
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
75
The American economic review
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Journal of international money and finance
74
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
73
International review of financial analysis
73
The review of economic studies
70
Applied economics
68
The European journal of finance
68
Journal of monetary economics
67
The North American journal of economics and finance : a journal of financial economics studies
63
Energy economics
62
The Rand journal of economics
62
Applied economics letters
61
International journal of industrial organization
60
European journal of operational research : EJOR
59
International economic review
58
Journal of forecasting
55
Journal of public economics
52
Review of economic dynamics
52
Econometric reviews
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ECONIS (ZBW)
384
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384
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
A consistent and robust test for autocorrelated jump occurrences
Kwok, Simon Sai Man
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 157-186
Persistent link: https://www.econbiz.de/10014526309
Saved in:
3
CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 187-227
Persistent link: https://www.econbiz.de/10013542862
Saved in:
4
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
5
Fintech, information heterogeneity, and the regional distribution effects of corporate financing constraints
Lu, Yao
;
Li, Lu
;
Zhan, Huanqi
;
Zhan, Minghua
- In:
Economic modelling
137
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014549230
Saved in:
6
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
7
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
8
Disagreement, speculation, and the idiosyncratic volatility
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
;
Jiang, Ying
- In:
Journal of empirical finance
72
(
2023
),
pp. 232-250
Persistent link: https://www.econbiz.de/10014476852
Saved in:
9
When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
10
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
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