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person:"McAleer, Michael"
~isPartOf:"Journal of financial economics"
~person:"Ang, Andrew"
~person:"Bekaert, Geert"
~person:"Caballero, Ricardo J."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Volatility
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McAleer, Michael
Ang, Andrew
Bekaert, Geert
Caballero, Ricardo J.
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Jacobs, Kris
5
Todorov, Viktor
4
Aït-Sahalia, Yacine
3
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Journal of financial economics
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ECONIS (ZBW)
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1
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
2
High idiosyncratic volatility and low returns : international and further US evidence
Ang, Andrew
;
Hodrick, Robert J.
;
Xing, Yuhang
;
Zhang, …
- In:
Journal of financial economics
91
(
2009
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003813173
Saved in:
3
Risk, return, and dividends
Ang, Andrew
;
Liu, Jun
- In:
Journal of financial economics
85
(
2007
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10003485173
Saved in:
4
Asymmetric correlations of equity portfolios
Ang, Andrew
;
Chen, Joseph
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 443-494
Persistent link: https://www.econbiz.de/10001661703
Saved in:
5
Emerging equity market volatility
Bekaert, Geert
- In:
Journal of financial economics
43
(
1997
)
1
,
pp. 29-77
Persistent link: https://www.econbiz.de/10001213778
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