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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Journal of financial economics"
~person:"Campbell, John Y."
~person:"Card, David"
~person:"Kelly, Bryan T."
~person:"Todorov, Viktor"
~person:"Whitelaw, Robert F."
~subject:"Beta risk"
~subject:"Bildungsertrag"
~subject:"Konjunktur"
~subject:"Monetary policy"
~subject:"Productivity"
~subject:"Share price"
~subject:"Wirkungsanalyse"
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EU-Staaten
Volatility
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Bildungsertrag
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Estimation
13
Schätzung
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1952-1999
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Campbell, John Y.
Card, David
Kelly, Bryan T.
Todorov, Viktor
Whitelaw, Robert F.
Bollerslev, Tim
5
Bali, Turan G.
3
Christoffersen, Peter F.
3
Hong, Harrison G.
3
Moskowitz, Tobias J.
3
Timmermann, Allan
3
Bai, Jennie
2
Brown, Stephen J.
2
Chernov, Mikhail
2
Fusari, Nicola
2
Halling, Michael
2
Jacobs, Kris
2
Lin, Tse-Chun
2
Lundblad, Christian
2
Paye, Bradley S.
2
Pruitt, Seth
2
Stein, Jeremy C.
2
Wang, Charles C. Y.
2
Acharya, Viral V.
1
Amaya, Diego
1
Amihud, Yakov
1
Andersen, Torben
1
Ang, Andrew
1
Audrino, Francesco
1
Aït-Sahalia, Yacine
1
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1
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1
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1
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1
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1
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1
Bandi, Federico M.
1
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1
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1
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1
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1
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1
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Journal of financial economics
NBER working paper series
19
NBER Working Paper
16
Working paper / National Bureau of Economic Research, Inc.
14
Journal of econometrics
13
CREATES research paper
4
ERID working paper
4
The journal of finance : the journal of the American Finance Association
4
Discussion paper / Centre for Economic Policy Research
3
CREATES Research Paper
2
Discussion paper series / Harvard Institute of Economic Research
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic Research Initiatives at Duke (ERID) Working Paper
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IZA Discussion Paper
2
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2
The review of financial studies
2
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1
Critical finance review
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Handbook of macroeconomics ; Vol. 1C
1
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ECONIS (ZBW)
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
3
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
Saved in:
4
Characteristics are covariances: a unified model of risk and return
Kelly, Bryan T.
;
Pruitt, Seth
;
Su, Yinan
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10012168621
Saved in:
5
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
6
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
7
Comovement revisited
Chen, Honghui
;
Singal, Vijay
;
Whitelaw, Robert F.
- In:
Journal of financial economics
121
(
2016
)
3
,
pp. 624-644
Persistent link: https://www.econbiz.de/10011590868
Saved in:
8
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
9
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
10
Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob
;
Richardson, Matthew
;
Shen, YuQing
; …
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 397-412
Persistent link: https://www.econbiz.de/10003425461
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