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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of banking & finance"
~subject:"Aktienmarkt"
~subject:"EU countries"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Volatility
Yield curve
Aktienmarkt
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Estimation
434
Schätzung
433
Capital income
139
Kapitaleinkommen
139
Theorie
119
Theory
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Prokopczuk, Marcel
5
Wese Simen, Chardin
4
Guo, Hui
3
Berkman, Henk
2
Bianchi, Robert
2
Cakici, Nusret
2
Harris, Richard D. F.
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1
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Andreou, Panayiotis C.
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Bali, Turan G.
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Journal of banking & finance
Applied economics
263
Economic modelling
257
International review of economics & finance : IREF
229
Finance research letters
217
Applied economics letters
205
International review of financial analysis
184
Energy economics
182
The North American journal of economics and finance : a journal of financial economics studies
149
Applied financial economics
146
Journal of international money and finance
146
Journal of international financial markets, institutions & money
130
Journal of empirical finance
128
Research in international business and finance
128
Journal of econometrics
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
107
Economics letters
101
International journal of finance & economics : IJFE
98
The European journal of finance
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Journal of risk and financial management : JRFM
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Journal of financial economics
81
International journal of economics and finance
72
Pacific-Basin finance journal
68
The journal of futures markets
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
International journal of forecasting
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Journal of economic dynamics & control
59
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
57
Cogent economics & finance
55
International journal of economics and financial issues : IJEFI
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Empirica : journal of european economics
52
Journal of forecasting
50
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
49
The empirical economics letters : a monthly international journal of economics
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Review of quantitative finance and accounting
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European economic review : EER
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ECONIS (ZBW)
155
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1
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
2
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
4
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
5
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
6
Does it pay to invest? : the personal equity risk premium and stock market participation
Veld- Merkoulova, Yulia
;
Veld, Chris H.
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449403
Saved in:
7
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
8
Life-cycle portfolio choice with imperfect predictors
Michaelides, Alexander G.
;
Zhang, Yuxin
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013401786
Saved in:
9
Return decomposition over the business cycle
Cenesizoglu, Tolga
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013533426
Saved in:
10
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
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