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subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~language:"eng"
~subject:"Share price"
~subject:"Time series analysis"
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Volatility
Share price
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1,255
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365
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364
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267
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267
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188
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Massa, Massimo
6
Lettau, Martin
5
Ludvigson, Sydney C.
5
Ghysels, Eric
4
Marcellino, Massimiliano
4
Bianchi, Francesco
3
Duro, Miguel
3
Ljungqvist, Alexander
3
Ormazabal, Gaizka
3
Adrian, Tobias
2
Badia, Marc
2
Baumeister, Christiane
2
Besley, Timothy
2
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2
Chernov, Mikhail
2
Crump, Richard K.
2
Favero, Carlo A.
2
Forni, Mario
2
Gerlach, Stefan
2
Jong, Frank de
2
Kilian, Lutz
2
Lou, Dong
2
Ma, Sai
2
Mueller, Hannes
2
Méjean, Isabelle
2
Rubio-Ramírez, Juan Francisco
2
Timmermann, Allan
2
Viceira, Luis M.
2
Wilhelm, William J.
2
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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
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156
International review of economics & finance : IREF
151
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132
International review of financial analysis
123
Journal of econometrics
120
Applied economics letters
98
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96
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90
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89
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88
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72
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60
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58
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55
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53
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50
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43
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ECONIS (ZBW)
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1
Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
2
Volatility risk pass-through
Colacito, Riccardo
;
Croce, Mariano M.
;
Liu, Yang
; …
-
2018
Persistent link: https://www.econbiz.de/10012060363
Saved in:
3
What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan
;
Petersen, Annelie
;
Vette, Nander de
-
2018
Persistent link: https://www.econbiz.de/10012109721
Saved in:
4
Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
5
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
6
Company stock reactions to the 2016 election shock : Trump, taxes and trade
Wagner, Alexander F.
;
Zeckhauser, Richard
;
Ziegler, …
-
2017
Persistent link: https://www.econbiz.de/10011636428
Saved in:
7
Asset price bubbles and systemic risk
Brunnermeier, Markus Konrad
;
Rother, Simon
;
Schnabel, Isabel
-
2017
Persistent link: https://www.econbiz.de/10011752156
Saved in:
8
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
9
Firm volatility in granual networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2017
Persistent link: https://www.econbiz.de/10011739882
Saved in:
10
Offsetting disagreement and security prices
Hwang, Byoung-Hyoung
;
Lou, Dong
;
Yin, Chengxi
-
2017
Persistent link: https://www.econbiz.de/10011740100
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