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subject:"Volatility"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~language:"eng"
~subject:"Share price"
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Volatility
Share price
Estimation
1,416
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1,416
USA
392
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391
Theorie
357
Theory
357
Welt
203
World
203
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187
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187
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105
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101
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Lettau, Martin
6
Massa, Massimo
6
Ludvigson, Sydney C.
5
Bianchi, Francesco
3
Duro, Miguel
3
Ghysels, Eric
3
Ljungqvist, Alexander
3
Marcellino, Massimiliano
3
Ormazabal, Gaizka
3
Adrian, Tobias
2
Artis, Michael J.
2
Badia, Marc
2
Baumeister, Christiane
2
Bayoumi, Tamim A.
2
Besley, Timothy
2
Bonfiglioli, Alessandra
2
Campbell, John Y.
2
Chernov, Mikhail
2
Crump, Richard K.
2
Eichengreen, Barry
2
Favero, Carlo A.
2
Kilian, Lutz
2
Lou, Dong
2
Ma, Sai
2
Mueller, Hannes
2
Méjean, Isabelle
2
Restoy, Fernando
2
Rodríguez, Rosa
2
Rubio-Ramírez, Juan Francisco
2
Viceira, Luis M.
2
Wilhelm, William J.
2
Zhang, Wenda
2
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1
Albuquerque, Rui
1
Andreasen, Martin Møller
1
Andreou, Elena
1
Bacchetta, Philippe
1
Bachmann, Ruediger
1
Backus, David
1
Barrot, Jean-Noël
1
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Finance research letters
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Applied economics
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178
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165
International review of financial analysis
164
Energy economics
161
Working paper / National Bureau of Economic Research, Inc.
160
NBER working paper series
159
Applied economics letters
158
Journal of banking & finance
151
The North American journal of economics and finance : a journal of financial economics studies
144
NBER Working Paper
138
Journal of empirical finance
133
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131
Journal of econometrics
119
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84
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84
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79
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73
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73
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72
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69
International journal of economics and finance
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
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64
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58
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57
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56
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54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
52
Management science : journal of the Institute for Operations Research and the Management Sciences
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
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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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