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subject:"Volatility"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~subject:"Share price"
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Volatility
Share price
Estimation
709
Schätzung
708
Theorie
240
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240
Capital income
179
Kapitaleinkommen
179
Welt
141
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122
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114
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Bollerslev, Tim
5
Todorov, Viktor
4
Caporale, Guglielmo Maria
3
Christoffersen, Peter F.
3
Hong, Harrison G.
3
Timmermann, Allan
3
Ali, Faek Menla
2
Bai, Jennie
2
Bali, Turan G.
2
Bekaert, Geert
2
Fusari, Nicola
2
Jacobs, Kris
2
Kelly, Bryan T.
2
Lin, Tse-Chun
2
Lundblad, Christian
2
Moskowitz, Tobias J.
2
Paye, Bradley S.
2
Sornette, Didier
2
Spagnolo, Nicola
2
Stein, Jeremy C.
2
Vu, Nam T.
2
Whitelaw, Robert F.
2
Wu, Jing Cynthia
2
Ahmed Hannan, Swarnali
1
Amaya, Diego
1
Ames, Matthew
1
Anderegg, Benjamin
1
Andersen, Torben
1
Arezki, Rabah
1
Arshanapalli, Bala Gangadhar
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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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Journal of financial economics
Journal of international money and finance
Finance research letters
209
Applied economics
181
International review of economics & finance : IREF
179
Energy economics
173
Economic modelling
165
International review of financial analysis
164
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
Applied financial economics
131
Journal of econometrics
119
Research in international business and finance
114
Journal of international financial markets, institutions & money
112
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91
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89
CESifo working papers
85
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84
The journal of futures markets
84
The European journal of finance
80
Economics letters
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International journal of finance & economics : IJFE
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Pacific-Basin finance journal
72
Discussion paper / Tinbergen Institute
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
Review of quantitative finance and accounting
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
International journal of economics and financial issues : IJEFI
58
Cogent economics & finance
56
International journal of forecasting
54
Management science : journal of the Institute for Operations Research and the Management Sciences
53
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
52
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ECONIS (ZBW)
178
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1
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
Saved in:
2
No safe haven, only diversification and contagion : intraday evidence around the COVID-19 pandemic
Bei, Zeyun
;
Lin, Juan
;
Zhou, Yinggang
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014551362
Saved in:
3
The volatility of capital flows in emerging markets : measures and determinants
Pagliari, Maria Sole
;
Ahmed Hannan, Swarnali
- In:
Journal of international money and finance
145
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014551409
Saved in:
4
Forecasting real activity using cross-sectoral stock market information
Chatelais, Nicolas
;
Stalla-Bourdillon, Arthur
;
Chinn, …
- In:
Journal of international money and finance
131
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014248856
Saved in:
5
Local labor market and the cross section of stock returns
Ge, Yao
;
Qiao, Zheng
;
Zheng, Hao
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478202
Saved in:
6
The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid
;
Hübner, Georges
;
Muller, Aline
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478229
Saved in:
7
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
8
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:
9
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
10
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
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