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~institution:"Centre for Growth and Business Cycle Research <Manchester>"
~institution:"Erasmus Research Institute of Management"
~institution:"New York Stock Exchange"
~subject:"Börsenkurs"
~subject:"Option pricing theory"
~subject:"United States"
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Börsenkurs
Option pricing theory
United States
Volatility
16
Volatilität
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Erasmus Research Institute of Management
New York Stock Exchange
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153
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15
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10
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Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001836409
Saved in:
2
From the IPO to the first trade : is underpricing related to the trading mechanism?
Falconieri, Sonia
(
contributor
);
Murphy, Albert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001951164
Saved in:
3
Market structure, fragmentation and market quality : evidence from recent listing switches
Bennett, Paul
(
contributor
);
Wei, Li
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001951333
Saved in:
4
Explaining movements in UK stock prices : how important is the US market?
Aslanidis, Nektarios
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726223
Saved in:
5
Do macroeconomic announcements cause asymetric volatility?
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001713906
Saved in:
6
Nonlinearity in the Fed's monetary policy rule
Kim, Dong-heon
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703539
Saved in:
7
Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
Saved in:
8
A comparison of intraday volatility on the NYSE and Nasdaq
Weaver, Daniel G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656876
Saved in:
9
Short-term volatility versus long-term growth : evidence in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575240
Saved in:
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