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~isPartOf:"Annals of financial economics"
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Volatility
38
Volatilität
38
Capital income
11
Kapitaleinkommen
11
Börsenkurs
10
Option pricing theory
10
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10
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volatility
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39
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Chang, Bisharat Hussain
4
Gupta, Rangan
3
Salman, Asma
3
Wong, Wing Keung
3
Dokučaev, Nikolaj G.
2
Gohar, Raheel
2
Luong, Chuong
2
Rajput, Suresh Kumar Oad
2
Rashid, Abdul
2
Shiba, Sisa
2
Abdul Razzaq, Muthanna G.
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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1
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1
Archer, Christina
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1
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1
Ashfaq, Maryam
1
Aye, Goodness C.
1
Baffoe, Stephen
1
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1
Biswas, Subhojit
1
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1
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1
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1
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Cuñado Eizaguirre, Juncal
1
Dang Thanh Minh Tran
1
Derindag, Omer Faruk
1
Diep Van Nguyen
1
Drissi, Ramzi
1
Ely, Regis Augusto
1
Fergusson, K.
1
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1
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Annals of financial economics
NBER working paper series
691
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
614
NBER Working Paper
595
Finance research letters
587
Discussion paper series / IZA
586
MPRA Paper
447
Applied economics
440
International review of financial analysis
426
Journal of banking & finance
397
International review of economics & finance : IREF
389
The journal of futures markets
372
Economic modelling
364
Discussion paper / Centre for Economic Policy Research
361
IMF Working Papers
331
Working paper
326
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Economics letters
302
Applied economics letters
293
CESifo working papers
291
IZA Discussion Paper
272
Journal of empirical finance
272
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
244
Discussion paper / Tinbergen Institute
240
Journal of international money and finance
232
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
191
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
180
Physica A: Statistical Mechanics and its Applications
174
Journal of economic dynamics & control
167
International Journal of Energy Economics and Policy : IJEEP
166
IMF working papers
164
Working Paper
161
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ECONIS (ZBW)
39
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1
On the predictive value of the (shadow) real interest rate for the realized
volatility
of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
2
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized
volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
3
Dynamics of a newly established agricultural commodities market : financialization, hedging and portfolio diversification in Turkey
Acikgoz, Turker
;
Alp, Ozge Sezgin
;
Alkan, Nazlan Belemir
- In:
Annals of financial economics
18
(
2023
)
3
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014442630
Saved in:
4
Contagion across financial markets during COVID-19 : a look at
volatility
spillovers between the stock and foreign exchange markets in South Africa
Van Der Westhuizen, Chevaughn
;
Van Eyden, Reneé
;
Aye, …
- In:
Annals of financial economics
17
(
2022
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10013189116
Saved in:
5
Impact of COVID-19 on
volatility
spillovers across international markets : evidence from VAR asymmetric BEKK GARCH model
Arfaoui, Nadia
;
Yousaf, Imran
- In:
Annals of financial economics
17
(
2022
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10013189123
Saved in:
6
Multi-Asset portfolio optimization with stochastic Sharpe ratio under drawdown constraint
Biswas, Subhojit
;
Jawaid, Saif
;
Mukherjee, Diganta
- In:
Annals of financial economics
15
(
2020
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012642950
Saved in:
7
Uncertainty related to infectious diseases and forecastability of the realized
volatility
of US treasury securities
Shiba, Sisa
;
Gupta, Rangan
- In:
Annals of financial economics
16
(
2021
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012656882
Saved in:
8
Limit-to-arbitrage factors and IVOL returns puzzle : empirical evidence from Taiwan before and during COVID-19
Khoa Dang Duong
;
Qui Nhat Nguyen
;
Truong Vinh Le
;
Diep …
- In:
Annals of financial economics
16
(
2021
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012650875
Saved in:
9
Corporate valuation spurred by information transparency in an emerging economy
Nguyen Tran Thai Ha
;
Wong, Wing Keung
;
Phan Gia Quyen
; …
- In:
Annals of financial economics
16
(
2021
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013185428
Saved in:
10
An analysis of the US individual investor sentiment influence on cryptocurrency returns and
volatility
Sayim, Mustafa
;
Nguyen Quang My
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014442604
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