//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~person:"Karanasos, Menelaos"
~person:"Sarno, Lucio"
~subject:"CAPM"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: economics
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Volatility
Volatilität
6
Exchange rate
4
Risikoprämie
4
Risk premium
4
Wechselkurs
4
Exchange rates
3
Welt
3
World
3
Börsenkurs
2
Currency speculation
2
Derivat
2
Derivative
2
Handelsvolumen der Börse
2
Predictability
2
Share price
2
Theorie
2
Theory
2
Trading volume
2
Währungsspekulation
2
Yield curve
2
Zinsstruktur
2
1976-2010
1
1991-2005
1
1996-2011
1
Aktienmarkt
1
Bank guarantee
1
Bank regulation
1
Bank risk
1
Bankenregulierung
1
Bankgarantie
1
Bankrisiko
1
Banks
1
Business cycle
1
Business cycles
1
Bürgschaft
1
Carry trades
1
Causality analysis
1
Country risk
1
Credit risk
1
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
3
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
6
Author
All
Karanasos, Menelaos
Sarno, Lucio
Caporale, Guglielmo Maria
35
Spagnolo, Nicola
16
Gil-Alaña, Luis A.
9
Harvey, Campbell R.
7
Pedersen, Lasse Heje
7
Spagnolo, Fabio
7
Bakshi, Gurdip S.
6
Bali, Turan G.
6
Fama, Eugene F.
6
Jacobs, Kris
6
Bollerslev, Tim
5
Chordia, Tarun
5
Christoffersen, Peter F.
5
French, Kenneth Ronald
5
Hunter, John
5
Kelly, Bryan T.
5
Moskowitz, Tobias J.
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Ang, Andrew
4
Ball, Ray
4
Beirne, John
4
Boons, Martijn
4
Ferson, Wayne E.
4
Linnainmaa, Juhani
4
Longstaff, Francis A.
4
Plastun, Alex
4
Santa-Clara, Pedro
4
Todorov, Viktor
4
Wang, Junbo
4
Zhou, Guofu
4
Ai, Hengjie
3
Avramov, Doron
3
Aït-Sahalia, Yacine
3
Bai, Jennie
3
Bandi, Federico M.
3
Barroso, Pedro
3
Chan, Kalok
3
Collin-Dufresne, Pierre
3
more ...
less ...
Published in...
All
Discussion paper
Economics and finance working paper series
Journal of financial economics
Discussion paper / Centre for Economic Policy Research
5
Discussion papers in economics
3
Discussion paper series / University of Heidelberg, Department of Economics
2
Discussion papers / CEPR
2
Applied financial economics
1
Economics letters
1
International journal of finance & economics : IJFE
1
Journal of empirical finance
1
Journal of institutional economics
1
Journal of monetary economics
1
KOF working papers
1
University of Heidelberg Department of Economics Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long run dependencies in stock volatility and trading volume
Kartsaklas, Aris
;
Karanasos, Menelaos
-
2013
Persistent link: https://www.econbiz.de/10009767839
Saved in:
2
Derivatives trading and the volume : volatility link in the Indian stock market
Bhaumik, Sumon Kumar
;
Karanasos, Menelaos
;
Kartsaklas, A.
-
2013
Persistent link: https://www.econbiz.de/10009767846
Saved in:
3
Business cycles and currency returns
Colacito, Riccardo
;
Riddiough, Steven J.
;
Sarno, Lucio
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 659-678
Persistent link: https://www.econbiz.de/10012588343
Saved in:
4
Volatility risk premia and exchange rate predictability
Della Corte, Pasquale
;
Ramadorai, Tarun
;
Sarno, Lucio
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10011590062
Saved in:
5
Spot and forward volatility in foreign exchange
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of financial economics
100
(
2011
)
3
,
pp. 496-513
Persistent link: https://www.econbiz.de/10009242107
Saved in:
6
Simultaneity and causality between derivatives trading and spot market volatility in the UK : an empirical investigation
Kyriacou, Kyriacos
;
Sarno, Lucio
-
1998
Persistent link: https://www.econbiz.de/10001586825
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->