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~isPartOf:"Journal of economic dynamics & control"
~person:"Andrés, Javier"
~person:"Leippold, Markus"
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Volatility
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Andrés, Javier
Leippold, Markus
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Lin, Yueh-neng
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Journal of economic dynamics & control
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ECONIS (ZBW)
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Short-run risk, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
2
Rejoinder to a remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 716-718
Persistent link: https://www.econbiz.de/10009554307
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3
Consistent modeling of S&P 500 and VIX derivatives : a remark on Lin and Chang's paper
Cheng, Jun
;
Ibraimi, Meriton
;
Leippold, Markus
;
Zhang, …
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 708-715
Persistent link: https://www.econbiz.de/10009554315
Saved in:
4
The stabilizing role of government size
Andrés, Javier
;
Doménech, Rafael
;
Fatás, Antonio
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 571-593
Persistent link: https://www.econbiz.de/10003642776
Saved in:
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