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~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~person:"Agarwal, Sumit"
~person:"Aragon, George O."
~person:"Gupta, Rangan"
~person:"Kelly, Bryan T."
~subject:"Financial crisis"
~subject:"Volatility"
~type:"article"
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Financial crisis
Volatility
Capital income
8
Estimation
8
Kapitaleinkommen
8
Schätzung
8
Anlageverhalten
6
Behavioural finance
6
Theorie
6
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10
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Agarwal, Sumit
Aragon, George O.
Gupta, Rangan
Kelly, Bryan T.
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Jacobs, Kris
5
Acharya, Viral V.
4
Adjei, Frederick
4
Greenwood, Robin
4
Strahan, Philip E.
4
Stulz, René M.
4
Todorov, Viktor
4
Ang, Andrew
3
Aït-Sahalia, Yacine
3
Chan, Kalok
3
Collin-Dufresne, Pierre
3
Della Corte, Pasquale
3
Dinç, Serdar
3
Duchin, Ran
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Griffin, John M.
3
Harvey, Campbell R.
3
Huizinga, Harry
3
Kruger, Samuel
3
Laeven, Luc
3
Li, Sophia Zhengzi
3
Liu, Xuewen
3
Longstaff, Francis A.
3
Loutskina, Elena
3
Macchiavelli, Marco
3
O'Hara, Maureen
3
Ornthanalai, Chayawat
3
Pan, Jun
3
Pelizzon, Loriana
3
Peydró, José-Luis
3
Sarno, Lucio
3
Shleifer, Andrei
3
Thesmar, David
3
Anand, Amber
2
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Journal of economics and finance
Journal of financial economics
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
International review of economics & finance : IREF
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics letters
5
Economics letters
5
Applied economics
4
International journal of finance & economics : IJFE
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Economics and Business Letters : EBL
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Applied financial economics
1
Computational economics
1
Economics, management and financial markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics and economic policy : IEEP
1
Journal of Financial Economics
1
Journal of applied economics
1
Journal of housing economics
1
Journal of international commerce, economics and policy
1
Journal of political economy
1
Research in international business and finance
1
Studies in economics and finance
1
The journal of real estate finance and economics
1
The quarterly journal of economics
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ECONIS (ZBW)
10
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1
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10
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10
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date (oldest first)
1
The role of securitization in mortgage renegotiation
Agarwal, Sumit
;
Amromin, Gene
;
Ben-David, Itzhak
; …
- In:
Journal of financial economics
102
(
2011
)
3
,
pp. 559-578
Persistent link: https://www.econbiz.de/10009409741
Saved in:
2
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
3
The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Aragon, George O.
;
Li, Lei
;
Qian, Jun
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 168-185
Persistent link: https://www.econbiz.de/10012130937
Saved in:
4
Who benefits in a crisis? Evidence from hedge fund stock and option holdings
Aragon, George O.
;
Martin, J. Spencer
;
Shi, Zhen
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 345-361
Persistent link: https://www.econbiz.de/10012131547
Saved in:
5
Price jumps in developed stock markets : the role of monetary policy committee meetings
Gupta, Rangan
;
Lau, Chi Keng Marco
;
Liu, Ruipeng
; …
- In:
Journal of economics and finance
43
(
2019
)
2
,
pp. 298-312
Persistent link: https://www.econbiz.de/10012171144
Saved in:
6
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
7
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Tiwari, Aviral Kumar
- In:
Journal of economics and finance
42
(
2018
)
4
,
pp. 795-806
Persistent link: https://www.econbiz.de/10012031147
Saved in:
8
Systematic mistakes in the mortgage market and lack of financial sophistication
Agarwal, Sumit
;
Ben-David, Itzhak
;
Yao, Wenxiong
- In:
Journal of financial economics
123
(
2017
)
1
,
pp. 42-58
Persistent link: https://www.econbiz.de/10011725180
Saved in:
9
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
10
Hedge funds as liquidity providers : evidence from the Lehman bankruptcy
Aragon, George O.
;
Strahan, Philip E.
- In:
Journal of financial economics
103
(
2012
)
3
,
pp. 570-587
Persistent link: https://www.econbiz.de/10009521128
Saved in:
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