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~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~person:"Bollerslev, Tim"
~person:"Collin-Dufresne, Pierre"
~person:"Subrahmanyam, Marti G."
~person:"Thesmar, David"
~subject:"1987-2001"
~subject:"Financial crisis"
~subject:"Volatility"
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1987-2001
Financial crisis
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9
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6
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Bollerslev, Tim
Collin-Dufresne, Pierre
Subrahmanyam, Marti G.
Thesmar, David
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
Aragon, George O.
3
Aït-Sahalia, Yacine
3
Chan, Kalok
3
Della Corte, Pasquale
3
Dinç, Serdar
3
Duchin, Ran
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Griffin, John M.
3
Gupta, Rangan
3
Harvey, Campbell R.
3
Huizinga, Harry
3
Kashyap, Anil K.
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
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Journal of economics and finance
Journal of financial economics
CREATES research paper
7
ERID working paper
4
Finance and economics discussion series
4
CFS working paper series
2
Discussion paper / Centre for Economic Policy Research
2
The review of economics and statistics
2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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1
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1
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1
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1
The international library of critical writings in economics
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ECONIS (ZBW)
14
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1
Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
Saved in:
2
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
3
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
4
Systemic risk in clearing houses : evidence from the European repo market
Boissel, Charles
;
Derrien, François
;
Örs, Evren
; …
- In:
Journal of financial economics
125
(
2017
)
3
,
pp. 511-536
Persistent link: https://www.econbiz.de/10011751858
Saved in:
5
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
6
Sovereign credit risk, liquidity, and European Central Bank intervention : Deus ex machina?
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
;
Tomio, Davide
; …
- In:
Journal of financial economics
122
(
2016
)
1
,
pp. 86-115
Persistent link: https://www.econbiz.de/10011590889
Saved in:
7
Vulnerable banks
Greenwood, Robin
;
Landier, Augustin
;
Thesmar, David
- In:
Journal of financial economics
115
(
2015
)
3
,
pp. 471-485
Persistent link: https://www.econbiz.de/10011347454
Saved in:
8
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
9
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
10
Illiquidity or credit deterioration : a study of liquidity in the US corporate bond market during financial crises
Friewald, Nils
;
Jankowitsch, Rainer
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 18-36
Persistent link: https://www.econbiz.de/10009622452
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