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~isPartOf:"Journal of financial economics"
~person:"Agarwal, Sumit"
~person:"Gupta, Rangan"
~person:"Kelly, Bryan T."
~subject:"Financial crisis"
~subject:"Volatility"
~type:"article"
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Financial crisis
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Agarwal, Sumit
Gupta, Rangan
Kelly, Bryan T.
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Jacobs, Kris
5
Acharya, Viral V.
4
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Journal of financial economics
Energy economics
13
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
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
4
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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
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:
4
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:
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