Narrow search
Showing 1 - 8 of 8
Cover Image
Volatility expectations and returns
Lochstoer, Lars A.; Muir, Tyler - In: The journal of finance : the journal of the American … 77 (2022) 2, pp. 1055-1096
Persistent link: https://www.econbiz.de/10013190478
Cover Image
Measuring the level and uncertainty of trend inflation
Mertens, Elmar - In: The review of economics and statistics 98 (2016) 5, pp. 950-967
Persistent link: https://www.econbiz.de/10011791712
Cover Image
Do cash flows of growth stocks really grow faster?
Chen, Huafeng Jason - In: The journal of finance : the journal of the American … 72 (2017) 5, pp. 2279-2330
Persistent link: https://www.econbiz.de/10011764447
Cover Image
Short-term market risks implied by weekly options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - In: The journal of finance : the journal of the American … 72 (2017) 3, pp. 1335-1386
Persistent link: https://www.econbiz.de/10011738723
Cover Image
Volatility-managed portfolios
Moreira, Alan; Muir, Tyler - In: The journal of finance : the journal of the American … 72 (2017) 4, pp. 1611-1644
Persistent link: https://www.econbiz.de/10011738917
Cover Image
The volatility of long-term bond returns : persistent interest shocks and time-varying risk premiums
Osterrieder, Daniela; Schotman, Peter C. - In: The review of economics and statistics 99 (2017) 5, pp. 884-895
Persistent link: https://www.econbiz.de/10011781305
Cover Image
Time-varying uncertainty of the Federal Reserve's output gap estimate
Berge, Travis J. - In: The review of economics and statistics 105 (2023) 5, pp. 1191-1206
Persistent link: https://www.econbiz.de/10014384118
Cover Image
The price of higher order catastrophe insurance : the case of VIX options
Eraker, Bjørn; Yang, Aoxiang - In: The journal of finance : the journal of the American … 77 (2022) 6, pp. 3289-3337
Persistent link: https://www.econbiz.de/10013464255