//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"C.E.P.R. Discussion Papers"
~institution:"Erasmus Research Institute of Management"
~institution:"Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Oil volatility risk and expect...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
volatility
47
Volatility
28
CAPM
14
risk premium
11
Theorie
10
Theory
10
Capital income
7
Kapitaleinkommen
7
Forecasting model
6
Prognoseverfahren
6
Risk Premium
6
Growth
5
growth
5
Exchange Rates
4
Stochastic process
4
Stochastischer Prozess
4
hedging
4
options
4
Forecast
3
Portfolio selection
3
Portfolio-Management
3
Risk
3
USA
3
United States
3
Volatilität
3
asset prices
3
asymmetry
3
business cycle
3
development
3
economic growth
3
exchange rates
3
leverage
3
risk management
3
Asset Pricing
2
Bayesian
2
Business cycle nonlinearity
2
Börsenkurs
2
Credibility
2
Diversification
2
Efficient market hypothesis
2
more ...
less ...
Online availability
All
Undetermined
82
Free
27
Type of publication
All
Book / Working Paper
117
Type of publication (narrower categories)
All
Arbeitspapier
20
Working Paper
20
Graue Literatur
8
Non-commercial literature
8
Language
All
Undetermined
97
English
20
Author
All
McAleer, Michael
11
Chen, Chen, C-C.
5
Franses, Philip Hans
5
Acharya, Viral V
4
Chang, Chia-Lin
4
Post, Thierry
4
Rose, Andrew K
4
Hammoudeh, Shawkat
3
Imbs, Jean
3
Vliet, Pim van
3
van Dijk, Dick
3
Artis, Michael J
2
Benk, Szilárd
2
Bisin, Alberto
2
Bossaerts, Peter
2
Campos, Nauro F
2
Chen, Chen, P-Y.
2
Chu, Chu, L.
2
Corsetti, Giancarlo
2
Gillman, Max
2
Goeij, Peter de
2
Goetzmann, William
2
Hardouvelis, Gikas A
2
Karanasos, Menelaos
2
Kejak, Michal
2
Koren, Miklós
2
Kuester, Keith
2
Lettau, Martin
2
Lustig, Hanno
2
Marquering, Wessel A.
2
Massa, Massimo
2
Meier, André
2
Müller, Gernot
2
Pástor, Luboš
2
Rancière, Romain
2
Sarno, Lucio
2
Sensier, Sensier, M.
2
Sturgess, Jason
2
Tenreyro, Silvana
2
Veronesi, Pietro
2
more ...
less ...
Institution
All
C.E.P.R. Discussion Papers
Erasmus Research Institute of Management
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
National Bureau of Economic Research
1,706
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
230
International Monetary Fund (IMF)
159
Institut für Schweizerisches Bankwesen <Zürich>
54
HAL
47
International Monetary Fund
47
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
47
Federal Reserve Bank of St. Louis
42
EconWPA
40
OECD
38
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
36
Université Paris-Dauphine (Paris IX)
33
Rodney L. White Center for Financial Research
32
Centre for Analytical Finance <Århus>
31
Ekonomiska forskningsinstitutet <Stockholm>
31
CESifo
24
Agricultural and Applied Economics Association - AAEA
23
Springer Fachmedien Wiesbaden
23
European University Institute / Department of Economics
22
World Bank
22
Institute of Finance and Accounting <London>
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
University of Chicago / Center for Research in Security Prices
21
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
20
Chambre de commerce et d'industrie de Paris
19
Federal Reserve System / Division of Research and Statistics
19
National Centre of Competence in Research North South <Bern>
19
Society for Computational Economics - SCE
19
Svenska Handelshögskolan <Helsinki>
19
University of Canterbury / Dept. of Economics and Finance
19
European University Institute / Department of Law
18
Institut für Weltwirtschaft
18
Internationaler Währungsfonds / Research Department
18
Federal Reserve System / Board of Governors
17
Reserve Bank of Australia
17
Escola de Pós-Graduação em Economia <Rio de Janeiro>
15
Swiss National Centre of Competence in Research North South <Bern>
15
more ...
less ...
Published in...
All
CEPR Discussion Papers
82
ERIM report series research in management
20
Econometric Institute Research Papers
15
Source
All
RePEc
97
ECONIS (ZBW)
20
Showing
1
-
10
of
117
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Managing product returns : the role of forecasting
Toktay, L. Beril
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772106
Saved in:
2
Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
Saved in:
3
Conditional downside risk and the
CAPM
Post, Thierry
(
contributor
);
Vliet, Pim van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002190699
Saved in:
4
Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?
Post, Thierry
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765957
Saved in:
5
Measuring credit spread risk : incorporating the tails
Campbell, Rachel
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709759
Saved in:
6
Do countries or industries explain momentum in Europe?
Nijman, Theodore E.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709653
Saved in:
7
Holding period return-risk modeling : ambiguity in estimation
Hallerbach, Winfried G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791547
Saved in:
8
Portfolio return characteristics of different industries
Pouchkarev, Igor
(
contributor
);
Spronk, Jaap
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001732943
Saved in:
9
Forecasting market shares from models for sales
Fok, Dennis
(
contributor
);
Franses, Philip Hans
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001600516
Saved in:
10
The econometrics of the Bass diffusion model
Boswijk, Herman Peter
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701311
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->