//--> //--> //--> //-->
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:"Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam"
~institution:"Federal Reserve System / Division of Research and Statistics"
~institution:"Society for Computational Economics - SCE"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
volatility
57
Volatility
35
CAPM
14
risk premium
12
Theorie
11
Theory
11
Capital income
7
Estimation
7
Forecasting model
7
Kapitaleinkommen
7
Prognoseverfahren
7
Schätzung
7
Börsenkurs
6
Risk Premium
6
Share price
6
Growth
5
Volatilität
5
growth
5
Exchange Rates
4
GARCH
4
USA
4
United States
4
exchange rates
4
hedging
4
options
4
Diversification
3
Forecast
3
Inflation
3
Risk premium
3
asset prices
3
asymmetry
3
business cycle
3
development
3
economic growth
3
leverage
3
risk management
3
Aktienmarkt
2
Asset Pricing
2
Bayesian
2
Business cycle nonlinearity
2
more ...
less ...
Online availability
All
Undetermined
82
Free
21
Type of publication
All
Book / Working Paper
135
Type of publication (narrower categories)
All
Arbeitspapier
19
Working Paper
19
Graue Literatur
6
Non-commercial literature
6
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
Undetermined
113
English
22
Author
All
McAleer, Michael
11
Chen, Chen, C-C.
5
Acharya, Viral V
4
Chang, Chia-Lin
4
Rose, Andrew K
4
Duffee, Greg
3
Hammoudeh, Shawkat
3
Imbs, Jean
3
Orphanides, Athanasios
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
Franses, Philip Hans
2
Gillman, Max
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
Massa, Massimo
2
Meier, André
2
Müller, Gernot
2
Porter, Richard D.
2
Pástor, Luboš
2
Rancière, Romain
2
Sarno, Lucio
2
Sensier, Sensier, M.
2
Sturgess, Jason
2
Swamy, Paravastu A. V. B.
2
Tenreyro, Silvana
2
Veronesi, Pietro
2
more ...
less ...
Institution
All
C.E.P.R. Discussion Papers
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
Federal Reserve System / Division of Research and Statistics
Society for Computational Economics - SCE
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
Erasmus Research Institute of Management
20
Chambre de commerce et d'industrie de Paris
19
National Centre of Competence in Research North South <Bern>
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
Finance and economics discussion series
19
Econometric Institute Research Papers
15
Computing in Economics and Finance 2002
5
Computing in Economics and Finance 2004
5
Computing in Economics and Finance 2003
3
Computing in Economics and Finance 2005
2
Computing in Economics and Finance 2006
2
Computing in Economics and Finance 2001
1
Modeling, Computing, and Mastering Complexity 2003
1
more ...
less ...
Source
All
RePEc
116
ECONIS (ZBW)
19
Showing
1
-
10
of
135
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What's good for GM... ? : Using auto industry stock returns to forecast business cycles and test the Q-theory of investment
Duffee, Greg
-
1996
Persistent link: https://www.econbiz.de/10000952883
Saved in:
2
Earnings forecasts and the predictability of stock returns : evidence from trading the S & P
Lander, Joel
-
1997
Persistent link: https://www.econbiz.de/10000956693
Saved in:
3
Forecasting long- and short-horizon stock returns in a unified framework
Zhou, Chunsheng
-
1996
Persistent link: https://www.econbiz.de/10000931475
Saved in:
4
Stock market fluctuations and the term structure
Zhou, Chunsheng
-
1996
Persistent link: https://www.econbiz.de/10000930617
Saved in:
5
Consumption and asset prices with recursive preferences
Fisher, Mark
-
1998
Persistent link: https://www.econbiz.de/10000995876
Saved in:
6
Equilibrium price with institutional investors and with naive traders
Dupont, Dominique
-
1998
Persistent link: https://www.econbiz.de/10000987297
Saved in:
7
Estimating the price of default risk
Duffee, Greg
-
1996
Persistent link: https://www.econbiz.de/10000946480
Saved in:
8
Measuring the social return to R&D
Jones, Charles I.
-
1997
Persistent link: https://www.econbiz.de/10000961486
Saved in:
9
Diversification and risk in banking : evidence from ex post returns
MacAllister, Patrick H.
;
McManus, Douglas A.
-
1992
Persistent link: https://www.econbiz.de/10000962419
Saved in:
10
Changes in REIT liquidity 1990 - 94 : evidence from intra-day transactions
Bhasin, Vijay K.
;
Cole, Rebel A.
;
Kiely, Joseph K.
-
1996
Persistent link: https://www.econbiz.de/10000945592
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...
//-->