Similar Search Results - EconBiz

Mitigating volatile US gasoline prices and internalizing external costs : a win-win fuel portfolio

Zhang, Zibin; Lohr, Luanne; Escalante, Cesar L.; … - In: American journal of agricultural economics 90 (2008) 5, pp. 1218-1225

Persistent link: https://www.econbiz.de/10003783037

Interpreting the great moderation : changes in the volatility of economic activity at the macro and micro levels

Davis, Steven J. (contributor); Kahn, James A. (contributor) - 2008

We review evidence on the Great Moderation together with evidence about volatility trends at the micro level to develop a potential explanation for the decline in aggregate volatility since the 1980s and its consequences. The key elements are declines in firm-level volatility and aggregate...

Persistent link: https://www.econbiz.de/10003781571

Volatility accounting : a production perspective on increased economic stability

Stiroh, Kevin J. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003314976

Two-sided markets and intertemporal trade clustering : insights into trading motives

Sarkar, Asani (contributor); Schwartz, Robert A. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003314980

Three decades of financial sector risk

Houston, Joel F. (contributor); Stiroh, Kevin J. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003315005

The economic consequences of increased disclosure : evidence from international cross-listings

Bailey, Warren; Karolyi, G. Andrew; Salva, Carolina - In: Journal of financial economics 81 (2006) 1, pp. 175-213

Persistent link: https://www.econbiz.de/10003340778

Conditional volatility in affine term-structure models : evidence from Treasury and swap markets

Jacobs, Kris; Karoui, Lotfi - In: Journal of financial economics 91 (2009) 3, pp. 288-318

Persistent link: https://www.econbiz.de/10003833577

Option markets and implied volatility : past versus present

Mixon, Scott - In: Journal of financial economics 94 (2009) 2, pp. 171-191

Persistent link: https://www.econbiz.de/10003906341

Cross-section of option returns and volatility

Goyal, Amit; Saretto, Alessio - In: Journal of financial economics 94 (2009) 2, pp. 310-326

Persistent link: https://www.econbiz.de/10003906353

Maximum likelihood estimation of stochastic volatility models

Aït-Sahalia, Yacine; Kimmel, Robert - In: Journal of financial economics 83 (2007) 2, pp. 413-452

Persistent link: https://www.econbiz.de/10003425468

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