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Testing for rate dependence and asymmetry in inflation uncertainty : evidence from the G7 economies
Henry, Ólan Thomas John; Olekalns, Nilss; Suardi, Sandy - In: Economics letters 94 (2007) 3, pp. 383-388
Persistent link: https://www.econbiz.de/10003436860
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Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market
Li, Xiaoming; Zhang, Bing; Gao, Ruzhao - In: Economics letters 132 (2015), pp. 91-96
Persistent link: https://www.econbiz.de/10011431392
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International economic policy uncertainty and stock prices : wavelet approach
Ko, Jun-Hyung; Lee, Chang-Min - In: Economics letters 134 (2015), pp. 118-122
Persistent link: https://www.econbiz.de/10011432368
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Firm-specific risk and IPO market cycles
Beaulieu, Marie-Claude; Bouden, Habiba Mrissa - In: Applied economics 47 (2015) 49/51, pp. 5354-5377
Persistent link: https://www.econbiz.de/10011341815
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Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
Antonakakis, Nikolaos; Chatziantoniou, Ioannis; Filis, … - In: Economics letters 120 (2013) 1, pp. 87-92
Persistent link: https://www.econbiz.de/10009760454
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Market volatility and the dynamic hedging of multi-commodity price risk
Power, Gabriel J.; Vedenov, Dmitry V.; Anderson, David P.; … - In: Applied economics 45 (2013) 25/27, pp. 3891-3903
Persistent link: https://www.econbiz.de/10010345840
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Arbitrage asymmetry and the idiosyncratic volatility puzzle
Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: The journal of finance : the journal of the American … 70 (2015) 5, pp. 1903-1948
Persistent link: https://www.econbiz.de/10011408672
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Do market prices aggregate information about macroeconomic uncertainty (or risk)?
Cover, James Peery; Lee, Hye-Jin - In: Applied economics 47 (2015) 40/42, pp. 4511-4534
Persistent link: https://www.econbiz.de/10011295329
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Equilibrium analysis of portfolio insurance
Grossman, Sanford J. - In: The journal of finance : the journal of the American … 51 (1996) 4, pp. 1379-1403
Persistent link: https://www.econbiz.de/10001209029
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Social states of belief and the determinants of the equity risk premium in a rational belief equilibrium
Kurz, Mordecai - 1997
Persistent link: https://www.econbiz.de/10000974019