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~isPartOf:"Applied financial economics"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of econometrics"
~isPartOf:"The American economic review"
~isPartOf:"The review of economics and statistics"
~subject:"Volatility"
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1
The time-varying volatility of macroeconomic fluctuations
Justiniano, Alejandro
;
Primiceri, Giorgio E.
- In:
The American economic review
98
(
2008
)
3
,
pp. 604-641
Persistent link: https://www.econbiz.de/10003750413
Saved in:
2
Can news about the future drive the business cycle?
Jaimovich, Nir
;
Rebelo, Sérgio
- In:
The American economic review
99
(
2009
)
4
,
pp. 1097-1118
Persistent link: https://www.econbiz.de/10003896617
Saved in:
3
Technological diversification
Koren, Miklós
;
Tenreyro, Silvana
- In:
The American economic review
103
(
2013
)
1
,
pp. 378-414
Persistent link: https://www.econbiz.de/10009716385
Saved in:
4
Interbank payments and the daily federal funds rate
Furfine, Craig H.
-
1998
Persistent link: https://www.econbiz.de/10000990237
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5
Transaction costs and price volatility : evidence from commission deregulation
Jones, Charles M.
- In:
The American economic review
87
(
1997
)
4
,
pp. 728-737
Persistent link: https://www.econbiz.de/10001226847
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6
Stock return volatility and information : an empirical analysis of Pacific Rim, UK and US equity markets
Fraser, Patricia
- In:
Applied financial economics
7
(
1997
)
3
,
pp. 241-253
Persistent link: https://www.econbiz.de/10001227557
Saved in:
7
Estimating skewness persistence in market returns
Sengupta, Jati K.
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 549-558
Persistent link: https://www.econbiz.de/10001229832
Saved in:
8
Deterministic versus stochastic volatility : implications for option pricing models
Brockman, Paul
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 498-505
Persistent link: https://www.econbiz.de/10001229837
Saved in:
9
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
10
Irreversible investments and volatile markets : a study of the chemical processing industry
Bell, Gregory K.
- In:
The review of economics and statistics
79
(
1997
)
1
,
pp. 79-87
Persistent link: https://www.econbiz.de/10001215961
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