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~isPartOf:"Applied financial economics"
~isPartOf:"Lloyd's Bank review"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~subject:"Volatilität"
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Volatilität
Großbritannien
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McMillan, David G.
6
Speight, Alan E. H.
5
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2
Chelley-Steeley, Patricia L.
2
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2
Bunn, Philip
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Applied financial economics
Lloyd's Bank review
The economic journal : the journal of the Royal Economic Society
Working papers / Bank of England
16
International review of financial analysis
15
The journal of futures markets
15
Journal of international financial markets, institutions & money
14
The European journal of finance
14
Applied economics
11
International review of economics & finance : IREF
10
Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
9
CESifo working papers
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Discussion paper / Tinbergen Institute
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Finance research letters
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International journal of finance & economics : IJFE
7
Journal of international money and finance
7
The journal of real estate finance and economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
CESifo Working Paper
6
Discussion paper series / IZA
6
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The North American journal of economics and finance : a journal of financial economics studies
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Forecasting volatility in the financial markets
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ECONIS (ZBW)
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1
Spreads, information flows and transparency across trading systems
Kofman, Paul
- In:
Applied financial economics
7
(
1997
)
3
,
pp. 281-294
Persistent link: https://www.econbiz.de/10001227553
Saved in:
2
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:
3
Volatility spillovers across equity markets : European evidence
Kanas, Angelos
- In:
Applied financial economics
8
(
1998
)
3
,
pp. 245-256
Persistent link: https://www.econbiz.de/10001244168
Saved in:
4
Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 599-607
Persistent link: https://www.econbiz.de/10001770840
Saved in:
5
Money market operations and short-term interest rate volatility in the United Kingdom
Wetherilt, Anne Vila
- In:
Applied financial economics
13
(
2003
)
10
,
pp. 701-719
Persistent link: https://www.econbiz.de/10001777210
Saved in:
6
The intraday relationship between volume and volatility in LIFFE futures markets
Ap Gwilym, Owain
;
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 593-604
Persistent link: https://www.econbiz.de/10001525288
Saved in:
7
Do foreign exchange risk premiums relate to the volatility in the foreign exchange and equity markets?
Jiang, Christine X.
;
Chiang, Thomas C.
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 95-104
Persistent link: https://www.econbiz.de/10001525818
Saved in:
8
Modelling the effects of regulatory discretion : Carsberg vs Spottiswoode
Robinson, Terry A.
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 117-121
Persistent link: https://www.econbiz.de/10001525824
Saved in:
9
Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001939280
Saved in:
10
The leverage effect in the UK stock market
Chelley-Steeley, Patricia L.
;
Steeley, James M.
- In:
Applied financial economics
15
(
2005
)
6
,
pp. 409-423
Persistent link: https://www.econbiz.de/10002708209
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