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The importance of the volatility risk premium for volatility forecasting

Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of banking & finance 40 (2014), pp. 303-320

Persistent link: https://www.econbiz.de/10010402181

Variance risk in commodity markets

Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin - In: Journal of banking & finance 81 (2017), pp. 136-149

Persistent link: https://www.econbiz.de/10011816431

Jump and variance risk premia in the S&P 500

Neumann, Maximilian; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of banking & finance 69 (2016), pp. 72-83

Persistent link: https://www.econbiz.de/10011635040

Does implied volatility provide any information beyond that captured in model-based volatility forecasts?

Becker, Ralf; Clements, Adam; White, Scott I. - In: Journal of banking & finance 31 (2007) 8, pp. 2535-2549

Persistent link: https://www.econbiz.de/10003522977

The jump component of S&P 500 volatility and the VIX index

Becker, Ralf; Clements, Adam; McClelland, Andrew - In: Journal of banking & finance 33 (2009) 6, pp. 1033-1038

Persistent link: https://www.econbiz.de/10003841865

Financial sector policies and income inequality

Johansson, Anders C.; Wang, Xun - In: China economic review : an international journal 31 (2014), pp. 367-378

Persistent link: https://www.econbiz.de/10011289500

Inequality, growth and the middle-income trap in China : editorial

Johansson, Anders C.; Zhang, Xiaobo - In: China economic review : an international journal 31 (2014), pp. 365-366

Persistent link: https://www.econbiz.de/10011289502

Special section on inequality, growth and the middle-income trap in China

Johansson, Anders C. (contributor) - Conference on Inequality, Growth and the Middle-Income … - In: China economic review : an international journal 31 (2014), pp. 365-474

Persistent link: https://www.econbiz.de/10011289504