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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Capital income"
~subject:"Volatility"
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Capital income
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Bohl, Martin T.
6
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2
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2
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China economic review : an international journal
Journal of banking & finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Working paper / National Bureau of Economic Research, Inc.
490
Finance research letters
326
The journal of finance : the journal of the American Finance Association
306
International review of financial analysis
289
International review of economics & finance : IREF
288
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Applied economics
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Journal of econometrics
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Economics letters
136
The European journal of finance
121
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CESifo working papers
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The journal of real estate finance and economics
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Finance and economics discussion series
98
International journal of finance & economics : IJFE
93
Journal of risk and financial management : JRFM
91
Emerging markets, finance and trade : EMFT
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Global finance journal
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Journal of economics and finance
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ECONIS (ZBW)
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1
Stochastic volatility, movements in short term interest rates, and bond option values
Vetzal, Kenneth R.
- In:
Journal of banking & finance
21
(
1997
)
2
,
pp. 169-196
Persistent link: https://www.econbiz.de/10001213042
Saved in:
2
Modelling mean reversion of asset prices towards their fundamental value
Chiang, Raymond
- In:
Journal of banking & finance
19
(
1995
)
8
,
pp. 1327-1340
Persistent link: https://www.econbiz.de/10001191467
Saved in:
3
How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat
- In:
Journal of banking & finance
22
(
1998
)
5
,
pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
Saved in:
4
The performance of US equity mutual funds
Babalos, Vassilios
;
Mamatzakis, Emmanuel C.
;
Matousek, Roman
- In:
Journal of banking & finance
52
(
2015
),
pp. 217-229
Persistent link: https://www.econbiz.de/10011377662
Saved in:
5
U.S. stock markets and the role of real interest rates
Huang, Wanling
;
Mollick, André Varella
;
Nguyen Khoa Huu
- In:
The quarterly review of economics and finance : journal …
59
(
2016
),
pp. 231-242
Persistent link: https://www.econbiz.de/10011627292
Saved in:
6
The case for herding is stronger than you think
Bohl, Martin T.
;
Branger, Nicole
;
Trede, Mark
- In:
Journal of banking & finance
85
(
2017
),
pp. 30-40
Persistent link: https://www.econbiz.de/10011816847
Saved in:
7
Pre-announcement effects, news effects, and volatility : monetary policy and the stock market
Bomfim, Antúlio N.
- In:
Journal of banking & finance
27
(
2003
)
1
,
pp. 133-151
Persistent link: https://www.econbiz.de/10001721759
Saved in:
8
Model risk and option hedging
Giannetti, Antoine
;
Clark, John M.
;
Anderson, Randy I.
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
,
pp. 659-677
Persistent link: https://www.econbiz.de/10002468179
Saved in:
9
The impact of FX central bank intervention in a noise trading framework
Beine, Michel
;
De Grauwe, Paul
;
Grimaldi, Marianna
- In:
Journal of banking & finance
33
(
2009
)
7
,
pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
Saved in:
10
Causality in quantiles and dynamic stock returnvolume relations
Chuang, Chia-chang
;
Kuan, Chung-ming
;
Lin, Hsin-yi
- In:
Journal of banking & finance
33
(
2009
)
7
,
pp. 1351-1360
Persistent link: https://www.econbiz.de/10003842309
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