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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:"Volatility"
~subject:"Zinsstruktur"
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Volatility
Zinsstruktur
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Bouri, Elie
5
Gupta, Rangan
5
Prokopczuk, Marcel
5
Malik, Farooq
4
Smith, Stanley D.
4
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4
Wese Simen, Chardin
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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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.
323
Energy economics
236
International review of economics & finance : IREF
216
Finance research letters
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The journal of futures markets
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International review of financial analysis
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168
NBER working paper series
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131
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Journal of international money and finance
128
Journal of international financial markets, institutions & money
113
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109
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105
The journal of finance : the journal of the American Finance Association
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Research in international business and finance
102
CESifo working papers
97
Finance and economics discussion series
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
Pacific-Basin finance journal
86
Discussion paper / Tinbergen Institute
85
Journal of financial and quantitative analysis : JFQA
81
Journal of money, credit and banking : JMCB
81
International journal of finance & economics : IJFE
72
Journal of risk and financial management : JRFM
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
67
International journal of forecasting
66
Emerging markets, finance and trade : EMFT
65
Journal of economic dynamics & control
62
The European journal of 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
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:
3
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:
4
A note on the expectations hypothesis at the founding of the Fed
Kool, Clemens
;
Thornton, Daniel L.
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 3055-3068
Persistent link: https://www.econbiz.de/10002410748
Saved in:
5
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:
6
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:
7
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:
8
High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie
;
McGill, James A.
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
Saved in:
9
The impacts of index options on the underlying stocks : the case of the S&P 100
Liu, Shinhua
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 1034-1046
Persistent link: https://www.econbiz.de/10003873836
Saved in:
10
The Federal funds market and the overnight Eurodollar market
Lee-Scheller, Young-Sook
- In:
Journal of banking & finance
27
(
2003
)
4
,
pp. 749-771
Persistent link: https://www.econbiz.de/10001745426
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