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Covered interest arbitrage and market turbulence : an empiric. analysis
Taylor, Mark P. - 1988
Persistent link: https://www.econbiz.de/10000747918
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Endogenous market thinness and stock price volatility
Pagano, Marco - 1986
Persistent link: https://www.econbiz.de/10000705299
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On the sources of the great moderation
Galí, Jordi; Gambetti, Luca - 2008
Persistent link: https://www.econbiz.de/10003640683
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Overnight information and stochastic volatility : a study of European and US stock exchanges
Tsiakas, Ilias - In: Journal of banking & finance 32 (2008) 2, pp. 251-268
Persistent link: https://www.econbiz.de/10003647204
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Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices
Konstantinidi, Eirini; Skiadopoulos, George; … - In: Journal of banking & finance 32 (2008) 11, pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
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A behavioral explanation for the negative asymmetric return-volatility relation
Hibbert, Ann Marie; Daigler, Robert T.; Dupoyet, Brice - In: Journal of banking & finance 32 (2008) 10, pp. 2254-2266
Persistent link: https://www.econbiz.de/10003778723
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Financial innovations and macroeconomic volatility
Jermann, Urban J.; Quadrini, Vincenzo - 2006
Persistent link: https://www.econbiz.de/10003353008
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Technological revolutions and stock prices
Pástor, Ľuboš; Veronesi, Pietro - 2006
Persistent link: https://www.econbiz.de/10003284970
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Realized volatility and transactions
Chan, Choon Chat; Fong, Wai-mun - In: Journal of banking & finance 30 (2006) 7, pp. 2063-2085
Persistent link: https://www.econbiz.de/10003339522
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Time and dynamic volume-volatility relation
Xu, Xiaoqing Eleanor; Chen, Peter; Wu, Chunchi - In: Journal of banking & finance 30 (2006) 5, pp. 1535-1558
Persistent link: https://www.econbiz.de/10003319376