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Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena; Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010440191
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Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten - 2001
Persistent link: https://www.econbiz.de/10013423320
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Greek closed-end fund premia : differences and similarities with US premia and their implications
Hardouvelis, Gikas A.; Tsiritakis, Emmanuel D. - 1996
Persistent link: https://www.econbiz.de/10000940135
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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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Bank credit tightening, debt market frictions and corporate yield spread
Massa, Massimo; Zhang, Lei - 2015
Persistent link: https://www.econbiz.de/10010533079
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Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2017
Persistent link: https://www.econbiz.de/10011739466
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Firm volatility in granual networks
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - 2017
Persistent link: https://www.econbiz.de/10011739882
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Revealing downturns
Schmalz, Martin C.; Zhuk, Sergey - 2018
Persistent link: https://www.econbiz.de/10011860622
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Monetary policy and asset valuation
Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2018
Persistent link: https://www.econbiz.de/10011862029
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The origins of stock market fluctuations
Greenwald, Daniel L.; Lettau, Martin; Ludvigson, Sydney C. - 2015
Persistent link: https://www.econbiz.de/10010482972