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Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane; Guérin, Pierre; Kilian, Lutz - 2013
Persistent link: https://www.econbiz.de/10010243731
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The impact of oil price shocks on the US stock market
Kilian, Lutz; Park, Cheolbeom - 2007
Persistent link: https://www.econbiz.de/10003443860
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The economic effects of energy price shocks
Kilian, Lutz - 2007
Persistent link: https://www.econbiz.de/10003593216
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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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Risk, uncertainty and monetary policy
Bekaert, Geert; Hoerova, Marie; Lo Duca, Marco - 2010
Persistent link: https://www.econbiz.de/10008807668
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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
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Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George; Viceira, Luis M. - 2005
Persistent link: https://www.econbiz.de/10002648034
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Why was stock market volatility so high during the great depression? Evidence from 10 countries during the interwar period
Voth, Hans-Joachim - 2002
Persistent link: https://www.econbiz.de/10001657543
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Market stress and herding
Hwang, Soosung; Salmon, Mark H. - 2004
Persistent link: https://www.econbiz.de/10002045646
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Expected returns and expected dividend growth
Lettau, Martin - 2002
Persistent link: https://www.econbiz.de/10013424108