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Financial structure and macroeconomic volatility : theory and evidence
Huizinga, Harry; Zhu, Dantao - 2006
Persistent link: https://www.econbiz.de/10003352989
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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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Relating output and volatility in a model of international risk-sharing with limited commitment
Reichlin, Pietro - 2006
Persistent link: https://www.econbiz.de/10003311086
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The crisis in the foreign exchange market
Melvin, Michael; Taylor, Mark P. - 2009
Persistent link: https://www.econbiz.de/10003887408
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Idiosyncratic return volatility in the cross-section of stocks
Kang, Namho; Kondor, Péter; Sadka, Ronnie - 2011
Persistent link: https://www.econbiz.de/10008989333
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Sources of risk in currency returns
Chernov, Mikhail; Graveline, Jeremy; Zviadadze, Irina - 2012
Persistent link: https://www.econbiz.de/10009502462
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Measuring economic policy uncertainty
Baker, Scott; Bloom, Nicholas; Davis, Steven J. - 2015
Persistent link: https://www.econbiz.de/10011399424
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An intertemporal CAPM with stochastic volatility
Campbell, John Y.; Giglio, Stefano; Polk, Christopher; … - 2015
Persistent link: https://www.econbiz.de/10011300980
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Factor analysis with large panels volatility proxies
Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010382083
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Shipment frequency of exporters and demand uncertainty : an inventory management approach
Békés, Gábor; Fontagné, Lionel; Muraközy, Balázs; … - 2015
Persistent link: https://www.econbiz.de/10011437412