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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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Extreme correlation of international equity markets
Longin, Frano̧is - 2000
Persistent link: https://www.econbiz.de/10013423147
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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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Endogenous market thinness and stock price volatility
Pagano, Marco - 1986
Persistent link: https://www.econbiz.de/10000705299
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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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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
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The asymmetric relation between margin requirements and stock market volatility across bull and bear markets
Hardouvelis, Gikas A. - 1997
Persistent link: https://www.econbiz.de/10013424729
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Technological revolutions and stock prices
Pástor, Ľuboš; Veronesi, Pietro - 2006
Persistent link: https://www.econbiz.de/10003284970