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Inferring Volatility Dynamics...
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1
Cross-sectional anomalies and
volatility
risk in different economic and market cycles
Peltomäki, Jarkko
;
Äijö, Janne
- In:
Finance research letters
12
(
2015
),
pp. 17-22
Persistent link: https://www.econbiz.de/10011551749
Saved in:
2
Rating announcements, CDS spread and
volatility
during the European sovereign crisis
Raimbourg, Philippe
;
Salvadè, Federica
- In:
Finance research letters
40
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012818910
Saved in:
3
Higher moments, extreme returns, and cross-section of cryptocurrency returns
Jia, Yuecheng
;
Liu, Yuzheng
;
Yan, Shu
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012804999
Saved in:
4
How do sovereign credit default swap spreads behave under extreme oil price movements? : evidence from G7 and BRICS countries
Wang, Jun
;
Sun, Xiaolei
;
Li, Jianping
- In:
Finance research letters
34
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012438125
Saved in:
5
Currency jumps, Euribor-OIS spreads and the
volatility
skew : a study on the dollar-euro crash risk of 2007-2015
Wong, Alfred Y.
- In:
Finance research letters
29
(
2019
),
pp. 7-16
Persistent link: https://www.econbiz.de/10012417533
Saved in:
6
Consumption
volatility
ambiguity and risk premium's time-variation
Müller, Janis
;
Posch, Peter N.
- In:
Finance research letters
29
(
2019
),
pp. 336-339
Persistent link: https://www.econbiz.de/10012419198
Saved in:
7
The policy uncertainty and market
volatility
puzzle : evidence from wavelet analysis
Tiwari, Aviral Kumar
;
Jana, R. K.
;
Roubaud, David
- In:
Finance research letters
31
(
2019
),
pp. 278-284
Persistent link: https://www.econbiz.de/10012421584
Saved in:
8
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
9
How do bond, equity and commodity cycles interact?
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
; …
- In:
Finance research letters
21
(
2017
),
pp. 151-156
Persistent link: https://www.econbiz.de/10011807742
Saved in:
10
Performance persistence of government bond factor premia
Zaremba, Adam
- In:
Finance research letters
22
(
2017
),
pp. 182-189
Persistent link: https://www.econbiz.de/10011808138
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