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International risk sharing is better than you think, or exchange rates are too smooth
Brandt, Michael W.; Cochrane, John H.; Santa-Clara, Pedro - In: Journal of monetary economics 53 (2006) 4, pp. 671-698
Persistent link: https://www.econbiz.de/10003333393
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Exchange rate volatility and productivity growth : the role of financial development
Aghion, Philippe; Bacchetta, Philippe; Rancière, Romain; … - In: Journal of monetary economics 56 (2009) 4, pp. 494-513
Persistent link: https://www.econbiz.de/10003850583
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Financial shocks and the US business cycle
Nolan, Charles; Thoenissen, Christoph - In: Journal of monetary economics 56 (2009) 4, pp. 596-604
Persistent link: https://www.econbiz.de/10003850608
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Shock and volatility transmission in the oil, US and Gulf equity markets
Malik, Farooq; Hammoudeh, Shawkat - In: International review of economics & finance : IREF 16 (2007) 3, pp. 357-368
Persistent link: https://www.econbiz.de/10003613150
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Multifrequency jump-diffusions : an equilibrium approach
Calvet, Laurent E.; Fisher, Adlai - In: Journal of mathematical economics 44 (2008) 2, pp. 207-226
Persistent link: https://www.econbiz.de/10003709133
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Terrorism and capital markets : the effects of the Madrid and London bomb attacks
Kollias, Chrēstos; Papadamou, Stephanos; Stagiannis, … - In: International review of economics & finance : IREF 20 (2011) 4, pp. 532-541
Persistent link: https://www.econbiz.de/10009303984
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Financial volatility forecasting by Least square support vector machine based on GARCH, EGARCH and GJR models : evidence from ASEAN stock markets
Phichhang Ou; Hengshan Wang - In: International journal of economics and finance 2 (2010) 1, pp. 51-64
Persistent link: https://www.econbiz.de/10009311102
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High-accuracy integral equation approach for pricing American options with stochastic volatility
Ma, Jingtang; Zhou, Zhiru - In: International journal of economics and finance 3 (2011) 4, pp. 193-201
Persistent link: https://www.econbiz.de/10009311485
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Volatility, financial constraints, and trade
García-Vega, María; Guariglia, Alessandra; Spaliara, … - In: International review of economics & finance : IREF 21 (2012) 1, pp. 57-76
Persistent link: https://www.econbiz.de/10009428086
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Jump volatility estimates of high frequency data and analysis based on HHT
Chen, Jiangrui; Yin, Lianqian; Hou, Sizhe; Zhang, Wei; … - In: International journal of economics and finance 7 (2015) 11, pp. 242-249
Persistent link: https://www.econbiz.de/10011401479