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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"The American economic review"
~subject:"Volatility"
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Volatility
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Journal of banking & finance
Journal of financial economics
The American economic review
Working paper / National Bureau of Economic Research, Inc.
175
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128
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81
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68
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58
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27
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25
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ECONIS (ZBW)
119
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1
Sovereign risk and the impact of crisis : evidence from Latin America
Batten, Jonathan A.
;
Gannon, Gerard L.
;
Thuraisamy, …
- In:
Journal of banking & finance
77
(
2017
),
pp. 328-350
Persistent link: https://www.econbiz.de/10011814792
Saved in:
2
Poverty volatility and macroeconomic quiescence
Jefferson, Philip Nathan
- In:
The American economic review
98
(
2008
)
2
,
pp. 392-397
Persistent link: https://www.econbiz.de/10003730370
Saved in:
3
Pass-through in retail and wholesale
Nakamura, Emi
- In:
The American economic review
98
(
2008
)
2
,
pp. 430-437
Persistent link: https://www.econbiz.de/10003730415
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4
Overnight information and stochastic volatility : a study of European and US stock exchanges
Tsiakas, Ilias
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 251-268
Persistent link: https://www.econbiz.de/10003647204
Saved in:
5
Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices
Konstantinidi, Eirini
;
Skiadopoulos, George
; …
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
Saved in:
6
A behavioral explanation for the negative asymmetric return-volatility relation
Hibbert, Ann Marie
;
Daigler, Robert T.
;
Dupoyet, Brice
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2254-2266
Persistent link: https://www.econbiz.de/10003778723
Saved in:
7
Realized volatility and transactions
Chan, Choon Chat
;
Fong, Wai-mun
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 2063-2085
Persistent link: https://www.econbiz.de/10003339522
Saved in:
8
The economic consequences of increased disclosure : evidence from international cross-listings
Bailey, Warren
;
Karolyi, G. Andrew
;
Salva, Carolina
- In:
Journal of financial economics
81
(
2006
)
1
,
pp. 175-213
Persistent link: https://www.econbiz.de/10003340778
Saved in:
9
Time and dynamic volume-volatility relation
Xu, Xiaoqing Eleanor
;
Chen, Peter
;
Wu, Chunchi
- In:
Journal of banking & finance
30
(
2006
)
5
,
pp. 1535-1558
Persistent link: https://www.econbiz.de/10003319376
Saved in:
10
Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
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