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~isPartOf:"Journal of banking & finance"
~isPartOf:"National tax journal"
~isPartOf:"The review of economics and statistics"
~subject:"Volatilität"
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Volatilität
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Taylor, Stephen
3
Becker, Ralf
2
Clements, Adam
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Darrat, Ali F.
2
Dijk, Dick van
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Driessen, Joost
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Lee, Bong-soo
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Pham, Peter Kien
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1
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Journal of banking & finance
National tax journal
The review of economics and statistics
Working paper / National Bureau of Economic Research, Inc.
174
The journal of futures markets
127
The review of financial studies
81
Discussion paper / Centre for Economic Policy Research
67
The journal of finance : the journal of the American Finance Association
58
Applied financial economics
49
Journal of financial and quantitative analysis : JFQA
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Energy economics
44
The North American journal of economics and finance : a journal of financial economics studies
42
Working paper
40
Journal of empirical finance
39
International review of financial analysis
35
Journal of financial economics
35
Applied economics
32
Finance and economics discussion series
31
International review of economics & finance : IREF
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of international financial markets, institutions & money
29
Economic modelling
28
Economics letters
27
Finance research letters
27
Journal of international money and finance
26
Journal of money, credit and banking : JMCB
26
Journal of econometrics
24
Journal of economics & business
24
The American economic review
24
Econometric Institute research papers
23
Global finance journal
23
NBER working paper series
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
Applied economics letters
21
International finance discussion papers
21
Staff reports / Federal Reserve Bank of New York
20
The journal of real estate finance and economics
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CESifo working papers
19
Discussion paper / Tinbergen Institute
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Journal of economics and finance
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ECONIS (ZBW)
90
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1
An investigation of the risk and return relation at long horizons
Harrison, Paul
;
Zhang, Harold H.
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 399-408
Persistent link: https://www.econbiz.de/10001406149
Saved in:
2
Discount rate changes, stock market returns, volatility, and trading volume : evidence from intraday data and implications for market efficiency
Chen, Carl R.
;
Mohan, Nancy J.
;
Steiner, Thomas L.
- In:
Journal of banking & finance
23
(
1999
)
6
,
pp. 897-924
Persistent link: https://www.econbiz.de/10001379087
Saved in:
3
Inflation and the distribution of price changes
Bryan, Michael F.
;
Cecchetti, Stephen G.
- In:
The review of economics and statistics
81
(
1999
)
2
,
pp. 188-196
Persistent link: https://www.econbiz.de/10001379736
Saved in:
4
Volatility, information, and double versus walrasian auction pricing in US and Japanese futures markets
Dhillon, Upinder S.
- In:
Journal of banking & finance
21
(
1997
)
7
,
pp. 1045-1061
Persistent link: https://www.econbiz.de/10001226785
Saved in:
5
Stochastic volatility, movements in short term interest rates, and bond option values
Vetzal, Kenneth R.
- In:
Journal of banking & finance
21
(
1997
)
2
,
pp. 169-196
Persistent link: https://www.econbiz.de/10001213042
Saved in:
6
Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, Xinzhong
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 803-821
Persistent link: https://www.econbiz.de/10001185510
Saved in:
7
Economic news and equity market linkages between the US and UK
Becker, Kent Gregory
- In:
Journal of banking & finance
19
(
1995
)
7
,
pp. 1191-1210
Persistent link: https://www.econbiz.de/10001189245
Saved in:
8
How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat
- In:
Journal of banking & finance
22
(
1998
)
5
,
pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
Saved in:
9
US day-of-the-week effects and asymmetric responses to macroeconomic news
Chang, Eric Chieh
- In:
Journal of banking & finance
22
(
1998
)
5
,
pp. 513-534
Persistent link: https://www.econbiz.de/10001243311
Saved in:
10
Irreversible investments and volatile markets : a study of the chemical processing industry
Bell, Gregory K.
- In:
The review of economics and statistics
79
(
1997
)
1
,
pp. 79-87
Persistent link: https://www.econbiz.de/10001215961
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