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~isPartOf:"Journal of banking & finance"
~person:"Driessen, Joost"
~person:"Ning, Cathy Q."
~subject:"Capital market returns"
~subject:"Kapitalmarktrendite"
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Driessen, Joost
Ning, Cathy Q.
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Journal of banking & finance
Working papers / Ryerson University, Department of Economics
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Is
volatility
clustering of asset returns asymmetric?
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
Journal of banking & finance
52
(
2015
),
pp. 62-76
Persistent link: https://www.econbiz.de/10011377303
Saved in:
2
Does interest rate exposure explain the low-
volatility
anomaly?
Driessen, Joost
;
Kuiper, Ivo Theodorus Jacqueline
; …
- In:
Journal of banking & finance
103
(
2019
),
pp. 51-61
Persistent link: https://www.econbiz.de/10012163771
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