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Journal of banking & finance
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ECONIS (ZBW)
550
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1
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550
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1
Cross-commodity news transmission and
volatility
spillovers in the German energy markets
Green, Rikard
;
Larsson, Karl
;
Lunina, Veronika
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 231-243
Persistent link: https://www.econbiz.de/10011966754
Saved in:
2
Forecasting
volatility
of the US oil market
Haugom, Erik
;
Langeland, Henrik
;
Molnár, Peter
; …
- In:
Journal of banking & finance
47
(
2014
),
pp. 1-14
Persistent link: https://www.econbiz.de/10010506517
Saved in:
3
Cross-asset time-series momentum : crude oil
volatility
and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
4
Multivariate term structure models with level and
heteroskedasticity
effects
Christiansen, Charlotte
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10002628401
Saved in:
5
The cross-sectional relation between conditional
heteroskedasticity
, the implied
volatility
smile, and the variance risk premium
Ederington, Louis H.
;
Guan, Wei
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3388-3400
Persistent link: https://www.econbiz.de/10010126417
Saved in:
6
Computing the market price of
volatility
risk in the energy commodity markets
Doran, James S.
;
Ronn, Ehud I.
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2541-2552
Persistent link: https://www.econbiz.de/10003795774
Saved in:
7
Stock market
volatility
: Identifying major drivers and the nature of their impact
Mittnik, Stefan
;
Robinzonov, Nikolay
;
Spindler, Martin
- In:
Journal of banking & finance
58
(
2015
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011543844
Saved in:
8
Do negative and positive equity returns share the same
volatility
dynamics?
Palandri, Alessandro
- In:
Journal of banking & finance
58
(
2015
),
pp. 486-505
Persistent link: https://www.econbiz.de/10011544048
Saved in:
9
Modeling interest rate
volatility
: a Realized GARCH approach
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Journal of banking & finance
61
(
2015
),
pp. 158-171
Persistent link: https://www.econbiz.de/10011545170
Saved in:
10
Time-varying international stock market interaction and the identification of
volatility
signals
Strohsal, Till
;
Weber, Enzo
- In:
Journal of banking & finance
56
(
2015
),
pp. 28-36
Persistent link: https://www.econbiz.de/10011488567
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