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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
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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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Interpreting the great moderation : changes in the volatility of economic activity at the macro and micro levels
Davis, Steven J.; Kahn, James A. - In: The journal of economic perspectives : EP ; a journal … 22 (2008) 4, pp. 155-180
Persistent link: https://www.econbiz.de/10003810169
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Option markets and implied volatility : past versus present
Mixon, Scott - In: Journal of financial economics 94 (2009) 2, pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
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Cross-section of option returns and volatility
Goyal, Amit; Saretto, Alessio - In: Journal of financial economics 94 (2009) 2, pp. 310-326
Persistent link: https://www.econbiz.de/10003906353
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Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine; Kimmel, Robert - In: Journal of financial economics 83 (2007) 2, pp. 413-452
Persistent link: https://www.econbiz.de/10003425468
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The rising instability of US earnings
Gottschalk, Peter; Moffitt, Robert A. - In: The journal of economic perspectives : EP ; a journal … 23 (2009) 4, pp. 3-24
Persistent link: https://www.econbiz.de/10003929784
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Natural expectations and macroeconomic fluctuations
Fuster, Andreas; Laibson, David I.; Mendel, Brock - In: The journal of economic perspectives : EP ; a journal … 24 (2010) 4, pp. 67-84
Persistent link: https://www.econbiz.de/10008906886
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Pricing American options under stochastic volatility and stochastic interest rates
Medvedev, Alexey; Scaillet, Olivier - In: Journal of financial economics 98 (2010) 1, pp. 145-159
Persistent link: https://www.econbiz.de/10008702738
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Identifying the effects of a lender of last resort on financial markets : lessons from the founding of the fed
Bernstein, Asaf; Hughson, Eric; Weidenmier, Marc D. - In: Journal of financial economics 98 (2010) 1, pp. 40-53
Persistent link: https://www.econbiz.de/10008702773