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Continuous wavelet analysis of Chinese renminbi : co-movement and lead-lag relationship between onshore and offshore exchange rates
Xu, Lei; Hamori, Shigeyuki; Kinkyō, Takuji - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012821307
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Stock returns, implied volatility innovations, and the asymmetric volatility phenomenon
Dennis, Patrick; Mayhew, Stewart; Stivers, Christopher T. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 381-406
Persistent link: https://www.econbiz.de/10003331899
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On the informational efficiency of S&P500 implied volatility
Becker, Ralf; Clements, Adam; White, Scott I. - In: The North American journal of economics and finance : a … 17 (2006) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10003334337
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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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The information content of idiosyncratic volatility
Jiang, George J.; Xu, Danielle; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003854340
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Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui; Savickas, Robert; Wang, Zijun; Yang, Jian - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
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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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Forecasting volatility using long memory and comovements : an application to option valuation under SFAS 123R
Jiang, George J.; Tian, Yisong Sam - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 503-533
Persistent link: https://www.econbiz.de/10003990715
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Do market timing hedge funds time the market?
Chen, Yong; Liang, Bing - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 827-856
Persistent link: https://www.econbiz.de/10003586786