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Interest rate volatility, the yield curve, and the macroeconomy
Joslin, Scott; Konchitchki, Yaniv - In: Journal of financial economics 128 (2018) 2, pp. 344-362
Persistent link: https://www.econbiz.de/10011971071
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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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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.; Santa-Clara, Pedro - In: Journal of financial economics 63 (2002) 2, pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
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The jump-risk premia implicit in options : evidence from an integrated time-series study
Pan, Jun - In: Journal of financial economics 63 (2002) 1, pp. 3-50
Persistent link: https://www.econbiz.de/10001634368
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The economic value of volatility timing using "realized" volatility
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: Journal of financial economics 67 (2003) 3, pp. 473-509
Persistent link: https://www.econbiz.de/10001739263
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Comovement revisited
Chen, Honghui; Singal, Vijay; Whitelaw, Robert F. - In: Journal of financial economics 121 (2016) 3, pp. 624-644
Persistent link: https://www.econbiz.de/10011590868
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News related to future GDP growth as a risk factor in equity returns
Vassalou, Maria - In: Journal of financial economics 68 (2003) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10001746502
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Disagreement about inflation and the yield curve
Ehling, Paul; Gallmeyer, Michael F.; Heyerdahl-Larsen, … - In: Journal of financial economics 127 (2018) 3, pp. 459-484
Persistent link: https://www.econbiz.de/10011968936
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Have financial markets become more informative?
Bai, Jennie; Philippon, Thomas; Savov, Alexi - In: Journal of financial economics 122 (2016) 3, pp. 625-654
Persistent link: https://www.econbiz.de/10011591158
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Premium for heightened uncertainty : explaining pre-announcement market returns
Hu, Grace Xing; Pan, Jun; Wang, Jiang; Zhu, Haoxiang - In: Journal of financial economics 145 (2022) 3, pp. 909-936
Persistent link: https://www.econbiz.de/10013475443