//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Has stock market volatility in...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
184
Volatilität
184
Financial crisis
149
Finanzkrise
147
Capital income
128
Kapitaleinkommen
128
Börsenkurs
117
Share price
117
Aktienmarkt
114
Stock market
114
Theorie
109
Theory
109
USA
76
United States
76
Estimation
64
Schätzung
64
CAPM
57
Risikoprämie
57
Risk premium
57
Portfolio selection
48
Portfolio-Management
48
Liquidity
44
Anlageverhalten
42
Behavioural finance
42
Risk
42
Risiko
41
Welt
41
World
41
Liquidität
33
Bankenkrise
32
Banking crisis
32
Financial market
30
Finanzmarkt
30
Forecasting model
27
Option pricing theory
27
Optionspreistheorie
27
Prognoseverfahren
27
Bank lending
21
Business cycle
21
Credit risk
21
more ...
less ...
Online availability
All
Undetermined
204
Type of publication
All
Article
423
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
424
Aufsatz in Zeitschrift
424
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
424
Author
All
Stulz, René M.
6
Acharya, Viral V.
5
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Jacobs, Kris
5
Longstaff, Francis A.
5
Shleifer, Andrei
5
Bae, Kee-hong
4
Greenwood, Robin
4
Harvey, Campbell R.
4
O'Hara, Maureen
4
Strahan, Philip E.
4
Todorov, Viktor
4
Ang, Andrew
3
Aragon, George O.
3
Aït-Sahalia, Yacine
3
Bali, Turan G.
3
Bekaert, Geert
3
Chan, Kalok
3
Collin-Dufresne, Pierre
3
Della Corte, Pasquale
3
Demirgüç-Kunt, Asli
3
Di Maggio, Marco
3
Dinç, Serdar
3
Duchin, Ran
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Griffin, John M.
3
Huizinga, Harry
3
Johnson, Tim
3
Jones, Charles M.
3
Kapadia, Nishad
3
Kashyap, Anil K.
3
Kruger, Samuel
3
Laeven, Luc
3
Leippold, Markus
3
Li, Sophia Zhengzi
3
Liu, Jun
3
Liu, Xuewen
3
Loutskina, Elena
3
more ...
less ...
Published in...
All
Journal of financial economics
NBER working paper series
1,574
Working paper / National Bureau of Economic Research, Inc.
1,433
NBER Working Paper
1,303
Finance research letters
1,213
Journal of banking & finance
1,027
International review of financial analysis
921
Applied economics
842
IMF working papers
799
Energy economics
786
Economic modelling
733
Discussion paper / Centre for Economic Policy Research
719
International review of economics & finance : IREF
712
Research in international business and finance
659
Applied economics letters
641
MPRA Paper
631
Journal of international money and finance
630
Journal of international financial markets, institutions & money
626
Working paper
614
Applied financial economics
601
IMF Working Papers
596
The North American journal of economics and finance : a journal of financial economics studies
575
Pacific-Basin finance journal
573
Economics letters
491
Journal of empirical finance
468
CESifo working papers
446
The journal of futures markets
426
Journal of econometrics
421
International journal of economics and financial issues : IJEFI
409
International journal of economics and finance
402
Journal of financial stability
394
Journal of risk and financial management : JRFM
382
IMF working paper
380
ECB Working Paper
366
The European journal of finance
364
Working paper series / European Central Bank
364
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
355
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
344
Discussion paper / Tinbergen Institute
336
Discussion papers / CEPR
335
more ...
less ...
Source
All
ECONIS (ZBW)
424
Showing
1
-
10
of
424
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
"Déjà vol" : predictive regressions for aggregate stock market
volatility
using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
Saved in:
2
U.S. stock market crash risk, 1926–2010
Bates, David S.
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
Saved in:
3
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
4
Option valuation with long-run and short-run
volatility
components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
Saved in:
5
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
Saved in:
6
Can interest rate
volatility
be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
Journal of financial economics
94
(
2009
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
Saved in:
7
Idiosyncratic risk and the cross-section of expected stock returns
Fu, Fangjian
- In:
Journal of financial economics
91
(
2009
)
1
,
pp. 24-37
Persistent link: https://www.econbiz.de/10003813177
Saved in:
8
Lévy jump risk : evidence from options and returns
Ornthanalai, Chayawat
- In:
Journal of financial economics
112
(
2014
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10010375952
Saved in:
9
Asymmetric correlations of equity portfolios
Ang, Andrew
;
Chen, Joseph
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 443-494
Persistent link: https://www.econbiz.de/10001661703
Saved in:
10
The
volatility
of a firm's assets and the leverage effect
Choi, Jaewon
;
Richardson, Matthew
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 254-277
Persistent link: https://www.econbiz.de/10011590720
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->