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Central bank communication and the yield curve
Leombroni, Matteo; Vedolin, Andrea; Venter, Gyuri; … - In: Journal of financial economics 141 (2021) 3, pp. 860-880
Persistent link: https://www.econbiz.de/10012873067
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Real-time price discovery via verbal communication : method and application to Fedspeak
Cram, Roberto Gómez; Grotteria, Marco - In: Journal of financial economics 143 (2022) 3, pp. 993-1025
Persistent link: https://www.econbiz.de/10013401857
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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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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
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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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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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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