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~isPartOf:"Journal of financial economics"
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Volatility
184
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96
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79
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Bakshi, Gurdip S.
8
Jacobs, Kris
7
Christoffersen, Peter F.
6
Bollerslev, Tim
5
Aït-Sahalia, Yacine
4
Carr, Peter
4
Chan, Kalok
4
Della Corte, Pasquale
4
Longstaff, Francis A.
4
Ornthanalai, Chayawat
4
Sarno, Lucio
4
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4
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3
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Newton, David P.
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Journal of financial economics
NBER working paper series
1,087
Working paper / National Bureau of Economic Research, Inc.
1,004
The journal of futures markets
971
NBER Working Paper
923
Energy economics
763
Finance research letters
746
Journal of banking & finance
699
Journal of international money and finance
672
International journal of theoretical and applied finance
630
Applied economics
625
IMF Working Papers
574
International review of economics & finance : IREF
546
International review of financial analysis
543
Discussion paper / Centre for Economic Policy Research
530
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500
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448
The North American journal of economics and finance : a journal of financial economics studies
441
IMF working papers
440
Applied financial economics
427
Economics letters
414
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398
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376
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369
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335
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331
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329
Mathematical finance : an international journal of mathematics, statistics and financial theory
321
Research in international business and finance
318
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308
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298
The journal of derivatives : the official publication of the International Association of Financial Engineers
295
Journal of economic dynamics & control
294
CESifo working papers
292
The European journal of finance
292
Discussion paper / Tinbergen Institute
279
The journal of computational finance
279
Finance and stochastics
276
Journal of risk and financial management : JRFM
273
The journal of finance : the journal of the American Finance Association
268
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ECONIS (ZBW)
321
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1
Spot and forward
volatility
in foreign exchange
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of financial economics
100
(
2011
)
3
,
pp. 496-513
Persistent link: https://www.econbiz.de/10009242107
Saved in:
2
The cross-section of currency
volatility
premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
3
Volatility
and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
4
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
Saved in:
5
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
6
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
7
Credit migration and covered interest rate parity
Liao, Gordon Y.
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 504-525
Persistent link: https://www.econbiz.de/10012653083
Saved in:
8
Variance risk premiums and the forward premium puzzle
Londono, Juan M.
;
Zhou, Hao
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 415-440
Persistent link: https://www.econbiz.de/10011751455
Saved in:
9
The missing risk premium in exchange rates
Dahlquist, Magnus
;
Pénasse, Julien
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 697-715
Persistent link: https://www.econbiz.de/10013401721
Saved in:
10
Price-setting in the foreign exchange swap market : evidence from order flow
Syrstad, Olav
;
Viswanath-Natraj, Ganesh
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013482168
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