//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~person:"Campbell, John Y."
~person:"Giglio, Stefano"
~person:"Mensi, Walid"
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
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
19
Volatilität
19
Börsenkurs
8
Estimation
8
Schätzung
8
Share price
8
USA
8
United States
8
Capital income
7
Kapitaleinkommen
7
Theorie
7
Theory
7
Aktienmarkt
6
Stock market
6
ARCH model
5
ARCH-Modell
5
Hedging
5
Portfolio selection
5
Portfolio-Management
5
Risiko
4
Risk
4
Spillover effect
4
Spillover-Effekt
4
Welt
4
World
4
Risikomaß
3
Risk measure
3
Ankündigungseffekt
2
Announcement effect
2
Bitcoin
2
Business cycle
2
Downside risk
2
Economic indicator
2
Edelmetall
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Konjunktur
2
Oil price
2
Option trading
2
Optionsgeschäft
2
more ...
less ...
Online availability
All
Undetermined
12
Free
6
Type of publication
All
Book / Working Paper
10
Article
9
Type of publication (narrower categories)
All
Arbeitspapier
10
Working Paper
10
Article in journal
9
Aufsatz in Zeitschrift
9
Graue Literatur
9
Non-commercial literature
9
Language
All
English
Author
All
Campbell, John Y.
Giglio, Stefano
Mensi, Walid
Aizenman, Joshua
20
Andersen, Torben
15
Diebold, Francis X.
12
Gupta, Rangan
11
Bekaert, Geert
10
Bollerslev, Tim
9
Kang, Sang Hoon
9
Aït-Sahalia, Yacine
8
Chaloupka, Frank J.
8
Edwards, Sebastian
8
Itō, Takatoshi
8
Schwert, George William
8
Glaeser, Edward L.
7
Hammoudeh, Shawkat
7
Xuan Vinh Vo
7
Zhu, Huiming
7
Caballero, Ricardo J.
6
Comin, Diego
6
Davis, Steven J.
6
Gorodnichenko, Yuriy
6
Lustig, Hanno
6
McAleer, Michael
6
Pierdzioch, Christian
6
Rose, Andrew
6
Wohar, Mark E.
6
Ang, Andrew
5
Ashenfelter, Orley
5
Bansal, Ravi
5
Bloom, Nicholas
5
Chang, Chia-Lin
5
Christiano, Lawrence J.
5
Engel, Charles
5
Engle, Robert F.
5
Fernández-Villaverde, Jesús
5
Grossman, Michael
5
Hall, Robert Ernest
5
Harvey, Campbell R.
5
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
11
NBER Working Paper
9
Energy economics
8
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
International review of economics & finance : IREF
5
Borsa Istanbul Review
3
Finance research letters
3
Financial innovation : FIN
3
Journal of financial economics
3
Discussion paper / Centre for Economic Policy Research
2
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
The journal of finance : the journal of the American Finance Association
2
Australian economic papers
1
Chicago Booth Research Paper
1
Discussion paper series / Harvard Institute of Economic Research
1
Discussion papers / CEPR
1
ERF working papers series
1
Economic modelling
1
Emerging markets review
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Fama-Miller Working Paper
1
Financial markets and asset pricing
1
International journal of emerging markets
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of investment management : JOIM
1
Journal of political economy
1
New frontiers in economics
1
Studies in economics and finance
1
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
1
The quarterly journal of economics
1
The quarterly review of economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economic studies : RES
1
The world economy : the leading journal on international economic relations
1
Yale ICF Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.
;
Hentschel, Ludger
-
1991
Persistent link: https://www.econbiz.de/10000817377
Saved in:
2
The long-run risks model and aggregate asset prices : an empirical assessment
Beeler, Jason
;
Campbell, John Y.
-
2009
Persistent link: https://www.econbiz.de/10003822202
Saved in:
3
The price of variance risk
Dew-Becker, Ian
;
Giglio, Stefano
;
Le, Anh
;
Giudice …
-
2015
Persistent link: https://www.econbiz.de/10011283179
Saved in:
4
Excess volatility : beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
Saved in:
5
Have individual stocks become more volatile? : An empirical exploration of idiosyncratic risk
Campbell, John Y.
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001456475
Saved in:
6
Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.
;
Lettau, Martin
-
1999
Persistent link: https://www.econbiz.de/10001390215
Saved in:
7
Equity volatility and corporate Bond yields
Campbell, John Y.
;
Taksler, Glen Barry
-
2002
Persistent link: https://www.econbiz.de/10001671292
Saved in:
8
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
9
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
10
Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->