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Stochastic volatilities and correlations of bond yields
Han, Bing - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1491-1524
Persistent link: https://www.econbiz.de/10003477383
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Linear-rational term structure models
Filipović, Damir; Larsson, Martin; Trolle, Anders B. - In: The journal of finance : the journal of the American … 72 (2017) 2, pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
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Corporate yield spreads : default tisk or liquidity? : New evidence from the credit default swap market
Longstaff, Francis A.; Mithal, Sanjay; Neiss, Eric - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2213-2254
Persistent link: https://www.econbiz.de/10003159306
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Stock returns and volatility : pricing the short-run and long-run components of market risk
Adrian, Tobias; Rosenberg, Joshua V. - In: The journal of finance : the journal of the American … 63 (2008) 6, pp. 2997-3030
Persistent link: https://www.econbiz.de/10003823154
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A nonlinear factor analysis of S&P 500 Index option returns
Jones, Christopher S. - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2325-2363
Persistent link: https://www.econbiz.de/10003378710
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The cross-section of volatility and expected returns
Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, … - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 259-299
Persistent link: https://www.econbiz.de/10003302327
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Carry trades and global foreign exchange volatility
Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - In: The journal of finance : the journal of the American … 67 (2012) 2, pp. 681-718
Persistent link: https://www.econbiz.de/10009533994
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Individual investors and volatility
Foucault, Thierry; Sraer, David; Thesmar, David J. - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1369-1406
Persistent link: https://www.econbiz.de/10009267667
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Industry-specific human capital, idiosyncratic risk, and the cross-section of expected stock returns
Eiling, Esther - In: The journal of finance : the journal of the American … 68 (2013) 1, pp. 43-84
Persistent link: https://www.econbiz.de/10009719762
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Consumption volatility risk
Boguth, Oliver; Kuehn, Lars-Alexander - In: The journal of finance : the journal of the American … 68 (2013) 6, pp. 2589-2615
Persistent link: https://www.econbiz.de/10010237378