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The review of financial studies
NBER working paper series
57
NBER Working Paper
50
Working paper / National Bureau of Economic Research, Inc.
47
NYU Working Paper
45
Discussion paper / Department of Economics, University of California San Diego
41
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25
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19
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16
Working paper / National Bureau of Economic Research, Inc
15
Econometrics Working Papers Archive
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The journal of finance : the journal of the American Finance Association
13
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8
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8
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8
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8
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8
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7
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7
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6
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The journal of portfolio management : a publication of Institutional Investor
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SRISK: a conditional capital shortfall measure of systemic risk
Brownlees, Christian
;
Engle, Robert F.
- In:
The review of financial studies
30
(
2017
)
1
,
pp. 48-79
Persistent link: https://www.econbiz.de/10011738007
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2
Hedging climate change news
Engle, Robert F.
;
Giglio, Stefano
;
Kelly, Bryan T.
; …
- In:
The review of financial studies
33
(
2020
)
3
,
pp. 1184-1216
Persistent link: https://www.econbiz.de/10012198087
Saved in:
3
The spline-GARCH model for low-frequency volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1187-1222
Persistent link: https://www.econbiz.de/10003742225
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4
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
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5
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
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6
Structural GARCH : the volatility-leverage connection
Engle, Robert F.
;
Siriwardane, Emil N.
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 449-492
Persistent link: https://www.econbiz.de/10011925224
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7
Why did bank stocks crash during COVID-19?
Acharya, Viral V.
;
Engle, Robert F.
;
Jager, Maximilian
; …
- In:
The review of financial studies
37
(
2024
)
9
,
pp. 2627-2684
Persistent link: https://www.econbiz.de/10015046486
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8
Tail risk and asset prices
Kelly, Bryan T.
;
Jiang, Hao
- In:
The review of financial studies
27
(
2014
)
10
,
pp. 2842-2871
Persistent link: https://www.econbiz.de/10010530175
Saved in:
9
Testing asymmetric-information asset pricing models
Kelly, Bryan T.
;
Ljungqvist, Alexander
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1366-1413
Persistent link: https://www.econbiz.de/10009536415
Saved in:
10
Empirical asset pricing via machine learning
Gu, Shihao
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 2223-2273
Persistent link: https://www.econbiz.de/10012244733
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