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Price volatility and volume spillovers between the Tokyo and New York stock markets
Itō, Takatoshi - 1993
Persistent link: https://www.econbiz.de/10000881895
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Asymmetric volatility and risk in equity markets
Bekaert, Geert; Wu, Guojun - 1997
Persistent link: https://www.econbiz.de/10000627885
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Monetary policy and asset price volatility
Bernanke, Ben; Gertler, Mark - 2000
Persistent link: https://www.econbiz.de/10001456296
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An analysis of the implications for stock and futures price volatility of program trading and dynamic hedging strategies
Grossman, Sanford J. - 1987
Persistent link: https://www.econbiz.de/10000730638
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An equilibrium theory of excess volatility and mean reversion in stock market prices
Marcus, Alan J. - 1989
Persistent link: https://www.econbiz.de/10000774913
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Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory; Romer, David; Shapiro, Matthew D. - 1989
Persistent link: https://www.econbiz.de/10000777112
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Explaining the variance of price dividend ratios
Cochrane, John H. - 1989
Persistent link: https://www.econbiz.de/10000778779
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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
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Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.; Itō, Takatoshi; Lin, Wen-ling Tsai - 1988
Persistent link: https://www.econbiz.de/10000757954
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Why does stock market volatility change over time?
Schwert, George William - 1988
Persistent link: https://www.econbiz.de/10000758902