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1
Tests of excess forecast
volatility
in the foreign exchange and stock markets
Froot, Kenneth
-
1987
Persistent link: https://www.econbiz.de/10009571466
Saved in:
2
Monetary policy and stock market booms
Christiano, Lawrence J.
;
Ilut, Cosmin L.
;
Motto, Roberto
; …
-
2010
Persistent link: https://www.econbiz.de/10008695812
Saved in:
3
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:
4
Why does the stock market fluctuate?
Barsky, Robert B.
;
DeLong, James Bradford
-
1992
Persistent link: https://www.econbiz.de/10000136605
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5
Alternative models for conditional stock
volatility
Pagan, Adrian R.
;
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000765771
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6
The granular nature of large institutional investors
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
; …
-
2016
Persistent link: https://www.econbiz.de/10011490427
Saved in:
7
Volatility
dependence and contagion in emerging equity markets
Edwards, Sebastian
;
Susmel, Raul
-
2001
Persistent link: https://www.econbiz.de/10001614058
Saved in:
8
Do ETFs increase
volatility
?
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
-
2014
Persistent link: https://www.econbiz.de/10010360081
Saved in:
9
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2014
Persistent link: https://www.econbiz.de/10010239958
Saved in:
10
What do financial markets think of war in Iraq
Leigh, Andrew
;
Wolfers, Justin
;
Zitzewitz, Eric
-
2003
Persistent link: https://www.econbiz.de/10001749001
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