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Does variance risk have two prices? : evidence from the equity and option markets
Barras, Laurent; Malkhozov, Aytek - 2015
Persistent link: https://www.econbiz.de/10011437545
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Has the pricing of stocks become more global?
Petzev, Ivan; Schrimpf, Andreas; Wagner, Alexander F. - 2016
Persistent link: https://www.econbiz.de/10011533600
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Global production linkages and stock market comovement
Auer, Raphael A.; Iwadate, Bruce Muneaki; Schrimpf, Andreas - 2022 - This version: February 14, 2022
Persistent link: https://www.econbiz.de/10012888494
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Trade sentiment and the stock market : new evidence based on big data textual analysis of Chinese media
Amstad, Marlene; Gambacorta, Leonardo; He, Chao; Xia, … - 2021
Persistent link: https://www.econbiz.de/10012483485
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Cross-stock market spillovers through variance risk premiums and equity flows
Hattori, Masazumi; Shim, Ilhyock; Sugihara, Yoshihiko - 2018
Persistent link: https://www.econbiz.de/10011866717
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The impact of green investors on stock prices
Cheng, Gong; Jondeau, Eric; Mojon, Benoît; Vayanos, Dimitri - 2023
Persistent link: https://www.econbiz.de/10014414328
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On the instability of banking and other financial intermediation
Gu, Chao; Monnet, Cyril; Nosal, Ed; Wright, Randall D. - 2020
Persistent link: https://www.econbiz.de/10012238570
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Dealer capacity and US treasury market functionality
Duffie, Darrell; Fleming, Michael J.; Keane, Frank; … - 2023
Persistent link: https://www.econbiz.de/10014414405
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Expectations and risk premia at 8:30AM : macroeconomic announcements and the yield curve
Hördahl, Peter; Remolona, Eli M.; Valente, Giorgio - 2015
Persistent link: https://www.econbiz.de/10011437580
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Self-oriented monetary policy, global financial markets and excess volatility of international capital flows
Banerjee, Ryan; Devereux, Michael B.; Lombardo, Giovanni - 2016
Persistent link: https://www.econbiz.de/10011439800