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Journal of financial and quantitative analysis : JFQA
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of economics and finance
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Energy economics
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Journal of risk and financial management : JRFM
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Research paper series / Swiss Finance Institute
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International journal of economics and financial issues : IJEFI
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
39,395
RePEc
8
EconStor
5
Showing
1
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10
of
39,408
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date (newest first)
date (oldest first)
1
Breaking bad trends
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Financial analysts journal : FAJ
80
(
2024
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10014576152
Saved in:
2
A Note on the Interrelation of
Volatility
Puzzle, Equity Premium Puzzle, and Mean Reversion through State Dependent Preferences
Choi, SungSup
-
2014
dependent preference structure where the state dependency is related to the business cycle. In this setting the
volatility
…
Persistent link: https://www.econbiz.de/10013061116
Saved in:
3
Betting on Mean Reversion in the VIX? Evidence From the Revealed Preferences of Investors
Nielsen, Ole Linnemann
-
2020
We evaluate the ability of different asset pricing models to explain the
flows
into VIX ETPs with long
volatility
…
Persistent link: https://www.econbiz.de/10012842630
Saved in:
4
A threshold model for local
volatility
: evidence of leverage and mean reversion effects on historical data
Lejay, Antoine
;
Pigato, Paolo
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012030906
Saved in:
5
The economic value of VIX ETPs
Christensen, Kim
;
Christiansen, Charlotte
;
Posselt, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 121-138
Persistent link: https://www.econbiz.de/10012430667
Saved in:
6
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
7
House prices, expectations, and time-varying fundamentals
Gelain, Paolo
;
Lansing, Kevin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
Saved in:
8
Conditional equity risk premia and realized variance jump risk
Wang, Zhanglong
;
Wang, Kent
;
Pan, Zheyao
- In:
Australian journal of management
40
(
2015
)
2
,
pp. 295-317
Persistent link: https://www.econbiz.de/10011342801
Saved in:
9
Country-specific idiosyncratic risk and global equity index returns
Hueng, C. James
;
Yau, Ruey
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 326-337
Persistent link: https://www.econbiz.de/10009693293
Saved in:
10
Idiosyncratic risk and expected returns in frontier markets : evidence from GCC
Bley, Jorg
;
Saad, Mohsen M.
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 538-554
Persistent link: https://www.econbiz.de/10009623547
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