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Bansal, Ravi - 2010

In this paper we show that measures of economic uncertainty (conditional volatility of consumption) predict and are …

Persistent link: https://www.econbiz.de/10012762886

Bansal, Ravi - 2002

In this paper we show that measures of economic uncertainty (conditional volatility of consumption) predict and are …

Persistent link: https://www.econbiz.de/10012469320

Ilomäki, Jukka - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 3, pp. 258-272

Persistent link: https://www.econbiz.de/10011885978

Hui, Eddie Chi Man; Zheng, Xian; Wang, Hui - In: Applied economics 45 (2013) 19/21, pp. 2801-2807

Persistent link: https://www.econbiz.de/10010189350

Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012821680

Acharya, Sushant; Dogra, Keshav; Singh, Sanjay R. - 2022 - Last updated: January 14, 2022

against price volatility can generate price volatility in equilibrium, even absent fundamental risk. Fearing that asset prices …

Persistent link: https://www.econbiz.de/10012798791

Fičura, Milan - 2017

-Estimator whose inputs (period used for local volatility calculation and confidence level used for jump detection) were also optimized …

Persistent link: https://www.econbiz.de/10012964934

Pitkäjärvi, Aleksi; Suominen, Matti; Vaittinen, Lauri - In: Journal of financial economics 136 (2020) 1, pp. 63-85

Persistent link: https://www.econbiz.de/10012545360

Grabellus, Markus - 2014

Persistent link: https://www.econbiz.de/10010486731

Dreyer, Johannes Kabderian; Schneider, Johannes; Smith, … - In: Annals of economics and finance 21 (2020) 2, pp. 507-526

Persistent link: https://www.econbiz.de/10012647888