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1
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
2
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014316029
Saved in:
3
Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem
;
Farid, Daryush
;
Peymany, Moslem
; …
- In:
Iranian journal of finance
7
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
Saved in:
4
Subjective expectations and uncertainty
Kocięcki, Andrzej
;
Łyziak, Tomasz
;
Stanisławska, Ewa
-
2022
Persistent link: https://www.econbiz.de/10013188035
Saved in:
5
Subjective expectations and uncertainty
Kocięcki, Andrzej
;
Łyziak, Tomasz
;
Stanisławsk, Ewa
-
2022
Persistent link: https://www.econbiz.de/10013193414
Saved in:
6
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
7
The skewness risk premium in equilibrium and stock return predictability
Sasaki, Hiroshi
- In:
Annals of finance
12
(
2016
)
1
,
pp. 95-133
Persistent link: https://www.econbiz.de/10011555439
Saved in:
8
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
9
A BVAR approach to the impact of policy uncertainty on international trade and investment
Dhannur, Vijaykumar
;
John, Ashwin R.
- In:
The Indian economic journal
66
(
2018
)
3/4
,
pp. 312-325
Persistent link: https://www.econbiz.de/10012390811
Saved in:
10
Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Alvarado, Mauricio
;
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
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