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Uncertainty and durable consumption in the great depression
Ejarque, João - 1997
Persistent link: https://www.econbiz.de/10000960754
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Stock returns, asymmetric volatility, risk aversion, and business cycle : some new evidence
Kim, Sei-Wan; Lee, Bong-soo - In: Economic inquiry : journal of the Western Economic … 46 (2008) 2, pp. 131-148
Persistent link: https://www.econbiz.de/10003713348
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Modeling volatility spillovers between the variabilities of US inflation and output : the UECCC GARCH model
Conrad, Christian; Karanasos, Menelaos - 2008
This paper employs the unrestricted extended constant conditional correlation GARCH specification proposed in Conrad and Karanasos (2008) to examine the intertemporal relationship between the uncertainties of inflation and output growth in the US. We find that inflation uncertainty effects...
Persistent link: https://www.econbiz.de/10003770689
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Technological revolutions and stock prices
Pástor, Ľuboš; Veronesi, Pietro - 2006
Persistent link: https://www.econbiz.de/10003284970
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Three decades of financial sector risk
Houston, Joel F. (contributor); Stiroh, Kevin J. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003315005
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Essays in international macroeconomics
Scholl, Almuth - 2006
Persistent link: https://www.econbiz.de/10003315521
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Trading risk, market liquidity, and convergence trading in the interest rate swap spread
Kambhu, John - In: Economic policy review 12 (2006) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10003340626
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Can growth options explain the trend in idiosyncratic risk?
Cao, Charles Q.; Simin, Timothy T.; Zhao, Jing - In: The review of financial studies 21 (2008) 6, pp. 2599-2633
Persistent link: https://www.econbiz.de/10003805096
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Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
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Spatial variation in the risk of home owning
Sinai, Todd M. - In: Housing markets and the economy : risk, regulation, and …, (pp. 83-112). 2009
Persistent link: https://www.econbiz.de/10003854486