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~subject:"Volatilität"
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The value premium and time-var...
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Volatilität
Volatility
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Risikoprämie
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Risk premium
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Exchange rate
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114
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98
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96
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Hammoudeh, Shawkat
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68
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67
Lux, Thomas
66
Asai, Manabu
64
Kočenda, Evžen
63
Chiarella, Carl
61
Corbet, Shaen
60
Lucey, Brian M.
60
Kang, Sang Hoon
58
Wohar, Mark E.
58
Gil-Alaña, Luis A.
56
Caballero, Ricardo J.
55
Mensi, Walid
55
Christoffersen, Peter F.
53
Fernández-Villaverde, Jesús
53
Clements, Adam
52
Mumtaz, Haroon
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Salisu, Afees A.
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Centre for Analytical Finance <Århus>
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World Bank
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve System / Division of Research and Statistics
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Massachusetts Institute of Technology / Department of Economics
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National Centre of Competence in Research - Financial Valuation and Risk Management
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The Wharton Financial Institutions Center
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Center for Economic Research <Tilburg>
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Federal Reserve System / Board of Governors
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School of Accounting, Economics and Finance <Geelong>
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Finance research letters
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419
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Journal of banking & finance
374
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
339
Journal of econometrics
333
The North American journal of economics and finance : a journal of financial economics studies
325
Research in international business and finance
290
Applied financial economics
265
Journal of empirical finance
264
Applied economics letters
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Working paper
258
Economics letters
255
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
240
Journal of international money and finance
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Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
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Quantitative finance
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Journal of financial economics
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CESifo working papers
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Pacific-Basin finance journal
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International Journal of Energy Economics and Policy : IJEEP
169
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
The European journal of finance
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IMF working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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International journal of forecasting
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131
The review of financial studies
126
Computational economics
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EconStor
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USB Cologne (business full texts)
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USB Cologne (EcoSocSci)
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BASE
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1
Realized
volatility
, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
2
The modelling of stock returns conditionally to the classes of
volatility
of the French market
Ellouz, Siwar
- In:
International journal of managerial and financial accounting
1
(
2008/09
)
3
,
pp. 248-267
Persistent link: https://www.econbiz.de/10003863694
Saved in:
3
Pricing kernels with coskewness and
volatility
risk
Chabi-Yo, Fousseni
-
2008
-
This version : December 1, 2008
Persistent link: https://www.econbiz.de/10003819936
Saved in:
4
Stock returns and
volatility
: pricing the short-run and long-run components of market risk
Adrian, Tobias
;
Rosenberg, Joshua V.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
6
,
pp. 2997-3030
Persistent link: https://www.econbiz.de/10003823154
Saved in:
5
Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui
;
Savickas, Robert
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
Saved in:
6
Stock returns and
volatility
: pricing the short-run and long-run components of market risk
Adrian, Tobias
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003382961
Saved in:
7
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
8
Persistence of ex-ante
volatility
and the cross-section of stock returns
Simlai, Prodosh
- In:
International review of financial analysis
33
(
2014
),
pp. 253-261
Persistent link: https://www.econbiz.de/10010520455
Saved in:
9
Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets
Hueng, C. James
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 28-38
Persistent link: https://www.econbiz.de/10010531290
Saved in:
10
Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique
;
Floros, Christos
;
Aragó Manzana, Vicent
- In:
Journal of empirical finance
28
(
2014
),
pp. 60-77
Persistent link: https://www.econbiz.de/10011284508
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