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Fast fourier transform based computation of American options under economic recession induced volatility uncertainty
Bankole, Philip Ajibola; Ugbebor, Olabisi O. - In: Journal of mathematical finance 9 (2019) 3, pp. 494-521
Persistent link: https://www.econbiz.de/10012210366
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Commodity price uncertainty as a leading indicator of economic activity
Triantafyllou, Athanasios; Bakas, Dimitrios; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4194-4219
Persistent link: https://www.econbiz.de/10014429302
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Macroeconomic volatility and stock market volatility : empirical evidence on Finnish data
Liljeblom, Eva; Stenius, Marianne - 1993
Persistent link: https://www.econbiz.de/10000894684
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Money, output, and the cyclical volatility of the term structure
Sill, D. Keith - 1994
Persistent link: https://www.econbiz.de/10000896422
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Spontaneous volatility of output and investment
Hall, Robert Ernest - 1989
Persistent link: https://www.econbiz.de/10000777128
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Business cycles and oil price fluctuations : some evidence for 6 OECD countries
Mork, Knut Anton; Mysen, Hans Terje; Olsen, Øystein - 1989
Persistent link: https://www.econbiz.de/10000777664
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Macroeconomic volatility and stock market volatility : empirical evidence on Swedish data
Liljeblom, Eva - 1995
Persistent link: https://www.econbiz.de/10000560720
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Business cycles, financial crises and stock volatility
Schwert, George William - 1989
Persistent link: https://www.econbiz.de/10000127009
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Excess volatility, the encompassing principle and the cyclical fluctuations in inventory investment
Milne, Alistair - 1990
Persistent link: https://www.econbiz.de/10000130885
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Uncertainty and durable consumption in the great depression
Ejarque, João - 1997
Persistent link: https://www.econbiz.de/10000960754