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The factors affecting business cycle volatility based on financial market size and country size multiple-factor analysis
Haoran, Shi; Gang, An - In: International journal of economics, finance and … 5 (2017) 6, pp. 321-326
Persistent link: https://www.econbiz.de/10011825437
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Trade openness, country size and economic volatility : the compensation hypothesis revisited
Down, Ian - In: Business and politics : B&P 9 (2007) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10009505986
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Growth volatility indices
Fiaschi, Davide; Lavezzi, Andrea Mario - In: The complex networks of economic interactions : essays …, (pp. 37-59). 2005
Persistent link: https://www.econbiz.de/10003253878
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Scaling the volatility of GDP growth rates
Canning, David (contributor) - In: Economics letters 60 (1998) 3, pp. 335-341
Persistent link: https://www.econbiz.de/10001251669
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The constant elasticity of variance model in the framework of optimal investment problems
Darius, Dries - 2005
Persistent link: https://www.econbiz.de/10003553289
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The nonlinearity and jumps in stochastic volatility : evidence from returns and options data
Mimouni, Karim - In: Banking and finance review 1 (2009) 1, pp. 99-117
Persistent link: https://www.econbiz.de/10008936745
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Constant elasticity of variance in random time : a new stochastic volatility model with path dependence and leverage effect
Ostrovsky, Dmitry - In: International journal of theoretical and applied finance 10 (2007) 6, pp. 915-937
Persistent link: https://www.econbiz.de/10003630963
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Pricing lookback and barrier options under the CEV process
Boyle, Phelim P.; Tian, Yisong Sam - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 2, pp. 241-264
Persistent link: https://www.econbiz.de/10001436318
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Government policy under price uncertainty : a source of volatility in illegal immigration
Guzman, Mark G.; Haslag, Joseph H.; Orrenius, Pia M. - In: The Canadian journal of economics 48 (2015) 3, pp. 940-962
Persistent link: https://www.econbiz.de/10011568586
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Government consumption volatility and the size of nations
Furceri, Davide; Çelik, Sinem Kılıç; … - In: FinanzArchiv : European journal of public finance 72 (2016) 2, pp. 211-228
Persistent link: https://www.econbiz.de/10011509544