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Rational fix-price dynamics
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Volatility
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Bollerslev, Tim
75
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60
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54
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45
Koopman, Siem Jan
41
Lux, Thomas
39
Härdle, Wolfgang
38
Aizenman, Joshua
33
Chiarella, Carl
32
Caporin, Massimiliano
31
Bekaert, Geert
30
Gupta, Rangan
29
Herwartz, Helmut
27
Asai, Manabu
25
Pierdzioch, Christian
25
Hafner, Christian M.
24
Todorov, Viktor
24
Fernández-Villaverde, Jesús
23
Hautsch, Nikolaus
23
Clark, Todd E.
22
Ghysels, Eric
22
Lucas, André
22
Meddahi, Nour
22
Yu, Jun
22
Andersen, Torben G.
21
Caballero, Ricardo J.
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Christoffersen, Peter F.
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Schlag, Christian
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Westerhoff, Frank H.
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Aït-Sahalia, Yacine
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Bauwens, Luc
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Engle, Robert F.
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Chan, Joshua
19
Giglio, Stefano
19
Gonçalves, Sílvia
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Li, Kai
19
Mittnik, Stefan
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Mumtaz, Haroon
19
Brandt, Michael W.
18
Carriero, Andrea
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Brown University / Department of Economics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Centre for Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
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International Monetary Fund
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Internationaler Währungsfonds / Western Hemisphere Department
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Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
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Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
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NBER working paper series
175
Working paper / National Bureau of Economic Research, Inc.
162
NBER Working Paper
157
Journal of econometrics
126
Journal of banking & finance
110
Economics letters
82
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
Economic modelling
77
Finance research letters
77
Discussion paper / Centre for Economic Policy Research
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Journal of economic dynamics & control
72
Journal of financial economics
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Working paper
68
Journal of international money and finance
65
International review of financial analysis
62
The European journal of finance
59
Applied economics
58
International review of economics & finance : IREF
58
Energy economics
57
The review of financial studies
57
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
46
Applied economics letters
45
Computational economics
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Finance and stochastics
43
The journal of finance : the journal of the American Finance Association
43
The journal of futures markets
40
CREATES research paper
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Journal of monetary economics
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ECONIS (ZBW)
9,697
EconStor
9
RePEc
5
ArchiDok
1
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1
Rational inattention-driven dispersion with volatility shocks
Turen, Javier
-
2019
Persistent link: https://www.econbiz.de/10012149973
Saved in:
2
Information and opinions in financial markets
Banerjee, Snehal
-
2007
Persistent link: https://www.econbiz.de/10009691380
Saved in:
3
Multi-layered rational inattention and time-varying volatility
Hobler, Stephan
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013464745
Saved in:
4
Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of financial markets
26
(
2015
),
pp. 1-37
Persistent link: https://www.econbiz.de/10011477269
Saved in:
5
Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?
Bernales, Alejandro
;
Guidolin, Massimo
-
2015
-
This version: December, 2015
Persistent link: https://www.econbiz.de/10011809309
Saved in:
6
Growth uncertainty, rational learning, and option prices
Babiak, Mykola
;
Kozhan, Roman
-
2021
Persistent link: https://www.econbiz.de/10012542894
Saved in:
7
Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives
Santini, Amia
-
2022
1 Abstract -- 2 Introduction -- 3 Chapter I: Literature on the subject of excess volatility -- 4 Chapter II: Excess volatility beyond discount rates -- 5 Chapter III: Evidence of excess volatility in the Eurozone market -- 6 Conclusions.
Persistent link: https://www.econbiz.de/10013192353
Saved in:
8
Explaining financial data in a heterogeneous agent environment
Zhang, Harold H.
-
1994
Persistent link: https://www.econbiz.de/10000916544
Saved in:
9
Der kurzfristige Wechselkurs
Thießen, Friedrich
-
1995
Persistent link: https://www.econbiz.de/10000917898
Saved in:
10
Asset price volatility and trading volume with rational beliefs
Wu, Ho-Mou
;
Guo, Wen-Chung
- In:
Economic theory : official journal of the Society for …
23
(
2004
)
4
,
pp. 795-829
Persistent link: https://www.econbiz.de/10002047636
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