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~subject:"Volatility"
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Volatility
USA
330,361
United States
291,770
Theorie
43,956
Theory
43,394
Schätzung
17,303
Estimation
16,497
Derivat
14,006
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13,969
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11,412
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6,754
Canada
6,672
Impact assessment
6,565
Konjunktur
6,022
Business cycle
5,713
Finanzkrise
5,684
Volatilität
5,609
Financial crisis
5,564
Kapitaleinkommen
5,441
Wirtschaftswachstum
5,427
Capital income
5,414
Economic growth
5,186
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5,179
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McAleer, Michael
56
Gupta, Rangan
55
Bahmani-Oskooee, Mohsen
33
Bollerslev, Tim
28
Andersen, Torben
24
Chang, Chia-Lin
24
Caporale, Guglielmo Maria
21
Hammoudeh, Shawkat
21
Bali, Turan G.
19
Moffitt, Robert A.
18
Davis, Steven J.
17
Pierdzioch, Christian
17
Bouri, Elie
16
Gannon, Gerard L.
16
Castelnuovo, Efrem
15
Diebold, Francis X.
15
Fernández-Villaverde, Jesús
15
Hautsch, Nikolaus
15
Asai, Manabu
14
Hegerty, Scott W.
14
Härdle, Wolfgang
14
Wohar, Mark E.
14
Bartram, Söhnke M.
13
Benth, Fred Espen
13
Chatrath, Arjun
13
Engle, Robert F.
13
Gil-Alaña, Luis A.
13
Stulz, René M.
13
Ang, Andrew
12
Bekaert, Geert
12
Caggiano, Giovanni
12
Fleming, Jeff
12
Ghysels, Eric
12
Guerrón-Quintana, Pablo A.
12
Guo, Hui
12
Jaimovich, Nir
12
Malik, Farooq
12
Salisu, Afees A.
12
Balcilar, Mehmet
11
Belke, Ansgar
11
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National Bureau of Economic Research
26
Federal Reserve Bank of St. Louis
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Federal Reserve Bank of New York
5
Centre for Growth and Business Cycle Research <Manchester>
4
European University Institute / Department of Economics
4
School of Accounting, Economics and Finance <Geelong>
4
University of Canterbury / Dept. of Economics and Finance
4
Centre for Analytical Finance <Århus>
3
Federal Reserve Bank of Cleveland
3
Internationaler Währungsfonds / Research Department
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New York Stock Exchange
3
Rodney L. White Center for Financial Research
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
Instituto Valenciano de Investigaciones Económicas
2
Massachusetts Institute of Technology / Department of Economics
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
USA / General Accounting Office
2
Birkbeck College / Department of Economics
1
Boston College / Department of Economics
1
Brussels European and Global Economic Laboratory
1
Business Information Centre <Toronto>
1
Center for International Development <Cambridge, Mass.>
1
Chambre de commerce et d'industrie de Paris
1
Columbia University / Center on Global Energy Policy
1
Columbia University / Department of Economics
1
Deutsches Institut für Wirtschaftsforschung
1
Ecole des hautes études commerciales <Montréal> / Institut d'économie appliquée
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Financial Options Research Centre
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1
Georgetown University / Economics Department
1
Goethe-Universität Frankfurt am Main
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Harvard Institute of Economic Research
1
Institut für Weltwirtschaft
1
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Working paper / National Bureau of Economic Research, Inc.
177
The journal of futures markets
164
The review of financial studies
86
Journal of banking & finance
85
Energy economics
80
Discussion paper / Centre for Economic Policy Research
69
The journal of finance : the journal of the American Finance Association
61
Applied financial economics
59
International review of financial analysis
56
The North American journal of economics and finance : a journal of financial economics studies
55
Finance research letters
52
International review of economics & finance : IREF
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International journal of theoretical and applied finance
47
Working paper
47
Journal of financial and quantitative analysis : JFQA
46
Journal of empirical finance
44
Applied economics
42
Journal of financial economics
41
Journal of econometrics
36
Finance and economics discussion series
35
Journal of international financial markets, institutions & money
35
Economic modelling
34
Research in international business and finance
34
Applied economics letters
31
Economics letters
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
The review of economics and statistics
30
Journal of international money and finance
28
Global finance journal
27
Journal of money, credit and banking : JMCB
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
Econometric Institute research papers
26
NBER working paper series
26
Journal of economics & business
24
Quantitative finance
24
Review of derivatives research
24
The American economic review
24
The European journal of finance
24
The journal of real estate finance and economics
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ECONIS (ZBW)
5,463
EconStor
8
RePEc
1
Showing
1
-
10
of
5,472
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date (newest first)
date (oldest first)
1
Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices
Konstantinidi, Eirini
;
Skiadopoulos, George
; …
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
Saved in:
2
Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts
Daal, Elton
;
Farhat, Joseph
;
Wei, Peihwang
- In:
Review of financial economics : RFE
15
(
2006
)
2
,
pp. 113-128
Persistent link: https://www.econbiz.de/10003328578
Saved in:
3
Persistence of volatility in futures markets
Chen, Zhiyao
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
26
(
2006
)
6
,
pp. 571-594
Persistent link: https://www.econbiz.de/10003319540
Saved in:
4
The impact of volatility derivatives on S&P500 volatility
Dawson, Paul
;
Staikouras, Sotiris K.
- In:
The journal of futures markets
29
(
2009
)
12
,
pp. 1190-1213
Persistent link: https://www.econbiz.de/10003900993
Saved in:
5
Simultaneous volatility transmission and spillover effects
Gannon, Gerard L.
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
1
,
pp. 127-156
Persistent link: https://www.econbiz.de/10008857171
Saved in:
6
An empirical comparison of continuous-time models of implied volatility indices
Dotsis, George
;
Psychoyios, Dimitris
;
Skiadopoulos, George
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3584-3603
Persistent link: https://www.econbiz.de/10003604337
Saved in:
7
Liquidity, volume and volatility in US electricity futures : the case of Palo Verde
Goss, Barry A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 43-46
Persistent link: https://www.econbiz.de/10003301824
Saved in:
8
The efficiency of the VIX futures market : a panel data approach
Fassas, Athanasios P.
;
Siriopoulos, Costas
- In:
The journal of alternative investments
14
(
2011/12
)
3
,
pp. 55-65
Persistent link: https://www.econbiz.de/10009501184
Saved in:
9
Market linkage and information spillover : evidence from pre-crisis, crisis, and recovery periods
Ding, Liang
;
Pu, Xiaoling
- In:
Journal of economics & business
64
(
2012
)
2
,
pp. 145-159
Persistent link: https://www.econbiz.de/10009551800
Saved in:
10
Modeling structural equations with endogenous regressors and heterogeneity through
derivative
constraints
Rau, Tomás
- In:
Quantitative economics : QE ; journal of the …
4
(
2013
)
1
,
pp. 125-148
Persistent link: https://www.econbiz.de/10009759916
Saved in:
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