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~subject:"Volatility"
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Volatility
Theorie
629,198
Theory
614,295
USA
41,288
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40,188
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29,857
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29,124
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11,307
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Asymmetric information
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10,425
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10,232
Allgemeines Gleichgewicht
10,059
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10,059
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10,058
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9,839
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Bollerslev, Tim
75
Diebold, Francis X.
60
McAleer, Michael
54
Andersen, Torben
45
Koopman, Siem Jan
42
Härdle, Wolfgang
39
Lux, Thomas
39
Aizenman, Joshua
33
Chiarella, Carl
32
Gupta, Rangan
32
Bekaert, Geert
31
Caporin, Massimiliano
31
Herwartz, Helmut
27
Pierdzioch, Christian
27
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Todorov, Viktor
25
Clark, Todd E.
23
Hautsch, Nikolaus
23
Lucas, André
23
Caballero, Ricardo J.
22
Ghysels, Eric
22
Meddahi, Nour
22
Schlag, Christian
22
Westerhoff, Frank H.
22
Yu, Jun
22
Andersen, Torben G.
21
Bansal, Ravi
21
Bauwens, Luc
21
Christoffersen, Peter F.
21
Engle, Robert F.
21
Aït-Sahalia, Yacine
20
Chan, Joshua
20
Carriero, Andrea
19
Giglio, Stefano
19
Gonçalves, Sílvia
19
Li, Kai
19
Mittnik, Stefan
19
Mumtaz, Haroon
19
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
8
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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Institute of Finance and Accounting <London>
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International Monetary Fund
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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
4
The Wharton Financial Institutions Center
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
3
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
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
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Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Deutsche Börse AG
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Federal Reserve Bank of Cleveland
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Federal Reserve Bank of New York
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Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
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Institut für Weltwirtschaft
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of British Columbia / Finance Division
2
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NBER working paper series
179
Working paper / National Bureau of Economic Research, Inc.
167
NBER Working Paper
159
Journal of econometrics
128
Journal of banking & finance
116
Finance research letters
99
Economics letters
85
Journal of empirical finance
84
Discussion paper / Tinbergen Institute
82
Journal of financial economics
81
Discussion paper / Centre for Economic Policy Research
80
Economic modelling
78
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
75
Journal of economic dynamics & control
75
Working paper
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of international money and finance
66
Energy economics
64
International review of financial analysis
64
Applied economics
60
International review of economics & finance : IREF
60
The European journal of finance
60
The review of financial studies
58
Journal of forecasting
55
Quantitative finance
53
Econometric reviews
51
Applied economics letters
49
Computational economics
47
The North American journal of economics and finance : a journal of financial economics studies
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The journal of finance : the journal of the American Finance Association
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
Journal of monetary economics
42
The journal of futures markets
41
IMF working papers
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ECONIS (ZBW)
10,036
EconStor
9
RePEc
5
ArchiDok
1
Other ZBW resources
1
Showing
1
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10
of
10,052
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date (oldest first)
1
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:
2
Fundamental volatility and informative trading volume in a rational expectations equilibrium
Luo, Dan
;
Mao, Yipeng
- In:
Economic modelling
105
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013367169
Saved in:
3
Endogenous economic fluctuations : studies in the
theory
of rational beliefs
Kurz, Mordecai
(
ed.
)
-
1997
Persistent link: https://www.econbiz.de/10013391462
Saved in:
4
Rational diverse beliefs and economic volatility
Kurz, Mordecai
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003756855
Saved in:
5
Rational diverse beliefs and market volatility
Kurz, Mordecai
- In:
Handbook of financial markets : dynamics and evolution
,
(pp. 439-506)
.
2009
Persistent link: https://www.econbiz.de/10003820645
Saved in:
6
House prices, expectations, and time-varying fundamentals
Gelain, Paolo
;
Lansing, Kevin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
Saved in:
7
Information and opinions in financial markets
Banerjee, Snehal
-
2007
Persistent link: https://www.econbiz.de/10009691380
Saved in:
8
Heterogeneous expectations and strong uncertainty in a Minskyian model of financial fluctuations
Sordi, Serena
;
Vercelli, Alessandro
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 544-557
Persistent link: https://www.econbiz.de/10009698005
Saved in:
9
Fitting survey expectations and uncertainty about trend inflation
Henzel, Steffen R.
- In:
Journal of macroeconomics
35
(
2013
),
pp. 172-185
Persistent link: https://www.econbiz.de/10009723974
Saved in:
10
Behavioral learning equilibria
Hommes, Cars H.
;
Zhu, Mei
- In:
Journal of economic theory
150
(
2014
),
pp. 778-814
Persistent link: https://www.econbiz.de/10010360451
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