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An assessment of abnormal retu...
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Volatility
Kapitaleinkommen
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Gupta, Rangan
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77
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Diebold, Francis X.
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McAleer, Michael
53
Bekaert, Geert
45
Bouri, Elie
43
Andersen, Torben
40
Todorov, Viktor
31
Pierdzioch, Christian
30
Ma, Feng
28
Campbell, John Y.
27
Christoffersen, Peter F.
27
McMillan, David G.
26
Spagnolo, Nicola
26
Chang, Chia-Lin
24
Lux, Thomas
24
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23
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Caporin, Massimiliano
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Yılmaz, Kamil
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Aït-Sahalia, Yacine
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Bali, Turan G.
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Hautsch, Nikolaus
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Jacobs, Kris
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Wang, Yudong
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Engle, Robert F.
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Kumar, Dilip
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Tauchen, George Eugene
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Asai, Manabu
19
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Meddahi, Nour
18
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18
Zaremba, Adam
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17
Kočenda, Evžen
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Judge Institute of Management Studies
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Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
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Conference on Realized Volatility <2006, Montréal>
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Deutsche Forschungsgemeinschaft
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Federal Reserve Bank of Cleveland
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Salomon Center
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Finance research letters
176
International review of financial analysis
134
Journal of banking & finance
126
International review of economics & finance : IREF
116
Journal of empirical finance
109
Energy economics
105
Journal of financial economics
102
The North American journal of economics and finance : a journal of financial economics studies
102
Research in international business and finance
89
NBER working paper series
88
Journal of econometrics
87
Working paper / National Bureau of Economic Research, Inc.
84
Applied economics
83
Economic modelling
83
Applied financial economics
82
Journal of international financial markets, institutions & money
72
NBER Working Paper
70
Pacific-Basin finance journal
67
Applied economics letters
61
Journal of risk and financial management : JRFM
61
The European journal of finance
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
International journal of forecasting
50
Economics letters
47
Journal of forecasting
42
Working paper
42
The review of financial studies
40
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
39
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Research paper series / Swiss Finance Institute
38
Journal of international money and finance
37
The journal of finance : the journal of the American Finance Association
37
International journal of finance & economics : IJFE
36
Review of quantitative finance and accounting
36
Journal of financial econometrics
35
Investment management and financial innovations
34
Discussion paper / Tinbergen Institute
33
Journal of economic dynamics & control
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Journal of financial markets
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ECONIS (ZBW)
8,020
EconStor
2
RePEc
2
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1
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
2
The effect of exchange rate risk on the conditional relationship between beta risk and return in international equity markets
Sandoval, Eduardo
;
Vásquez, Arturo
- In:
The international journal of business and finance …
2
(
2008
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003951974
Saved in:
3
Bond risk, bond return volatility, and the term structure of interest rates
Viceira, Luis M.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003501713
Saved in:
4
Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets
Hueng, C. James
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 28-38
Persistent link: https://www.econbiz.de/10010531290
Saved in:
5
A tale of two anomalies : higher returns of low-risk stocks and return seasonality
Fiore, Christopher
;
Saha, Atanu
- In:
The financial review : the official publication of the …
50
(
2015
)
2
,
pp. 257-273
Persistent link: https://www.econbiz.de/10011282741
Saved in:
6
Time-varying market price of risk and investor sentiment : evidence from a multivariate GARCH model
Johnk, David W.
;
Soydemir, Gökçe A.
- In:
The journal of behavioral finance : a publication of …
16
(
2015
)
2
,
pp. 105-119
Persistent link: https://www.econbiz.de/10011333691
Saved in:
7
Does beta explain global equity market volatility : some empirical evidence
Kurach, Radoslaw
- In:
Contemporary economics
7
(
2013
)
2
,
pp. 55-66
this study, we examine Capital Asset Pricing Model (
CAPM
) in its international context (ICAPM) using the monthly equity …
Persistent link: https://www.econbiz.de/10009770247
Saved in:
8
Conditional relation between systematic risk and returns in the conventional and downside frameworks : evidence from the Indonesian market
Nurjannah
;
Galagedera, Don U. A.
;
Brooks, Robert
- In:
Journal of emerging market finance
11
(
2012
)
3
,
pp. 271-300
Persistent link: https://www.econbiz.de/10010380791
Saved in:
9
Time-varying betas of sectoral returns to market returns and exchange rate movements
Karlsson, Hyunjoo Kim
;
Hacker, Scott
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1155-1168
Persistent link: https://www.econbiz.de/10010204788
Saved in:
10
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
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