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~subject:"Volatility"
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Volatility
Konjunktur
46,059
Business cycle
40,133
Norwegen
19,092
Norway
12,160
Theorie
11,762
Theory
11,520
USA
7,543
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7,082
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4,179
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4,019
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3,940
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3,656
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2,845
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2,683
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Zeitung
2,564
Impact assessment
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Arbeitslosigkeit
2,350
Großbritannien
2,246
business cycle
2,237
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2,228
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2,198
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2,173
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1,012
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945
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2,123
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Castelnuovo, Efrem
29
Buch, Claudia M.
27
Bloom, Nicholas
26
Caggiano, Giovanni
26
Jaimovich, Nir
25
Pierdzioch, Christian
22
Davis, Steven J.
21
Döpke, Jörg
20
Gupta, Rangan
19
Fernández-Villaverde, Jesús
18
Mumtaz, Haroon
18
Perri, Fabrizio
17
Caballero, Ricardo J.
15
Cesa-Bianchi, Ambrogio
13
Marcellino, Massimiliano
13
Pesaran, M. Hashem
13
Rebucci, Alessandro
13
Nodari, Gabriela
12
Dew-Becker, Ian
11
Fogli, Alessandra
11
Giglio, Stefano
11
Guerrón-Quintana, Pablo A.
11
Baker, Scott
10
Bekaert, Geert
10
Ohanian, Lee E.
10
Pellegrino, Giovanni
10
Ramey, Valerie A.
10
Rubio-Ramírez, Juan Francisco
10
Siu, Henry E.
10
Zanetti, Francesco
10
Aghion, Philippe
9
Carvalho, Vasco M.
9
Chauvet, Marcelle
9
Fatás, Antonio
9
Ilut, Cosmin
9
Ligthart, Jenny E.
9
Ortalo-Magné, François
9
Rady, Sven
9
Schneider, Martin
9
Theodoridis, Konstantinos
9
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Census Bureau, Department of Commerce
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East Asia Seminar on Economics <20, 2008, Hongkong>
1
Econometrisch Instituut <Rotterdam>
1
Economics Section, Cardiff Business School
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
INSEAD
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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1
Weltbank / Development Research Group / Macroeconomics and Growth Division
1
Zentrum für Europäische Wirtschaftsforschung
1
eSocialSciences
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Working paper / National Bureau of Economic Research, Inc.
68
NBER working paper series
66
NBER Working Paper
59
Discussion paper / Centre for Economic Policy Research
40
Economics letters
28
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27
CESifo working papers
24
Macroeconomic dynamics
23
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22
Journal of economic dynamics & control
22
Journal of monetary economics
22
Applied economics
21
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19
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18
Applied economics letters
17
Finance research letters
17
Journal of macroeconomics
16
Journal of financial economics
15
CAMA working paper series
14
Energy economics
14
Review of economic dynamics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
European economic review : EER
13
IMF working papers
13
Journal of international money and finance
13
FEDS Working Paper
11
Journal of banking & finance
11
The American economic review
11
Working paper series / European Central Bank
11
International finance discussion papers
10
International review of economics & finance : IREF
10
Research in international business and finance
10
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9
Discussion paper series / IZA
9
International journal of finance & economics : IJFE
9
Journal of international economics
9
Discussion paper series
8
International review of financial analysis
8
Kiel working paper
8
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
2,136
RePEc
11
EconStor
4
BASE
1
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1
Volatilitätsprognosen auf Basis der DAX-Volatilitätsindizes
Tallau, Christian
- In:
Kredit und Kapital
44
(
2011
)
1
,
pp. 47-74
Persistent link: https://www.econbiz.de/10008989433
Saved in:
2
Implied Volatility Index for the Norwegian Equity Market
Bugge, Sebastian
-
2016
We introduce and evaluate the NOVIX - an implied volatility index for the Norwegian equity index OBX. NOVIX is created according to the VIX methodology. We compare the NOVIX to the German VDAX-NEW and the U.S. VIX and find that NOVIX has similar properties as these two indices. We also evaluate...
Persistent link: https://www.econbiz.de/10012985934
Saved in:
3
Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Saved in:
4
The relations between the informational content of implied volatility and arbitrage costs : evidence from the Oslo Stock Exchange
Ahmed, Parvez
;
Swidler, Steven Mark
- In:
International review of economics & finance : IREF
7
(
1998
)
4
,
pp. 465-480
Persistent link: https://www.econbiz.de/10001427818
Saved in:
5
The macroeconomic announcement premium and information environment
Zhang, Chu
;
Zhao, Shen
- In:
Journal of monetary economics
139
(
2023
),
pp. 55-73
Persistent link: https://www.econbiz.de/10014464881
Saved in:
6
Policy News and Stock Market Volatility
Baker, Scott R.
-
2019
We create a
newspaper
-based Equity Market Volatility (EMV) tracker that moves with the VIX and with the realized …
Persistent link: https://www.econbiz.de/10012889441
Saved in:
7
Policy News and Stock Market Volatility
Baker, Scott R.
-
2019
We create a
newspaper
-based Equity Market Volatility (EMV) tracker that moves with the VIX and with the realized …
Persistent link: https://www.econbiz.de/10012889473
Saved in:
8
What Triggers Stock Market Jumps?
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
; …
-
National Bureau of Economic Research
-
2021
We examine next-day
newspaper
accounts of large daily jumps in 16 national stock markets to assess their proximate …
Persistent link: https://www.econbiz.de/10012510565
Saved in:
9
What triggers stock market jumps?
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
; …
-
2021
Persistent link: https://www.econbiz.de/10012588173
Saved in:
10
What triggers stock market jumps?
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614411
Saved in:
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