Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Gravity in FX R-squared : unde...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
86
Theory
86
USA
68
United States
68
Risikoprämie
60
Risk premium
59
CAPM
46
Capital income
44
Kapitaleinkommen
44
Welt
40
World
40
Exchange rate
35
Portfolio selection
35
Portfolio-Management
35
Wechselkurs
35
Public debt
32
Risk
32
Yield curve
32
Zinsstruktur
32
Öffentliche Schulden
32
Risiko
30
Exchange rate risk
29
Währungsrisiko
29
Financial market
28
Finanzmarkt
28
Volatilität
28
Aktienmarkt
27
Stock market
27
Vermögen
24
Wealth
24
Public bond
21
Öffentliche Anleihe
21
US dollar
20
US-Dollar
20
Estimation
19
Fiscal policy
19
Schätzung
19
Finanzpolitik
18
Börsenkurs
16
more ...
less ...
Online availability
All
Free
18
Undetermined
7
Type of publication
All
Book / Working Paper
23
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
6
Working Paper
6
Article in journal
5
Aufsatz in Zeitschrift
5
Graue Literatur
5
Non-commercial literature
5
Language
All
English
28
Author
All
Lustig, Hanno
16
Lustig, Hanno N.
12
Kelly, Bryan T.
10
Van Nieuwerburgh, Stijn
9
Herskovic, Bernard
8
Cole, Harold L.
6
Nieuwerburgh, Stijn van
6
Chien, YiLi
5
Verdelhan, Adrien
5
Alessandria, George
1
Chien, Yi-Li
1
Choi, Horag
1
Jiang, Zhengyang
1
Kaboski, Joseph Paul
1
Kelly, Bryan
1
Krishnamurthy, Arvind
1
Midrigan, Virgiliu
1
more ...
less ...
Institution
All
National Bureau of Economic Research
5
Published in...
All
NBER Working Paper
5
NBER working paper series
5
Working paper / National Bureau of Economic Research, Inc.
5
The American economic review
2
American Economic Review
1
Discussion paper / Centre for Economic Policy Research
1
Journal of financial economics
1
Journal of monetary economics
1
Journal of political economy
1
NYU Working Paper
1
Stanford University Graduate School of Business Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Discussion of "Microeconomic uncertainty, international trade, and aggregate fluctuations"
Lustig, Hanno
- In:
Journal of monetary economics
69
(
2015
),
pp. 39-41
Persistent link: https://www.econbiz.de/10011326721
Saved in:
2
Is the volatility of the market price of risk due to intermittent portfolio re-balancing?
Chien, YiLi
;
Cole, Harold L.
;
Lustig, Hanno
-
2009
Persistent link: https://www.econbiz.de/10003889788
Saved in:
3
Is the volatility of market price of risk due to intermittent portfolio rebalancing?
Chien, YiLi
;
Cole, Harold L.
;
Lustig, Hanno
- In:
The American economic review
102
(
2012
)
6
,
pp. 2859-2896
Persistent link: https://www.econbiz.de/10009710863
Saved in:
4
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2014
Persistent link: https://www.econbiz.de/10010360039
Saved in:
5
Does incomplete spanning in international financial markets help to explain exchange rates?
Lustig, Hanno
;
Verdelhan, Adrien
-
2016
Persistent link: https://www.econbiz.de/10011450423
Saved in:
6
Can housing collateral explain long-run swings in asset returns?
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2006
Persistent link: https://www.econbiz.de/10003399544
Saved in:
7
Firm volatility in granular networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of political economy
128
(
2020
)
11
,
pp. 4097-4162
Persistent link: https://www.econbiz.de/10012599940
Saved in:
8
Firm volatility in granular networks
Kelly, Bryan T.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2013
Persistent link: https://www.econbiz.de/10010192396
Saved in:
9
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
10
Does incomplete spanning in international financial markets help to explain exchange rates?
Lustig, Hanno
;
Verdelhan, Adrien
- In:
The American economic review
109
(
2019
)
6
,
pp. 2208-2244
Persistent link: https://www.econbiz.de/10012029309
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
