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Volatility
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Risk
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Gupta, Rangan
102
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81
McAleer, Michael
68
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60
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49
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43
Pierdzioch, Christian
42
Härdle, Wolfgang
41
Koopman, Siem Jan
41
Lux, Thomas
39
Aizenman, Joshua
33
Chiarella, Carl
32
Caporale, Guglielmo Maria
31
Caporin, Massimiliano
31
Todorov, Viktor
31
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29
Bloom, Nicholas
27
Clark, Todd E.
27
Asai, Manabu
25
Fernández-Villaverde, Jesús
25
Hafner, Christian M.
25
Mumtaz, Haroon
25
Giglio, Stefano
24
Schlag, Christian
24
Andersen, Torben G.
23
Carriero, Andrea
23
Chang, Chia-Lin
23
Christiansen, Charlotte
23
Ghysels, Eric
23
Hautsch, Nikolaus
23
Aït-Sahalia, Yacine
22
Brandt, Michael W.
22
Caballero, Ricardo J.
22
Christoffersen, Peter F.
22
Lucas, André
22
Meddahi, Nour
22
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Yu, Jun
22
Bauwens, Luc
21
Bouri, Elie
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
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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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Gottfried Wilhelm Leibniz Universität Hannover
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Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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Institut für Weltwirtschaft
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Brown University / Department of Economics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Danmarks Nationalbank
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Judge Institute of Management Studies
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Kansantaloustieteen Laitos <Tampere>
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Umeå Universitet / Institutionen för Nationalekonomi
2
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2
University of Exeter / Department of Economics
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NBER working paper series
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Energy economics
131
Journal of econometrics
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Economics letters
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International review of financial analysis
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Journal of empirical finance
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Journal of financial economics
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International review of economics & finance : IREF
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Discussion paper / Centre for Economic Policy Research
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Applied economics
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International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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Journal of economic dynamics & control
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Journal of international money and finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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The review of financial studies
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Applied economics letters
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Quantitative finance
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Journal of international financial markets, institutions & money
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Research in international business and finance
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Computational economics
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied mathematical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of monetary economics
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ECONIS (ZBW)
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RePEc
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EconStor
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7
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1
Analysis of systemic
risk
in the insurance industry
Bobtcheff, Catherine
;
Chaney, Thomas
;
Gollier, Christian
- In:
The Geneva risk and insurance review
41
(
2016
)
1
,
pp. 73-106
Persistent link: https://www.econbiz.de/10011447290
Saved in:
2
Essays in financial economics
Choi, Dong Beom
-
2012
Persistent link: https://www.econbiz.de/10011817006
Saved in:
3
Strategic growth option,
uncertainty
, and R&D investment
Lai Van Vo
;
Le, Huong Thi Thu
- In:
International review of financial analysis
51
(
2017
),
pp. 16-24
Persistent link: https://www.econbiz.de/10011868657
Saved in:
4
New evidence on the role of size effect in determining the pricing of
risk
, volatility dynamics, and economic exposure of firm returns
Khan, Faisal
- In:
International journal of applied behavioral economics : …
9
(
2020
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012304791
Saved in:
5
Is volatility
risk
priced in the securities market? : evidence from S&P 500 Index options
Arisoy, Yakup Eser
;
Altay-Salih, Aslihan
;
Akdeniz, Levent
- In:
The journal of futures markets
27
(
2007
)
7
,
pp. 617-642
Persistent link: https://www.econbiz.de/10003493123
Saved in:
6
Investment and
uncertainty
: are large firms different from small ones?
Panagiōtidēs, Theodōros
;
Printzis, Panagiotis
- In:
Journal of economic behavior & organization : JEBO
184
(
2021
),
pp. 302-317
Persistent link: https://www.econbiz.de/10012600855
Saved in:
7
How financial crises affect the relationship between idiosyncratic volatility and stock returns
Chen, Yi-Ling
;
Wang, Ming-Chun
;
Lin, Jun-Biao
;
Huang, …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013341740
Saved in:
8
Determinants of idiosyncratic
risk
: evidence from BRICS countries
Kausar, Saba
;
Ali Shah, Syed Zulfiqar
;
Rashid, Abdul
- In:
Asia-Pacific journal of business administration
16
(
2024
)
3
,
pp. 553-574
Persistent link: https://www.econbiz.de/10015072349
Saved in:
9
Do market prices aggregate information about macroeconomic
uncertainty
(or
risk
)?
Cover, James Peery
;
Lee, Hye-Jin
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4511-4534
Persistent link: https://www.econbiz.de/10011295329
Saved in:
10
Leverage and
uncertainty
Turlakov, Mihail
- In:
The journal of investment strategies
6
(
2017
)
4
,
pp. 81-97
Persistent link: https://www.econbiz.de/10011771264
Saved in:
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