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Volatility
USA
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23,880
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Gupta, Rangan
75
McAleer, Michael
63
Caporale, Guglielmo Maria
34
Bahmani-Oskooee, Mohsen
33
Castelnuovo, Efrem
32
Mumtaz, Haroon
31
Caggiano, Giovanni
30
Bollerslev, Tim
29
Andersen, Torben
25
Pierdzioch, Christian
25
Chang, Chia-Lin
24
Bali, Turan G.
22
Fernández-Villaverde, Jesús
22
Chiarella, Carl
21
Hammoudeh, Shawkat
21
Bouri, Elie
20
Wohar, Mark E.
20
Engle, Robert F.
18
Kang, Wensheng
18
Moffitt, Robert A.
18
Ratti, Ronald A.
18
Salisu, Afees A.
18
Davis, Steven J.
17
Hautsch, Nikolaus
17
Jaimovich, Nir
17
Ma, Feng
17
Spagnolo, Nicola
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Balcilar, Mehmet
15
Bekaert, Geert
15
Diebold, Francis X.
15
Giglio, Stefano
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Kočenda, Evžen
15
Mittnik, Stefan
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Wu, Chunchi
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Asai, Manabu
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Guerrón-Quintana, Pablo A.
14
Hamori, Shigeyuki
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Härdle, Wolfgang
14
Jiang, George J.
14
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Kansantaloustieteen Laitos <Tampere>
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Massachusetts Institute of Technology / Department of Economics
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New York Stock Exchange
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Rodney L. White Center for Financial Research
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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
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Federal Reserve System / Board of Governors
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Financial Options Research Centre
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Instituto Valenciano de Investigaciones Económicas
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Springer Fachmedien Wiesbaden
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1
European Economic Association
1
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Working paper / National Bureau of Economic Research, Inc.
218
The journal of futures markets
157
Energy economics
101
Journal of banking & finance
91
Discussion paper / Centre for Economic Policy Research
90
The review of financial studies
90
NBER working paper series
88
NBER Working Paper
70
The North American journal of economics and finance : a journal of financial economics studies
68
Finance research letters
67
International review of financial analysis
67
Working paper
66
The journal of finance : the journal of the American Finance Association
65
Economic modelling
64
Journal of financial economics
64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
Applied financial economics
59
Journal of international money and finance
59
International review of economics & finance : IREF
58
Economics letters
57
Applied economics
56
Journal of empirical finance
56
Journal of financial and quantitative analysis : JFQA
54
Research in international business and finance
48
Journal of international financial markets, institutions & money
46
Applied economics letters
42
Finance and economics discussion series
41
Journal of money, credit and banking : JMCB
38
CESifo working papers
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Journal of econometrics
34
Global finance journal
32
Journal of risk and financial management : JRFM
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Econometric Institute research papers
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Discussion paper / Tinbergen Institute
30
Pacific-Basin finance journal
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Staff reports / Federal Reserve Bank of New York
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The review of economics and statistics
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The American economic review
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International journal of theoretical and applied finance
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ECONIS (ZBW)
7,067
EconStor
11
RePEc
3
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1
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10
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7,081
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date (oldest first)
1
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
2
Investors' and central bank's uncertainty embedded in index options
David, Alexander
;
Veronesi, Pietro
- In:
The review of financial studies
27
(
2014
)
6
,
pp. 1661-1716
Persistent link: https://www.econbiz.de/10010371395
Saved in:
3
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
4
Individual stock-option prices and credit spreads
Cremers, Martijn
;
Driessen, Joost
;
Maenhout, Pascal J.
; …
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2706-2715
Persistent link: https://www.econbiz.de/10003796160
Saved in:
5
Bank credit tightening, debt market frictions and corporate yield spread
Massa, Massimo
;
Zhang, Lei
-
2015
Persistent link: https://www.econbiz.de/10010533079
Saved in:
6
Can equity volatility explain the global loan pricing puzzle?
Gaul, Lewis
;
Uysal, Pinar
- In:
The review of financial studies
26
(
2013
)
12
,
pp. 3225-3265
Persistent link: https://www.econbiz.de/10010237367
Saved in:
7
Economic policy uncertainty and volatility of corporate bond credit spread : evidence from China and the United States
Zhang, Maojun
;
Zhang, Rongjia
;
Yang, Zhao
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 827-841
Persistent link: https://www.econbiz.de/10014535660
Saved in:
8
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001456681
Saved in:
9
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001453874
Saved in:
10
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 51-80
Persistent link: https://www.econbiz.de/10001652021
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