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Financial markets and the real economy
Cochrane, John H. - 2005
Persistent link: https://www.econbiz.de/10003285703
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Margin requirements, volatility, and market integrity : what have we learned since the crash?
Kupiec, Paul H. - In: Journal of financial services research : JFSR 13 (1998) 3, pp. 231-255
Persistent link: https://www.econbiz.de/10001250344
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Discrete-time stochastic volatility models and MCMC-based statistical inference
Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008
In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and … indices and foreign exchange rates. -- Stochastic volatility ; Markov chain Monte Carlo ; Metropolis-Hastings algorithm Jump …
Persistent link: https://www.econbiz.de/10003770817
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Fluctuations in uncertainty
Bloom, Nicholas - In: The journal of economic perspectives : EP ; a journal … 28 (2014) 2, pp. 153-175
Persistent link: https://www.econbiz.de/10010481312
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Housing, finance and the macroeconomy
Davis, Morris A.; Nieuwerburgh, Stijn van - 2014
Persistent link: https://www.econbiz.de/10010391842
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Fluctuations in uncertainty
Bloom, Nicholas - 2013
Persistent link: https://www.econbiz.de/10010342768
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Fluctuations in uncertainty
Bloom, Nicholas - 2013
Persistent link: https://www.econbiz.de/10010227869
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Fluctuations in uncertainty
Bloom, Nicholas - 2014
Persistent link: https://www.econbiz.de/10010366950
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The economic effects of energy price shocks
Kilian, Lutz - 2007
Persistent link: https://www.econbiz.de/10003593216
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Analysis and valuation of exotic and real options : a survey of important results
Bellalah, Mondher - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 17-48
Persistent link: https://www.econbiz.de/10001544312