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The international commonality of idiosyncratic variances
Bekaert, Geert; Wang, Xue Phyllis; Zhang, Xiaoyan - 2023
Persistent link: https://www.econbiz.de/10014325906
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Unstable prosperity : how globalization made the world economy more volatile
Mendoza, Enrique G.; Quadrini, Vincenzo - 2023
Persistent link: https://www.econbiz.de/10014328816
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Time-varying volatility, financial intermediation and monetary policy
Eickmeier, Sandra; Metiu, Norbert; Prieto, Esteban - 2023
Persistent link: https://www.econbiz.de/10014329932
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Forecasting crashes with a smile
Martin, Ian; Shi, Ran - 2023
Persistent link: https://www.econbiz.de/10014375103
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Technological synergies, heterogeneous firms, and idiosyncratic volatility
Fernández-Villaverde, Jesús; Yu, Yang; Zanetti, Francesco - 2024
particular, an increase in the volatility of idiosyncratic productivity shocks significantly decreases aggregate output without …
Persistent link: https://www.econbiz.de/10014486406
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The volatility advantages of large labor markets
Conte, Maddalena; Méjean, Isabelle; Michalski, Tomasz; … - 2024
Persistent link: https://www.econbiz.de/10014507442
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Zeithorizontverhalten von Lower Partial Moments
Portmann, Thomas - 1999
Persistent link: https://www.econbiz.de/10013418032
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Bewertung von Zinsoptionen bei stochastischer Zinsvolatilität : ein Inversionsansatz
Uhrig-Homburg, Marliese - 1996
Persistent link: https://www.econbiz.de/10013340918
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Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Bouri, Elie - 2024
Persistent link: https://www.econbiz.de/10014635867