Similar Search Results

Trading activity of VIX futures and options around FOMC announcements

Huang, Hong-Gia; Tsai, Wei-Che; Yang, J. Jimmy - In: International review of financial analysis 94 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014543990

Machine-learning stock market volatility : predictability, drivers, and economic value

Díaz, Juan; Hansen, Erwin; Cabrera, Gabriel - In: International review of financial analysis 94 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014544073

Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network : evidence from the RCEP countries

Li, Yanshuang; Shi, Yujie; Shi, Yongdong; Xiong, Xiong; … - In: International review of financial analysis 94 (2024), pp. 1-65

Persistent link: https://www.econbiz.de/10014544074

There is No Excess Volatility Puzzle

Atkeson, Andrew; Heathcote, Jonathan; Perri, Fabrizio - National Bureau of Economic Research - 2024

We present two valuation models that we use to account for the annual data on price per share and dividends per share for the CRSP Value-Weighted Index from 1929-2023. We show that it is a simple matter to account for these data based purely on a model of variation in the expected ratio of...

Persistent link: https://www.econbiz.de/10014544759

Stabilizing global foreign exchange markets in the time of COVID-19 : the role of vaccinations

Pham, Son Duy; Nguyen, Thao Thac Thanh; Li, Xiao-Ming - In: Global finance journal 59 (2024), pp. 1-32

Persistent link: https://www.econbiz.de/10014545145

Time and frequency volatility spillovers among commodities : evidence from pre and during the Russia-Ukraine war

Chen, Yunfei; Jiang, Wei - In: Portuguese economic journal 23 (2024) 2, pp. 249-273

Persistent link: https://www.econbiz.de/10014545166

Trade shocks and real effective exchange rates dynamics in Nigeria

Oyewole, Oluwatomisin J.; Ibidun, Damilola M.; … - In: Portuguese economic journal 23 (2024) 2, pp. 335-354

Persistent link: https://www.econbiz.de/10014545179

Which witch is which? : deconstructing the foreign exchange markets activity

Orlov, Alexei G.; Sharma, Rajiv - In: Global finance journal 60 (2024), pp. 1-28

Persistent link: https://www.econbiz.de/10014545191

Organisational agility as a competitive advantage : a systematic literature review

Franco, Maria; Pereira, Leandro; Simões, Ana; Dias, Álvaro - In: International journal of agile systems and management : … 17 (2024) 2, pp. 129-152

Persistent link: https://www.econbiz.de/10014545248

Unemployment volatility in a generalized staggered Nash wage bargaining framework

Kara, Engin - In: The Canadian journal of economics : the journal of the … 57 (2024) 2, pp. 378-400

Persistent link: https://www.econbiz.de/10014545283