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accessRights:"restricted"
subject:"Volatilität"
~isPartOf:"Journal of banking & finance"
~subject:"Börsenkurs"
~subject:"Time series analysis"
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Volatilität
Börsenkurs
Time series analysis
Estimation
206
Schätzung
206
Capital income
84
Kapitaleinkommen
84
Theorie
53
Theory
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52
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Zaremba, Adam
4
Prokopczuk, Marcel
3
Cakici, Nusret
2
Huang, Tao
2
Li, Junye
2
Philip, Dennis
2
Strohsal, Till
2
Wese Simen, Chardin
2
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1
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Journal of banking & finance
Finance research letters
192
Energy economics
163
Applied economics
156
Economic modelling
155
International review of economics & finance : IREF
144
The North American journal of economics and finance : a journal of financial economics studies
132
Journal of econometrics
120
International review of financial analysis
118
Research in international business and finance
96
Applied economics letters
94
Discussion paper / Centre for Economic Policy Research
90
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
90
Economics letters
87
Journal of empirical finance
86
Journal of international financial markets, institutions & money
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
International journal of forecasting
71
Pacific-Basin finance journal
66
Working paper / National Bureau of Economic Research, Inc.
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Journal of financial economics
53
Journal of international money and finance
50
International journal of finance & economics : IJFE
46
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Discussion papers / CEPR
43
Journal of economic dynamics & control
43
Quantitative finance
43
Emerging markets, finance and trade : EMFT
41
International journal of economics and finance
41
Review of quantitative finance and accounting
41
The European journal of finance
41
Journal of financial econometrics
37
Journal of financial markets
37
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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SpringerLink / Bücher
36
Econometric reviews
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Computational economics
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ECONIS (ZBW)
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1
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
2
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
4
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
5
Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
Saved in:
6
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
7
So sue me! : the cross section of stock returns related to patent infringement allegations
Bereskin, Fred
;
Hsu, Po-Hsuan
;
Latham, William R.
; …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248279
Saved in:
8
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
Saved in:
9
Investor sentiment and asset prices : evidence from the ex-day
Paudel, Shishir
;
Silveri, Sabatino
;
Wu, Mark
- In:
Journal of banking & finance
139
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013464339
Saved in:
10
Return decomposition over the business cycle
Cenesizoglu, Tolga
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013533426
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