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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"CAPM"
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Volatility
CAPM
Estimation
851
Schätzung
851
Theorie
264
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264
Capital income
212
Kapitaleinkommen
212
USA
166
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Bollerslev, Tim
6
Kelly, Bryan T.
5
Todorov, Viktor
5
Bali, Turan G.
3
Christoffersen, Peter F.
3
Moskowitz, Tobias J.
3
Santa-Clara, Pedro
3
Zaremba, Adam
3
Andersen, Torben
2
Bandi, Federico M.
2
Barroso, Pedro
2
Bekaert, Geert
2
Bley, Jorg
2
Boons, Martijn
2
Bouri, Elie
2
Brown, Stephen J.
2
Cakici, Nusret
2
Filis, George
2
Floros, Christos
2
Fusari, Nicola
2
Gonçalves, Andrei S.
2
Hou, Ai Jun
2
Jacobs, Kris
2
Linnainmaa, Juhani
2
McKenzie, Michael D.
2
Narayan, Paresh Kumar
2
Novy-Marx, Robert
2
Papavassiliou, Vassilios G.
2
Pruitt, Seth
2
Saad, Mohsen M.
2
Sakemoto, Ryuta
2
Schneider, Paul
2
Sentana, Enrique
2
Smales, Lee A.
2
Sosvilla-Rivero, Simón
2
Stambaugh, Robert F.
2
Tamoni, Andrea
2
Timmermann, Allan
2
Wang, Junbo
2
Wel, Michel van der
2
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Journal of applied econometrics
Journal of financial economics
Journal of international financial markets, institutions & money
Applied economics
151
Finance research letters
148
Energy economics
144
Economic modelling
135
International review of financial analysis
134
International review of economics & finance : IREF
132
Working paper / National Bureau of Economic Research, Inc.
127
Journal of banking & finance
120
Journal of empirical finance
119
NBER working paper series
119
The North American journal of economics and finance : a journal of financial economics studies
114
Journal of econometrics
110
NBER Working Paper
101
Applied financial economics
95
Journal of international money and finance
91
Applied economics letters
85
Working paper
83
Research in international business and finance
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Discussion paper / Tinbergen Institute
65
Economics letters
65
CESifo working papers
64
Journal of risk and financial management : JRFM
64
The European journal of finance
62
The journal of futures markets
62
Discussion paper / Centre for Economic Policy Research
61
Pacific-Basin finance journal
55
International journal of finance & economics : IJFE
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
International journal of forecasting
47
The journal of finance : the journal of the American Finance Association
46
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Quantitative finance
42
International journal of economics and finance
40
Journal of economic dynamics & control
40
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
218
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218
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1
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
2
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
3
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
4
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
5
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
6
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
7
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
8
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
9
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
10
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
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