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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Journal of financial economics"
~subject:"Capital income"
~subject:"Impact assessment"
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Volatility
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Estimation
605
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142
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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
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Timmermann, Allan
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Da, Zhi
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2
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2
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Lin, Tse-Chun
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Londono, Juan M.
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2
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2
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2
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2
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2
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2
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Journal of applied econometrics
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
450
NBER working paper series
401
NBER Working Paper
354
Discussion paper series / IZA
319
Discussion paper / Centre for Economic Policy Research
257
Applied economics
242
Finance research letters
227
International review of economics & finance : IREF
194
Economic modelling
193
Journal of banking & finance
192
CESifo working papers
189
International review of financial analysis
183
Energy economics
178
Applied economics letters
172
Journal of empirical finance
160
The North American journal of economics and finance : a journal of financial economics studies
155
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143
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137
Journal of econometrics
134
IZA Discussion Paper
127
Journal of international money and finance
122
Economics letters
121
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118
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113
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99
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Pacific-Basin finance journal
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International journal of finance & economics : IJFE
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ZEW discussion papers
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Review of quantitative finance and accounting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
72
International journal of economics and finance
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The journal of futures markets
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Cogent economics & finance
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Discussion paper / Tinbergen Institute
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
187
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1
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
2
The impact of product and labour market reform on growth : evidence for OECD countries based on local projections
Haan, Jakob de
;
Wiese, Rasmus
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 746-770
Persistent link: https://www.econbiz.de/10013332684
Saved in:
3
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:
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
Heterogeneous liquidity providers and night-minus-day return predictability
Lu, Zhongjin
;
Malliaris, Steven
;
Qin, Zhongling
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 175-200
Persistent link: https://www.econbiz.de/10014335742
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
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
8
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:
9
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:
10
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
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