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isPartOf:"Journal of financial economics"
~isPartOf:"Discussion papers / CEPR"
~person:"Giglio, Stefano"
~person:"Shaliastovich, Ivan"
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Volatility
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Giglio, Stefano
Shaliastovich, Ivan
Bollerslev, Tim
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5
Christoffersen, Peter F.
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Journal of financial economics
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1
Volatility (dis)connect in international markets
Colacito, Riccardo
;
Croce, Mariano M.
;
Liu, Yang
; …
-
2022
Persistent link: https://www.econbiz.de/10012938941
Saved in:
2
Oil volatility risk
Gao, Lin
;
Hitzemann, Steffen
;
Shaliastovich, Ivan
;
Xu, Lai
- In:
Journal of financial economics
144
(
2022
)
2
,
pp. 456-491
Persistent link: https://www.econbiz.de/10013413135
Saved in:
3
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
4
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2020
Persistent link: https://www.econbiz.de/10012300973
Saved in:
5
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011971041
Saved in:
6
The price of variance risk
Dew-Becker, Ian
;
Giglio, Stefano
;
Le, Anh
;
Giudice …
- In:
Journal of financial economics
123
(
2017
)
2
,
pp. 223-250
Persistent link: https://www.econbiz.de/10011748750
Saved in:
7
Good and bad uncertainty : macroeconomic and financial market implications
Segal, Gill
;
Shaliastovich, Ivan
;
Yaron, Amir
- In:
Journal of financial economics
117
(
2015
)
2
,
pp. 369-397
Persistent link: https://www.econbiz.de/10011480267
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