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isPartOf:"Journal of financial economics"
~isPartOf:"Energy economics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The European journal of finance"
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Search: subject_exact:"Volatility"
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Volatility
1,080
Volatilität
1,080
Oil price
368
Ölpreis
368
ARCH model
270
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270
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268
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268
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Ma, Feng
20
Hammoudeh, Shawkat
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Tiwari, Aviral Kumar
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Gupta, Rangan
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Bouri, Elie
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Ji, Qiang
11
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9
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9
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9
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Uddin, Mohammed Gazi Salah
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Wen, Fenghua
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7
Lin, Boqiang
7
Mensi, Walid
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Sadorsky, Perry A.
7
Chevallier, Julien
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5
Nguyen, Duc Khuong
5
Pierdzioch, Christian
5
Soytaş, Uǧur
5
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5
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5
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Journal of financial economics
Energy economics
Journal of economic dynamics & control
The European journal of finance
Finance research letters
514
NBER working paper series
482
Working paper / National Bureau of Economic Research, Inc.
467
NBER Working Paper
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International review of financial analysis
398
Applied economics
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Journal of banking & finance
375
The journal of futures markets
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
324
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261
Applied economics letters
258
Research in international business and finance
255
Economics letters
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International journal of theoretical and applied finance
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245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
236
Journal of international money and finance
221
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
MPRA Paper
171
CESifo working papers
170
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
161
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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IMF working papers
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International journal of finance & economics : IJFE
141
International journal of forecasting
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Journal of forecasting
131
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ECONIS (ZBW)
1,080
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1
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
2
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
3
Analysing emerging market returns with high-frequency data during the global financial crisis of 2007-2009
Yalaman, Abdullah
;
Manahov, Viktor
- In:
The European journal of finance
28
(
2022
)
10
,
pp. 1019-1051
Persistent link: https://www.econbiz.de/10013373360
Saved in:
4
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
5
Volatility patterns of short-term interest rate futures
Gurrola-Perez, Pedro
;
Herrerias, Renata
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1604-1625
Persistent link: https://www.econbiz.de/10012872906
Saved in:
6
Rise of the machines? : intraday high-frequency trading patterns of cryptocurrencies
Petukhina, Alla A.
;
Reule, Raphael C. G.
;
Härdle, Wolfgang
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 8-30
Persistent link: https://www.econbiz.de/10012424926
Saved in:
7
What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?
Jalan, Akanksha
;
Matkovskyy, Roman
;
Urquhart, Andrew
- In:
The European journal of finance
27
(
2021
)
13
,
pp. 1251-1281
Persistent link: https://www.econbiz.de/10012653090
Saved in:
8
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
9
Oil price uncertainty and unemployment dynamics : nonlinearities matter
Ahmed, M. Iqbal
;
Farah, Quazi Fidia
;
Kishan, Ruby P.
- In:
Energy economics
125
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014479113
Saved in:
10
The macroeconomic effects of oil price uncertainty
Abiad, Abdul
;
Aleem, Irfan
- In:
Energy economics
125
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014479176
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