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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Journal of financial economics"
~subject:"Business cycle"
~type_genre:"Article in journal"
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EU-Staaten
Volatility
Business cycle
Estimation
248
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248
Capital income
127
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127
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84
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84
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Bollerslev, Tim
5
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4
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2
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2
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Journal of financial economics
Applied economics
256
Economic modelling
243
Applied economics letters
176
Energy economics
172
International review of economics & finance : IREF
150
Finance research letters
137
Economics letters
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
International review of financial analysis
119
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of banking & finance
116
Journal of international money and finance
116
Journal of econometrics
111
Journal of empirical finance
91
Journal of international financial markets, institutions & money
89
Applied financial economics
85
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79
Research in international business and finance
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
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European economic review : EER
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International journal of finance & economics : IJFE
65
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63
International journal of forecasting
62
The European journal of finance
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60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Empirica : journal of european economics
56
Macroeconomic dynamics
54
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Journal of monetary economics
53
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International journal of economics and finance
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International Journal of Energy Economics and Policy : IJEEP
42
Journal of money, credit and banking : JMCB
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
47
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1
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:
2
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:
3
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
4
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
5
Risk-adjusted capital allocation and misallocation
David, Joel M.
;
Schmid, Lukas
;
Zeke, David
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 684-705
Persistent link: https://www.econbiz.de/10013475433
Saved in:
6
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
7
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
8
The term structure of equity risk premia
Bansal, Ravi
;
Miller, Shane
;
Song, Dongho
;
Yaron, Amir
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1209-1228
Persistent link: https://www.econbiz.de/10012875936
Saved in:
9
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
10
Procyclicality of the comovement between dividend growth and consumption growth
Xu, Nancy R.
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10012650247
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