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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of banking & finance"
~subject:"Risikomaß"
~type_genre:"Article in journal"
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Schock
Volatilität
Risikomaß
Estimation
434
Schätzung
433
Capital income
139
Kapitaleinkommen
139
Theorie
119
Theory
119
Börsenkurs
94
Share price
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Volatility
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114
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Prokopczuk, Marcel
4
Wese Simen, Chardin
3
Hautsch, Nikolaus
2
Li, Junye
2
Akdeniz, Levent
1
Alles, Lakshman
1
Altay-Salih, Aslihan
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Andreou, Panayiotis C.
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1
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Avouyi-Dovi, Sanvi
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1
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1
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1
Beine, Michel
1
Belke, Ansgar
1
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1
Berardi, Andrea
1
Berger, Tino
1
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1
Bezemer, Dirk Johan
1
Bianchi, Robert
1
Bohl, Martin T.
1
Bomfim, Antúlio N.
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Bonaccolto, Giovanni
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Bregantini, Daniele
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1
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1
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1
Chabot, Ben
1
Chang, Charles
1
Chang, Ming-Jen
1
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Journal of banking & finance
Applied economics
192
Economic modelling
181
Energy economics
173
Finance research letters
140
International review of economics & finance : IREF
136
Journal of econometrics
117
The North American journal of economics and finance : a journal of financial economics studies
117
International review of financial analysis
114
Journal of international money and finance
107
Applied economics letters
106
Economics letters
102
Journal of empirical finance
91
Applied financial economics
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Journal of economic dynamics & control
76
Research in international business and finance
76
Journal of international financial markets, institutions & money
75
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
Journal of risk and financial management : JRFM
64
The journal of futures markets
61
Journal of macroeconomics
58
International journal of forecasting
56
International journal of finance & economics : IJFE
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Macroeconomic dynamics
51
Journal of monetary economics
49
The European journal of finance
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Journal of international economics
46
Journal of financial economics
45
International Journal of Energy Economics and Policy : IJEEP
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Journal of money, credit and banking : JMCB
40
Pacific-Basin finance journal
40
Quantitative finance
40
International journal of economics and finance
38
Journal of applied econometrics
38
Journal of financial econometrics
34
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
114
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1
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
3
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
4
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
5
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
Saved in:
6
Return decomposition over the business cycle
Cenesizoglu, Tolga
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013533426
Saved in:
7
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
8
Breaking VIX at open : Evidence of uncertainty creation and resolution
Chen, Jingjing
;
Jiang, George J.
;
Yuan, Chaowen
;
Zhu, …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816579
Saved in:
9
The nexus between loan portfolio size and volatility : Does bank capital regulation matter?
Bremus, Franziska
;
Ludolph, Melina
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012820567
Saved in:
10
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
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