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~isPartOf:"International review of economics & finance : IREF"
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Search: subject_exact:"Volatility"
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Volatility
526
Volatilität
521
Börsenkurs
144
Estimation
144
Share price
144
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143
Capital income
126
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126
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Ma, Feng
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3
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3
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International review of economics & finance : IREF
Quantitative finance
Energy economics
598
Finance research letters
514
NBER working paper series
482
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467
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416
International review of financial analysis
398
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377
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375
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
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Pacific-Basin finance journal
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
526
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1
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
2
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
3
On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy : evidence from a TVP-VAR model
Yao, Wei
;
Alexiou, Constantinos
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1054-1072
Persistent link: https://www.econbiz.de/10014446544
Saved in:
4
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
5
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
6
Fiscal policy volatility and growth in emerging markets and developing economies
Marioli, Francisco Arroyo
;
Fatás, Antonio
;
Vasishtha, …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 758-777
Persistent link: https://www.econbiz.de/10014535037
Saved in:
7
Bond market spillover networks of ASEAN-4 markets : is the global pandemic different?
Uddin, Mohammed Gazi Salah
;
Yahya, Muhammad
;
Park, Donghyun
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1028-1044
Persistent link: https://www.econbiz.de/10014535068
Saved in:
8
Bitcoin halving and the integration of cryptocurrency and forex markets : an analysis of the higher-order moment spillovers
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 302-315
Persistent link: https://www.econbiz.de/10014534898
Saved in:
9
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
10
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
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