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~person:"Belke, Ansgar"
~person:"Todorov, Viktor"
~subject:"USA"
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Search: subject_exact:"Volatility"
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USA
Volatility
114
Volatilität
114
Estimation
65
Schätzung
65
Exchange rate
37
Wechselkurs
37
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34
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Belke, Ansgar
Todorov, Viktor
Gupta, Rangan
50
McAleer, Michael
46
Bahmani-Oskooee, Mohsen
33
Bollerslev, Tim
28
Andersen, Torben
23
Caporale, Guglielmo Maria
21
Davis, Steven J.
18
Moffitt, Robert A.
18
Bali, Turan G.
17
Chang, Chia-Lin
17
Hammoudeh, Shawkat
17
Hautsch, Nikolaus
17
Pierdzioch, Christian
17
Castelnuovo, Efrem
15
Diebold, Francis X.
15
Fernández-Villaverde, Jesús
15
Asai, Manabu
14
Hegerty, Scott W.
14
Bartram, Söhnke M.
13
Bouri, Elie
13
Engle, Robert F.
13
Stulz, René M.
13
Wohar, Mark E.
13
Ang, Andrew
12
Bekaert, Geert
12
Caggiano, Giovanni
12
Fleming, Jeff
12
Guerrón-Quintana, Pablo A.
12
Guo, Hui
12
Jaimovich, Nir
12
Malik, Farooq
12
Brown, Gregory W.
11
Campbell, John Y.
11
Ghysels, Eric
11
Gil-Alaña, Luis A.
11
Giot, Pierre
11
Härdle, Wolfgang
11
Lanne, Markku
11
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Diskussionsbeiträge aus dem Institut für Volkswirtschaftslehre, Universität Hohenheim
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
CREATES research paper
1
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1
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
International financial systems and stock volatility : issues and remedies
1
International journal of economics and finance
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ROME discussion paper series
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Ruhr economic papers
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The journal of finance : the journal of the American Finance Association
1
The open economy macromodel : past, present and future
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
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1
Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar
;
Gokus, Christian
-
2011
This study is motivated by the development of credit-related instruments and signals of stock price movements of large banks during the recent financial crisis. What is common to most of the empirical studies in this field is that they concentrate on modeling the conditional mean. However,...
Persistent link: https://www.econbiz.de/10010209431
Saved in:
2
Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar
;
Gokus, Christian
- In:
International journal of economics and finance
6
(
2014
)
7
,
pp. 53-70
Persistent link: https://www.econbiz.de/10010384712
Saved in:
3
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1335-1386
Persistent link: https://www.econbiz.de/10011738723
Saved in:
4
Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar
;
Gokus, Christian
-
2011
This study is motivated by the development of credit-related instruments and signals of stock price movements of large banks during the recent financial crisis. What is common to most of the empirical studies in this field is that they concentrate on modeling the conditional mean. However,...
Persistent link: https://www.econbiz.de/10008935244
Saved in:
5
Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar
;
Gokus, Christian
-
2011
This study is motivated by the development of credit-related instruments and signals of stock price movements of large banks during the recent financial crisis. What is common to most of the empirical studies in this field is that they concentrate on modeling the conditional mean. However,...
Persistent link: https://www.econbiz.de/10009347974
Saved in:
6
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
7
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
Saved in:
8
The realized Laplace transform of volatility
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1105-1127
Persistent link: https://www.econbiz.de/10009629019
Saved in:
9
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
10
Impact of exchange rate volatility on labour markets : a case of Transatlantic monetary policy coordination?
Belke, Ansgar
;
Kösters, Wim
;
Leschke, Martin
;
Polleit, …
- In:
Entscheidungsorientierte Volkswirtschaftslehre : …
,
(pp. 189-214)
.
2005
Persistent link: https://www.econbiz.de/10003345134
Saved in:
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