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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Journal of political economy"
~isPartOf:"The journal of futures markets"
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Forecasting model
United States
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61
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Journal of political economy
The journal of futures markets
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1,507
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424
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418
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320
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1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
3
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
4
Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
5
US inequality and fiscal progressivity : an intragenerational accounting
Auerbach, Alan J.
;
Kotlikoff, Laurence J.
;
Koehler, Darryl
- In:
Journal of political economy
131
(
2023
)
5
,
pp. 1249-1293
Persistent link: https://www.econbiz.de/10014303170
Saved in:
6
Common ownership, competition, and top management incentives
Antón, Miguel
;
Ederer, Florian
;
Giné, Mireia
; …
- In:
Journal of political economy
131
(
2023
)
5
,
pp. 1294-1355
Persistent link: https://www.econbiz.de/10014303176
Saved in:
7
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
Saved in:
8
Who and what drives informed options trading after the market opens?
Kang, Jongho
;
Kang, Jangkoo
;
Lee, Jaeram
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 338-364
Persistent link: https://www.econbiz.de/10012817917
Saved in:
9
Volatility model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
Saved in:
10
Electoral accountability and control in us cities
Sieg, Holger
;
Yoon, Chamna
- In:
Journal of political economy
130
(
2022
)
11
,
pp. 2985-3023
Persistent link: https://www.econbiz.de/10013457604
Saved in:
11
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
12
Curbing shocks to corporate liquidity : the role of trade credit
Amberg, Niklas
;
Jacobson, Tor
;
Schedvin, Erik von
; …
- In:
Journal of political economy
129
(
2021
)
1
,
pp. 182-242
Persistent link: https://www.econbiz.de/10012610404
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13
Human capital investments and expectations about career and family
Wiswall, Matthew
;
Zafar, Basit
- In:
Journal of political economy
129
(
2021
)
5
,
pp. 1361-1424
Persistent link: https://www.econbiz.de/10012610454
Saved in:
14
Asset pricing with omitted factors
Giglio, Stefano
;
Xiu, Dacheng
- In:
Journal of political economy
129
(
2021
)
7
,
pp. 1947-1990
Persistent link: https://www.econbiz.de/10012610477
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15
On bunching and identification of the taxable income elasticity
Blomquist, Nils Sören
;
Newey, Whitney K.
;
Kumar, Anil
; …
- In:
Journal of political economy
129
(
2021
)
8
,
pp. 2320-2343
Persistent link: https://www.econbiz.de/10012610497
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16
Transparency and negotiated prices : the value of information in hospital-supplier bargaining
Grennan, Matthew
;
Swanson, Ashley
- In:
Journal of political economy
128
(
2020
)
4
,
pp. 1234-1268
Persistent link: https://www.econbiz.de/10012416737
Saved in:
17
Firm volatility in granular networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of political economy
128
(
2020
)
11
,
pp. 4097-4162
Persistent link: https://www.econbiz.de/10012599940
Saved in:
18
An empirical analysis of racial differences in police use of force
Fryer, Roland G. <Jr.>
- In:
Journal of political economy
127
(
2019
)
3
,
pp. 1210-1261
Persistent link: https://www.econbiz.de/10012029251
Saved in:
19
Credit supply and the housing boom
Justiniano, Alejandro
;
Primiceri, Giorgio E.
; …
- In:
Journal of political economy
127
(
2019
)
3
,
pp. 1317-1350
Persistent link: https://www.econbiz.de/10012029258
Saved in:
20
The demand for effective charter schools
Walters, Christopher R.
- In:
Journal of political economy
126
(
2018
)
6
,
pp. 2179-2223
Persistent link: https://www.econbiz.de/10012064924
Saved in:
21
The market for financial adviser misconduct
Egan, Mark
;
Matvos, Gregor
;
Seru, Amit
- In:
Journal of political economy
127
(
2018
)
1
,
pp. 233-295
Persistent link: https://www.econbiz.de/10012065099
Saved in:
22
Income and consumption : a micro semistructural analysis with pervasive heterogeneity
Alan, Sule
;
Browning, Martin James
;
Ejrnæs, Mette
- In:
Journal of political economy
126
(
2018
)
5
,
pp. 1827-1864
Persistent link: https://www.econbiz.de/10011944733
Saved in:
23
Slow to hire, quick to fire : employment dynamics with asymmetric responses to news
Ilut, Cosmin
;
Kehrig, Matthias
;
Schneider, Martin
- In:
Journal of political economy
126
(
2018
)
5
,
pp. 2011-2071
Persistent link: https://www.econbiz.de/10011944744
Saved in:
24
What do test scores miss? : the importance of teacher effects on non-test score outcomes
Jackson, Clement
- In:
Journal of political economy
126
(
2018
)
5
,
pp. 2072-2107
Persistent link: https://www.econbiz.de/10011944745
Saved in:
25
Returns to education : the causal effects of education on earnings, health, and smoking
Heckman, James J.
;
Humphries, John Eric
;
Veramendi, Gregory
- In:
Journal of political economy
126
(
2018
),
pp. 197-246
Persistent link: https://www.econbiz.de/10011951899
Saved in:
26
Media power
Prat, Andrea
- In:
Journal of political economy
126
(
2018
)
4
,
pp. 1747-1783
Persistent link: https://www.econbiz.de/10011906140
Saved in:
27
Does transparency lead to pay compression?
Mas, Alexandre
- In:
Journal of political economy
125
(
2017
)
5
,
pp. 1683-1721
Persistent link: https://www.econbiz.de/10011754008
Saved in:
28
Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Frino, Alex
;
Mollica, Vito
;
Romano, Maria Grazia
;
Zhou, …
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 359-373
Persistent link: https://www.econbiz.de/10011950679
Saved in:
29
Informed trading in the options market and stock return predictability
Han, Joongho
;
Kim, Da-Hea
;
Byun, Suk Joon
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Saved in:
30
Do futures prices help forecast the spot price?
Jin, Xin
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1205-1225
Persistent link: https://www.econbiz.de/10011951030
Saved in:
31
The skewness implied in the Heston model and its application
Zhang, Jin E.
;
Zhen, Fang
;
Sun, Xiaoxia
;
Zhao, Huimin
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 211-237
Persistent link: https://www.econbiz.de/10011669807
Saved in:
32
Volatility smile and one-month foreign currency volatility forecasts
Wong, Alfred Huah-Syn
;
Heaney, Richard A.
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 286-312
Persistent link: https://www.econbiz.de/10011669812
Saved in:
33
Transition to clean technology
Acemoglu, Daron
;
Akcigit, Ufuk
;
Hanley, Douglas
;
Kerr, …
- In:
Journal of political economy
124
(
2016
)
1
,
pp. 52-104
Persistent link: https://www.econbiz.de/10011448792
Saved in:
34
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
35
Option pricing under skewness and kurtois using a Cornish-Fisher expansion
Aboura, Sofiane
;
Maillard, Didier
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1194-1209
Persistent link: https://www.econbiz.de/10011665615
Saved in:
36
Micro-and macroeconomic implications of heterogeneity in the production of human capital
Polachek, Solomon W.
;
Das, Tirthatanmoy
; …
- In:
Journal of political economy
123
(
2015
)
6
,
pp. 1410-1455
Persistent link: https://www.econbiz.de/10011429922
Saved in:
37
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
38
Credit-implied equity volatility : long-term forecasts and alternative fear gauges
Byström, Hans N. E.
- In:
The journal of futures markets
35
(
2015
)
8
,
pp. 753-775
Persistent link: https://www.econbiz.de/10011392648
Saved in:
39
Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André
;
Guerra, João
- In:
The journal of futures markets
35
(
2015
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
Saved in:
40
Psychological barriers and option pricing
Jang, Bong-Gyu
;
Kim, Changki
;
Kim, Kyeong Tae
;
Lee, Seungkyu
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 52-74
Persistent link: https://www.econbiz.de/10011346173
Saved in:
41
Commodity, strategies based on momentum, term structure, and idiosyncratic volatility
Fuertes, Ana María
;
Miffre, Joëlle
;
Fernandez-Perez, …
- In:
The journal of futures markets
35
(
2015
)
3
,
pp. 274-297
Persistent link: https://www.econbiz.de/10011348423
Saved in:
42
Implied pricing Kernels : an alternative approach for option valuation
Ryu, Doojin
;
Kang, Jangkoo
;
Suh, Sangwon
- In:
The journal of futures markets
35
(
2015
)
2
,
pp. 127-147
Persistent link: https://www.econbiz.de/10011348461
Saved in:
43
Stochastic skew in the interest rate cap market
Leung, Kwai S.
;
Ng, Hon Y.
;
Wong, Hoi Ying
- In:
The journal of futures markets
34
(
2014
)
12
,
pp. 1146-1169
Persistent link: https://www.econbiz.de/10010508673
Saved in:
44
The pattern of price linkages among commodities
Dorfman, Jeffrey H.
;
Karali, Berna
- In:
The journal of futures markets
34
(
2014
)
11
,
pp. 1062-1076
Persistent link: https://www.econbiz.de/10010508679
Saved in:
45
Noisy inventory announcement and energy prices
Halova Wolfe, Marketa
;
Kurov, Alexander
;
Kucher, Oleg
- In:
The journal of futures markets
34
(
2014
)
10
,
pp. 911-933
Persistent link: https://www.econbiz.de/10010508689
Saved in:
46
Closing call auctions at the index futures market
Hagströmer, Björn
;
Nordén, Lars
- In:
The journal of futures markets
34
(
2014
)
4
,
pp. 299-319
Persistent link: https://www.econbiz.de/10010355429
Saved in:
47
Price discovery in interrelated markets
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 203-219
Persistent link: https://www.econbiz.de/10010355437
Saved in:
48
Labor hiring, investment, and stock return predictability in the cross section
Belo, Frederico
;
Lin, Xiaoji
;
Bazdresch, Santiago
- In:
Journal of political economy
122
(
2014
)
1
,
pp. 129-177
Persistent link: https://www.econbiz.de/10010381027
Saved in:
49
Aggregate volatility and market jump risk : an option-based explanation to size and value premia
Arisoy, Yakup Eser
- In:
The journal of futures markets
34
(
2014
)
1
,
pp. 34-55
Persistent link: https://www.econbiz.de/10010254958
Saved in:
50
Optimal futures hedging under multichain Markov regime switching
Sheu, Her-jiun
;
Lee, Hsiang-tai
- In:
The journal of futures markets
34
(
2014
)
2
,
pp. 173-202
Persistent link: https://www.econbiz.de/10010255473
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