//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Centre for Economic Policy Research"
~institution:"National Bureau of Economic Research"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Implied volatility around the...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
USA
3,581
United States
3,549
Welt
2,445
World
2,444
Theory
795
EU countries
544
EU-Staaten
544
Estimation
511
Schätzung
511
Volatility
497
Volatilität
497
Impact assessment
425
Wirkungsanalyse
425
Wirtschaftswachstum
381
Economic growth
380
Finanzkrise
333
Financial crisis
329
Geldpolitik
306
Monetary policy
305
Vergleich
290
Comparison
289
Coronavirus
272
Konjunktur
246
Business cycle
245
Börsenkurs
206
Share price
205
Capital mobility
187
Kapitalmobilität
187
Globalisierung
185
Globalization
185
Productivity
184
Produktivität
184
Exchange rate
175
Wechselkurs
175
International financial market
174
Internationaler Finanzmarkt
174
Capital income
155
Einkommensverteilung
155
Kapitaleinkommen
155
more ...
less ...
Online availability
All
Free
704
Undetermined
22
Type of publication
All
Book / Working Paper
789
Journal
6
Article
1
Type of publication (narrower categories)
All
Konferenzschrift
51
Graue Literatur
46
Non-commercial literature
46
Collection of articles of several authors
42
Sammelwerk
42
Arbeitspapier
41
Working Paper
41
Conference proceedings
31
Aufsatzsammlung
20
Article in journal
6
Aufsatz in Zeitschrift
6
Bibliografie
3
Bibliografie enthalten
2
Bibliography included
2
Collection of articles written by one author
2
Sammlung
2
Aufgabensammlung
1
Fallstudiensammlung
1
Festschrift
1
more ...
less ...
Language
All
English
796
Author
All
Razin, Assaf
13
Aizenman, Joshua
11
Diebold, Francis X.
11
Frankel, Jeffrey A.
11
Engel, Charles
10
Feenstra, Robert C.
10
Staiger, Robert W.
10
Andersen, Torben G.
9
Bansal, Ravi
9
Bollerslev, Tim
9
Obstfeld, Maurice
9
Rose, Andrew K.
8
Acemoglu, Daron
7
Bekaert, Geert
7
Caballero, Ricardo J.
7
Glaeser, Edward L.
7
Harvey, Campbell R.
7
West, Kenneth D.
7
Casella, Alessandra
6
Devereux, Michael B.
6
Edwards, Sebastian
6
Mishkin, Frederic S.
6
Sadka, Efraim
6
Shleifer, Andrei
6
Svensson, Lars E.O.
6
Wei, Shang-Jin
6
Alesina, Alberto
5
Antràs, Pol
5
Bordo, Michael D.
5
Campbell, John Y.
5
Frenkel, Jacob A.
5
Jeanne, Olivier
5
Krishnamurthy, Arvind
5
Rigobon, Roberto
5
Whalley, John
5
Ait-Sahalia, Yacine
4
Barro, Robert J.
4
Bloom, David E.
4
Cochrane, John H.
4
Dumas, Bernard
4
more ...
less ...
Institution
All
Centre for Economic Policy Research
National Bureau of Economic Research
Edward Elgar Publishing
136
IGI Global
114
OECD
53
Institut für Weltwirtschaft
40
European University Institute / Department of Economics
35
World Bank
34
Internationaler Währungsfonds / Research Department
31
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Ekonomiska forskningsinstitutet <Stockholm>
26
Robert Schuman Centre for Advanced Studies
25
Springer Fachmedien Wiesbaden
25
Brookings Institution
22
Federal Reserve System / Board of Governors
22
Forschungsinstitut zur Zukunft der Arbeit
22
Federal Reserve Bank of San Francisco
20
Federal Reserve Bank of St. Louis
20
International Monetary Fund
18
Federal Reserve System / Division of Research and Statistics
17
European University Institute / Department of Law
16
American Marketing Association
15
Erasmus Research Institute of Management
15
Federal Reserve Bank of New York
15
Federal Reserve Bank of Cleveland
14
Internationaler Währungsfonds
14
Resources for the Future, Inc.
14
University of Exeter / Department of Economics
14
Birkbeck College / Department of Economics
13
Christian-Albrechts-Universität zu Kiel
13
Federal Reserve Bank of Richmond
13
International Economic Association
13
Verlag Dr. Kovač
13
Zentrum für Europäische Wirtschaftsforschung
13
American Enterprise Institute for Public Policy Research
12
Association of University Programs in Health Administration
12
Centre for Analytical Finance <Århus>
12
Massachusetts Institute of Technology / Department of Economics
12
Nomos Verlagsgesellschaft
12
Organisation for Economic Co-operation and Development
12
more ...
less ...
Published in...
All
NBER working paper series
706
A National Bureau of Economic Research conference report
15
NBER technical working paper series
9
Discussion paper / Centre for Economic Policy Research
6
Journal of international economics
4
Studies in income and wealth
4
A National Bureau of Economic Research project report
3
Studies in business cycles
3
Working paper series of the network in financial markets
3
Journal of public economics
2
National Bureau of Economic Research Conference Report
2
A CEPR conference report
1
A National Bureau of Economic Research monograph
1
A conference report / Universities-National Bureau Committee for Economic Research
1
Global economic institutions
1
Human behavior and social institutions
1
Journal of econometrics
1
Journal of the European Economic Association
1
NBER Conference Report
1
NBER International Seminar on Macroeconomics Ser.
1
NBER historical working paper series
1
National Bureau of Economic Research monograph
1
Oxford economic papers
1
Publications / National Bureau of Economic Research, Inc.
1
Working paper / National Bureau of Economic Research, Inc.
1
Working papers / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
795
OLC EcoSci
1
Showing
1
-
10
of
796
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The Joint Cross Section of Stocks and Options
An, Byeong-Je
-
2013
volatility
over the next month, but with decreasing realized
volatility
. These predictability patterns are consistent with …
Persistent link: https://www.econbiz.de/10012459071
Saved in:
2
Institutional Investors and Information Acquisition : Implications for Asset Prices and Informational Efficiency
Breugem, Matthijs
-
2017
We jointly model the information choice and portfolio allocation problem of institutional investors who are concerned about their performance relative to a benchmark. Benchmarking increases an investor's effective risk-aversion, which reduces his willingness to speculate and, consequently, his...
Persistent link: https://www.econbiz.de/10012455121
Saved in:
3
Forecasting Crashes : Trading Volume, Past Returns and Conditional Skewness in Stock Prices
Chen, Joseph
-
2000
This paper is an investigation into the determinants of asymmetries in stock returns. We develop a series of cross-sectional regression specifications which attempt to forecast skewness in the daily returns of individual stocks. Negative skewness is most pronounced in stocks that have...
Persistent link: https://www.econbiz.de/10012471074
Saved in:
4
Asymmetric
Volatility
and Risk in Equity Markets
Bekaert, Geert
-
1997
It appears that
volatility
in equity markets is asymmetric: returns and conditional
volatility
are negatively … correlated. We provide a unified framework to simultaneously investigate asymmetric
volatility
at the firm and the market level … empirical evidence on asymmetry to Japanese stocks. Although
volatility
asymmetry is present and significant at the market and …
Persistent link: https://www.econbiz.de/10012472796
Saved in:
5
Measuring
Volatility
Dynamics
Diebold, Francis X.
-
1995
Recently there has been a great deal of interest in modeling
volatility
fluctuations. ARCH models, for example, provide … parsimonious approximations to
volatility
dynamics. Here we provide a selective amount of certain aspects of conditional
volatility
…
Persistent link: https://www.econbiz.de/10012473891
Saved in:
6
Estimating Conditional Expectations when
Volatility
Fluctuates
Stambaugh, Robert F.
-
1993
a GARCH process for conditional
volatility
. Under such heteroskedasticity, OLS estimators or parameters in single …
Persistent link: https://www.econbiz.de/10012474538
Saved in:
7
No News is Good News : An Asymmetric Model of Changing
Volatility
in Stock Returns
Campbell, John Y.
-
1991
It is sometimes argued that an increase in stock market
volatility
raises required stock returns, and thus lowers stock … for this
volatility
feedback effect. The resulting model is asymmetric, because
volatility
feedback amplifies large … for large crashes. The model also implies that
volatility
feedback is more important when
volatility
is high. In U …
Persistent link: https://www.econbiz.de/10012475263
Saved in:
8
Tests of Excess Forecast
Volatility
in the Foreign Exchange and Stock Markets
Froot, Kenneth A.
-
1987
Simple regression tests that have power against the alternatives that. asset prices and expected future asset returns are excessively volatile are developed and performed for the foreign exchange and stock markets. These tests have a number of advantages over alternative, variance hounds...
Persistent link: https://www.econbiz.de/10012476706
Saved in:
9
Volatility
Forecasting
Andersen, Torben G.
-
2005
Volatility
has been one of the most active and successful areas of research in time series econometrics and economic … empirical insights to emerge from this burgeoning literature, with a distinct focus on forecasting applications.
Volatility
is … inherently latent, and Section 1 begins with a brief intuitive account of various key
volatility
concepts. Section 2 then …
Persistent link: https://www.econbiz.de/10012467497
Saved in:
10
Predicting the Oil Market
Calomiris, Charles W.
;
Melek, Nida Çakır
;
Mamaysky, Harry
-
National Bureau of Economic Research
-
2021
-of-sample forecasting of oil spot, futures, and energy company stock returns, and changes in oil
volatility
, production, and inventories …
Persistent link: https://www.econbiz.de/10012660057
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->