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isPartOf:"MPRA Paper"
~accessRights:"free"
~isPartOf:"Finance and economics discussion series"
~subject:"VAR"
~subject:"Volatility"
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VAR
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volatility
82
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24
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15
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Zhou, Hao
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Onour, Ibrahim
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Sinha, Pankaj
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1
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1
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1
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RePEc
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ECONIS (ZBW)
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The effects of volatility on liquidity in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2023
Persistent link: https://www.econbiz.de/10014284237
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2
Reasons behind words : OPEC narratives and the oil market
Brunetti, Celso
;
Joëts, Marc
;
Mignon, Valérie
-
2024
Persistent link: https://www.econbiz.de/10014490822
Saved in:
3
Risk perception and loan underwriting in securitized commercial mortgages
Firestone, Simon
;
Godin, Nathan
;
Horvath, Akos
;
Sagi, …
-
2024
Persistent link: https://www.econbiz.de/10015053981
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4
Spectral backtests unbounded and folded
Gordy, Michael B.
;
McNeil, Alexander J.
-
2024
Persistent link: https://www.econbiz.de/10015056427
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5
Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy
Kiliç, Rehim
-
2023
-
This draft: August 2023
Persistent link: https://www.econbiz.de/10014490739
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6
Volatility in home sales and prices : supply or demand?
Anenberg, Elliot
;
Ringo, Daniel
-
2022
Persistent link: https://www.econbiz.de/10013413199
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7
When uncertainty and volatility are disconnected : implications for asset pricing and portfolio performance
Aït-Sahalia, Yacine
;
Matthys, Felix
;
Osambela, Emilio
; …
-
2021
Persistent link: https://www.econbiz.de/10012704880
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8
Better the devil you know : improved forecasts from imperfect models
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: October 2021
Persistent link: https://www.econbiz.de/10012704988
Saved in:
9
Words speak as loudly as actions : Central Bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben
;
Scotti, Chiara
;
Vega, Clara
-
2021
Persistent link: https://www.econbiz.de/10012704991
Saved in:
10
Nonlinear unemployment effects of the inflation tax
Lahcen, Mohammed Ait
;
Baughman, Garth
;
Rabinovich, Stanislav
-
2021
-
This version: June 25, 2021
Persistent link: https://www.econbiz.de/10012609348
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