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~isPartOf:"Applied financial economics"
~isPartOf:"Economics letters"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject_exact:"Yield spread"
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Volatilität
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150
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37
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37
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Abad, Pilar
1
Avino, Davide
1
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1
Batten, Jonathan A.
1
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1
Chen, Lin
1
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1
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1
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1
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1
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Applied financial economics
Economics letters
Journal of banking & finance
24
The journal of futures markets
23
International journal of theoretical and applied finance
17
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15
The review of financial studies
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12
Journal of international money and finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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ECONIS (ZBW)
17
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1
What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Foley, Sean
;
Li, Simeng
;
Malloch, Hamish
;
Svec, Jiri
- In:
Economics letters
210
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013171301
Saved in:
2
The influence of shock signals on the change in volatility term structure
Choi, Sun-Yong
- In:
Economics letters
183
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012122602
Saved in:
3
Forecasting the term structure of volatility of crude oil price changes
Balaban, Ercan
;
Lu, Shan
- In:
Economics letters
141
(
2016
),
pp. 116-118
Persistent link: https://www.econbiz.de/10011616200
Saved in:
4
Time varying price discovery
Avino, Davide
;
Lazar, Emese
;
Varotto, Simone
- In:
Economics letters
126
(
2015
),
pp. 18-21
Persistent link: https://www.econbiz.de/10011376376
Saved in:
5
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
6
Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
Saved in:
7
Fractional integration and the volatility of UK interest rates
Coleman, Simeon
;
Sirichand, Kavita
- In:
Economics letters
116
(
2012
)
3
,
pp. 381-384
Persistent link: https://www.econbiz.de/10009674339
Saved in:
8
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
9
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
Batten, Jonathan A.
;
In, Francis Haeuck
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 881-892
Persistent link: https://www.econbiz.de/10003377842
Saved in:
10
Volatility transmission across the term structure of swap markets : international evidence
Abad, Pilar
;
Novales, Alfonso
- In:
Applied financial economics
14
(
2004
)
14
,
pp. 1045-1058
Persistent link: https://www.econbiz.de/10002377770
Saved in:
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