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~isPartOf:"International journal of economics and finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The review of economics and statistics"
~language:"eng"
~language:"ita"
~subject:"Volatility"
~type_genre:"Article in journal"
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International journal of economics and finance
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1
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
2
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
3
Recovering implied volatility
Kadan, Ohad
;
Liu, Fang
;
Tang, Xiaoxiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 255-282
Persistent link: https://www.econbiz.de/10014469958
Saved in:
4
Belief dispersion and convex cost of adjustment in the stock market and in the real economy
Jouini, Elyès
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4190-4209
Persistent link: https://www.econbiz.de/10014338339
Saved in:
5
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
6
Gone with the vol : a decline in asset return predictability during the great moderation
Hsu, Alex
;
Palomino, Francisco
;
Qian, Liang
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 3025-3047
Persistent link: https://www.econbiz.de/10014305476
Saved in:
7
Implied volatility changes and corporate bond returns
Cao, Jie
;
Goyal, Amit
;
Xiao, Xiao
;
Zhan, Xintong
- In:
Management science : journal of the Institute for …
69
(
2023
)
3
,
pp. 1375-1397
Persistent link: https://www.econbiz.de/10014303771
Saved in:
8
Learning in the oil futures markets : evidence and macroeconomic implications
Leduc, Sylvain
;
Moran, Kevin
;
Vigfusson, Robert J.
- In:
The review of economics and statistics
105
(
2023
)
2
,
pp. 392-407
Persistent link: https://www.econbiz.de/10014295667
Saved in:
9
A macrofinance model for option prices : a story of rare economic events
Hasler, Michael
;
Jeanneret, Alexandre
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5543-5559
Persistent link: https://www.econbiz.de/10014392944
Saved in:
10
The micro-origins of business cycles : evidence from German metropolitan areas
Daniele, Federica
;
Stüber, Heiko
- In:
The review of economics and statistics
105
(
2023
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10014293223
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