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~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Faff, Robert W."
~person:"Mensi, Walid"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Monografische Reihe"
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Volatility
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4
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4
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3
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Faff, Robert W.
Mensi, Walid
Skiadopoulos, George
6
Taylor, Stephen
5
Clements, Adam
4
Jiang, George J.
4
Prokopczuk, Marcel
4
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3
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Journal of banking & finance
The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
8
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
6
International review of economics & finance : IREF
5
Economic modelling
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Finance research letters
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Financial innovation : FIN
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Journal of international financial markets, institutions & money
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International journal of emerging markets
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Research in international business and finance
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Studies in economics and finance
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The quarterly review of economics and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
4
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1
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
2
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
3
Does the uncertainty of firm-level fundamentals help explain cross-sectional differences in liquidity commonality?
Isshaq, Zangina
;
Faff, Robert W.
- In:
Journal of banking & finance
68
(
2016
),
pp. 153-161
Persistent link: https://www.econbiz.de/10011634813
Saved in:
4
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.
- In:
Journal of banking & finance
20
(
1996
)
3
,
pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
Saved in:
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