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~isPartOf:"Journal of banking & finance"
~language:"eng"
~subject:"Volatility"
~type_genre:"Article in journal"
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Journal of banking & finance
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71
Cross-commodity news transmission and volatility spillovers in the German energy markets
Green, Rikard
;
Larsson, Karl
;
Lunina, Veronika
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 231-243
Persistent link: https://www.econbiz.de/10011966754
Saved in:
72
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
73
Differences in options investors' expectations and the cross-section of stock returns
Andreou, Panayiotis C.
;
Kagkadis, Anastasios
;
Philip, Dennis
- In:
Journal of banking & finance
94
(
2018
),
pp. 315-336
Persistent link: https://www.econbiz.de/10011966661
Saved in:
74
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
75
Financial market volatility, macroeconomic fundamentals and investor sentiment
Chiu, Ching Wai Jeremy
;
Harris, Richard D. F.
;
Stoja, …
- In:
Journal of banking & finance
92
(
2018
),
pp. 130-145
Persistent link: https://www.econbiz.de/10011964550
Saved in:
76
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
77
The informational role of options markets : evidence from FOMC announcements
Du, Brian
;
Fung, Scott
;
Loveland, Robert
- In:
Journal of banking & finance
92
(
2018
),
pp. 237-256
Persistent link: https://www.econbiz.de/10011964574
Saved in:
78
Jumps, cojumps, and efficiency in the spot foreign exchange market
Piccotti, Louis R.
- In:
Journal of banking & finance
87
(
2018
),
pp. 49-67
Persistent link: https://www.econbiz.de/10011962493
Saved in:
79
Limits of arbitrage and idiosyncratic volatility : evidence from China stock market
Gu, Ming
;
Kang, Wenjin
;
Xu, Bu
- In:
Journal of banking & finance
86
(
2018
),
pp. 240-258
Persistent link: https://www.econbiz.de/10011962481
Saved in:
80
Monetary policy uncertainty and the market reaction to macroeconomic news
Kurov, Alexander
;
Stan, Raluca
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962434
Saved in:
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