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~isPartOf:"Journal of banking & finance"
~subject:"Arbeitsmarkt"
~subject:"Spillover effect"
~subject:"Volatilität"
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Search: subject:"volatility"
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Arbeitsmarkt
Spillover effect
Volatilität
Volatility
375
Capital income
113
Kapitaleinkommen
113
Theorie
111
Theory
111
Börsenkurs
103
Share price
103
Estimation
86
Schätzung
85
Option pricing theory
75
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61
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55
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Skiadopoulos, George
6
Taylor, Stephen
5
Clements, Adam
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Jiang, George J.
4
Prokopczuk, Marcel
4
Alexander, Carol
3
Branger, Nicole
3
Chang, Eric Chieh
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Doran, James S.
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Konstantinidi, Eirini
3
Li, Junye
3
Peterson, David R.
3
Wese Simen, Chardin
3
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2
Andreou, Panayiotis C.
2
Audrino, Francesco
2
Baig, Ahmed S.
2
Baldeaux, Jan
2
Batten, Jonathan A.
2
Becker, Ralf
2
Bezemer, Dirk Johan
2
Blau, Benjamin
2
Butt, Hassan A.
2
Cartea, Álvaro
2
Chevapatrakul, Thanaset
2
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2
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2
Cumming, Douglas J.
2
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2
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2
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2
Escobar, Marcos
2
Fodor, Andy
2
Gençay, Ramazan
2
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2
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Journal of banking & finance
Energy economics
599
Finance research letters
514
NBER working paper series
514
Working paper / National Bureau of Economic Research, Inc.
487
NBER Working Paper
444
International review of financial analysis
398
Applied economics
383
The journal of futures markets
344
Economic modelling
339
International review of economics & finance : IREF
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
323
Applied financial economics
265
Applied economics letters
264
Discussion paper / Centre for Economic Policy Research
263
Journal of empirical finance
261
Working paper
261
Research in international business and finance
253
Economics letters
251
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Discussion paper / Tinbergen Institute
202
Journal of risk and financial management : JRFM
197
CESifo working papers
190
Journal of financial economics
184
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
170
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
160
IMF working papers
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
Journal of economic dynamics & control
152
The European journal of finance
152
Discussion paper series / IZA
141
International journal of forecasting
140
International journal of finance & economics : IJFE
139
Journal of forecasting
131
The review of financial studies
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ECONIS (ZBW)
375
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375
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1
Why does option-implied
volatility
forecast realized
volatility
? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
2
Unspanned stochastic
volatility
from an empirical and practical perspective
Backwell, Alex
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012659269
Saved in:
3
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
4
The effect of uncertainty on stock market
volatility
and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
Saved in:
5
Detecting political event risk in the option market
Kostakis, Alexandros
;
Mu, Liangyi
;
Otsubo, Yoichi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248198
Saved in:
6
Fund flow-induced
volatility
and the cost of debt
Cook, Douglas O.
;
Luo, Shikong
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248201
Saved in:
7
GARCH option pricing with
volatility
derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
8
Is idiosyncratic
volatility
related to returns? Evidence from a subset of firms with quality idiosyncratic
volatility
estimates
Bergbrant, Mikael
;
Kassa, Haimanot
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012821006
Saved in:
9
Downside risk and the performance of
volatility
-managed portfolios
Wang, Feifei
;
Yan, Xuemin Sterling
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013365948
Saved in:
10
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
Saved in:
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