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~isPartOf:"Journal of banking & finance"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Glossar enthalten"
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Volatility
Capital income
566
Kapitaleinkommen
566
Börsenkurs
218
Share price
218
Estimation
141
Schätzung
141
Theorie
134
Theory
134
Portfolio selection
133
Portfolio-Management
133
Volatilität
113
CAPM
98
Forecasting model
96
Prognoseverfahren
96
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92
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92
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77
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77
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76
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71
Risk premium
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58
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58
Welt
48
World
48
Ankündigungseffekt
44
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44
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41
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39
Capital market returns
37
Kapitalmarktrendite
37
ARCH model
30
ARCH-Modell
30
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27
Financial analysis
24
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Aufsatz in Zeitschrift
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114
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Andreou, Panayiotis C.
2
Chang, Eric Chieh
2
Christoffersen, Peter F.
2
Doran, James S.
2
Driessen, Joost
2
Fodor, Andy
2
Hautsch, Nikolaus
2
Kagkadis, Anastasios
2
Li, Junye
2
Peterson, David R.
2
Philip, Dennis
2
Taylor, Stephen
2
Wang, Zijun
2
Aabo, Tom
1
Adjaoud, Fodil
1
Ahmed, Shamim
1
Akdeniz, Levent
1
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1
Anderson, Hamish D.
1
Annaert, Jan
1
Asgharian, Hossein
1
Atilgan, Yigit
1
Banerjee, Prithviraj S.
1
Barinov, Alexander
1
Beetsma, Roel
1
Behrendt, Simon
1
Beilo, Robbert
1
Ben Ammar, Semir
1
Berardi, Andrea
1
Bergbrant, Mikael
1
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Bianchi, Robert
1
Blair, Bevan J.
1
Borochin, Paul
1
Braun, Alexander
1
Caglayan, Mustafa O.
1
Cao, Charles Q.
1
Cartea, Álvaro
1
Cenedese, Gino
1
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1
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Journal of banking & finance
Finance research letters
146
International review of financial analysis
126
International review of economics & finance : IREF
104
Journal of empirical finance
102
The North American journal of economics and finance : a journal of financial economics studies
95
Energy economics
91
Journal of financial economics
83
Applied economics
79
Applied financial economics
79
Research in international business and finance
79
Economic modelling
72
Journal of econometrics
72
Journal of international financial markets, institutions & money
70
Pacific-Basin finance journal
61
Applied economics letters
60
Journal of risk and financial management : JRFM
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of forecasting
50
The journal of futures markets
47
The European journal of finance
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Journal of forecasting
41
Journal of financial and quantitative analysis : JFQA
39
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Economics letters
37
The journal of finance : the journal of the American Finance Association
37
Investment management and financial innovations
34
Journal of international money and finance
34
Review of quantitative finance and accounting
33
International journal of finance & economics : IJFE
32
Journal of financial markets
32
The review of financial studies
32
Journal of financial econometrics
31
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Global finance journal
29
Cogent economics & finance
28
International Journal of Energy Economics and Policy : IJEEP
27
International journal of economics and finance
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
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ECONIS (ZBW)
114
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1
Legislative gridlock and stock return dispersion around roll-call votes
Cheng, Mengyao
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013461876
Saved in:
2
Hot potatoes : underpricing of stocks following extreme negative returns
Caglayan, Mustafa O.
;
Lawrence, Edward
;
Reyes-Peña, …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462378
Saved in:
3
Anticipating jumps : Decomposition of straddle price
Chen, Bei
;
Quan Gan
;
Vasquez, Aurelio
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014462382
Saved in:
4
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
5
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
6
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:
7
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:
8
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
9
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
10
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
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