//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
~isPartOf:"LSE Research Online Documents on Economics"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Volatility risk"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikoprämie
9
Risk premium
9
Volatility
9
Volatilität
9
Capital income
5
Estimation
5
Kapitaleinkommen
5
Schätzung
5
CAPM
4
Theorie
4
Theory
4
Risiko
3
Risk
3
Volatility risk premium
3
Welt
3
World
3
Yield curve
3
Zinsstruktur
3
Aggregate volatility risk
2
Börsenkurs
2
Corporate bond
2
Currency speculation
2
Exchange rate
2
Forecasting model
2
Portfolio selection
2
Portfolio-Management
2
Predictability
2
Prognoseverfahren
2
Share price
2
Unternehmensanleihe
2
Volatility risk
2
Wechselkurs
2
Währungsspekulation
2
1996-2011
1
Anleihe
1
Bond
1
Bonds
1
Capital market returns
1
Carry trade
1
Cointegration
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Della Corte, Pasquale
2
Barinov, Alexander
1
Bollerslev, Tim
1
Carr, Peter
1
Chang, Bo Young
1
Christoffersen, Peter F.
1
Chung, Kee H.
1
González-Urteaga, Ana
1
Jakobs, Kris
1
Koijen, Ralph S. J.
1
Kozhan, Roman
1
Moskowitz, Tobias J.
1
Neuberger, Anthony
1
Osterrieder, Daniela
1
Pedersen, Lasse Heje
1
Ramadorai, Tarun
1
Rubio, Gonzalo
1
Sarno, Lucio
1
Sizova, Natalia
1
Tauchen, George Eugene
1
Vrugt, Evert B.
1
Wang, Junbo
1
Wu, Chunchi
1
Wu, Liuren
1
more ...
less ...
Published in...
All
Journal of financial economics
LSE Research Online Documents on Economics
Journal of banking & finance
10
Journal of empirical finance
7
International review of economics & finance : IREF
6
International review of financial analysis
5
Applied economics
4
Emerging markets, finance and trade : EMFT
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics letters
2
Applied mathematical finance
2
Energy economics
2
Finance research letters
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Journal of financial markets
2
Pacific-Basin finance journal
2
Review of quantitative finance and accounting
2
The quarterly journal of finance
2
Asia-Pacific financial markets
1
Asia-Pacific journal of financial studies
1
Economic modelling
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Global finance journal
1
International journal of economics and finance
1
International journal of emerging markets
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Investment management and financial innovations
1
Journal of accounting & management information systems : JAMIS
1
Journal of behavioral and experimental economics
1
Journal of behavioral and experimental finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic and financial sciences
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
2
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
3
Stocks with extreme past returns : lotteries or insurance?
Barinov, Alexander
- In:
Journal of financial economics
129
(
2018
)
3
,
pp. 458-478
Persistent link: https://www.econbiz.de/10011982283
Saved in:
4
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
5
The cross-sectional variation of
volatility
risk
premia
González-Urteaga, Ana
;
Rubio, Gonzalo
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011589865
Saved in:
6
Analyzing
volatility
risk
and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
7
Volatility
risk
premia and exchange rate predictability
Della Corte, Pasquale
;
Ramadorai, Tarun
;
Sarno, Lucio
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10011590062
Saved in:
8
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
9
Market skewness risk and the cross section of stock returns
Chang, Bo Young
;
Christoffersen, Peter F.
;
Jakobs, Kris
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 46-68
Persistent link: https://www.econbiz.de/10009715175
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->