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~isPartOf:"The review of financial studies"
~subject:"Financial market"
~subject:"Volatility"
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The review of financial studies
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Energy economics
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International review of financial analysis
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1
Volatility risk pass-through
Colacito, Riccardo
;
Croce, Mariano M.
;
Liu, Yang
; …
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2345-2385
Persistent link: https://www.econbiz.de/10013188964
Saved in:
2
Option pricing of earnings announcement risks
Dubinsky, Andrew
;
Johannes, Michael
;
Kaeck, Andreas
; …
- In:
The review of financial studies
32
(
2019
)
2
,
pp. 646-687
Persistent link: https://www.econbiz.de/10012033514
Saved in:
3
Asset pricing with persistence risk
Andrei, Daniel
;
Hasler, Michael
;
Jeanneret, Alexandre
- In:
The review of financial studies
32
(
2019
)
7
,
pp. 2809-2849
Persistent link: https://www.econbiz.de/10012033891
Saved in:
4
The VIX premium
Cheng, Ing-Haw
- In:
The review of financial studies
32
(
2019
)
1
,
pp. 180-227
Persistent link: https://www.econbiz.de/10012033380
Saved in:
5
Financial markets with trade on risk and return
Smith, Kevin
- In:
The review of financial studies
32
(
2019
)
10
,
pp. 4042-4078
Persistent link: https://www.econbiz.de/10012108175
Saved in:
6
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2729-2773
Persistent link: https://www.econbiz.de/10011927185
Saved in:
7
External habit in a production economy : a model of asset prices and consumption volatility risk
Chen, Andrew Y.
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2890-2932
Persistent link: https://www.econbiz.de/10011755640
Saved in:
8
The real effects of uncertainty on merger activity
Bhagwat, Vineet
;
Dam, Robert
;
Harford, Jarrad V. T.
; …
- In:
The review of financial studies
29
(
2016
)
11
,
pp. 3000-3034
Persistent link: https://www.econbiz.de/10011619966
Saved in:
9
The skew risk premium in the equity index market
Kozhan, Roman
;
Neuberger, Anthony
;
Schneider, Paul
- In:
The review of financial studies
26
(
2013
)
9
,
pp. 2174-2203
Persistent link: https://www.econbiz.de/10010207278
Saved in:
10
Generalized transform analysis of affine processes and applications in finance
Chen, Hui
;
Joslin, Scott
- In:
The review of financial studies
25
(
2012
)
7
,
pp. 2225-2256
Persistent link: https://www.econbiz.de/10009571713
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