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~isPartOf:"Journal of banking & finance"
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Search: subject:"Volatilität"
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Capital income
Volatility
374
Volatilität
374
Kapitaleinkommen
109
Theorie
109
Theory
109
Börsenkurs
101
Share price
101
Estimation
83
Schätzung
82
Option pricing theory
74
Optionspreistheorie
74
USA
59
United States
59
ARCH model
55
ARCH-Modell
55
Aktienmarkt
48
Forecasting model
48
Prognoseverfahren
48
Risikoprämie
48
Risk premium
48
Stock market
48
Option trading
42
Optionsgeschäft
42
Portfolio selection
39
Portfolio-Management
39
Welt
38
World
38
Stochastic process
35
Stochastischer Prozess
35
CAPM
31
Derivat
30
Derivative
30
Ankündigungseffekt
28
Announcement effect
28
Risiko
25
Risk
25
Exchange rate
24
Time series analysis
24
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109
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109
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109
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Andreou, Panayiotis C.
2
Chang, Eric Chieh
2
Christoffersen, Peter F.
2
Doran, James S.
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
Altay-Salih, Aslihan
1
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1
Annaert, Jan
1
Asgharian, Hossein
1
Atilgan, Yigit
1
Banerjee, Prithviraj S.
1
Barinov, Alexander
1
Behrendt, Simon
1
Ben Ammar, Semir
1
Berardi, Andrea
1
Bergbrant, Mikael
1
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1
Bianchi, Robert
1
Blair, Bevan J.
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Caglayan, Mustafa O.
1
Cao, Charles Q.
1
Cartea, Álvaro
1
Cenedese, Gino
1
Cenesizoglu, Tolga
1
Chabi-Yo, Fousseni
1
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1
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Journal of banking & finance
Finance research letters
139
International review of financial analysis
124
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
88
Journal of financial economics
82
Applied financial economics
78
Research in international business and finance
77
Applied economics
76
NBER working paper series
72
Economic modelling
70
Journal of econometrics
70
Journal of international financial markets, institutions & money
68
Working paper / National Bureau of Economic Research, Inc.
64
Pacific-Basin finance journal
61
Applied economics letters
60
Journal of risk and financial management : JRFM
57
NBER Working Paper
56
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 European journal of finance
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Journal of forecasting
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Economics letters
37
Working paper
35
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
Research paper series / Swiss Finance Institute
31
The journal of finance : the journal of the American Finance Association
31
Discussion paper / Tinbergen Institute
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
The journal of futures markets
29
Cogent economics & finance
28
Global finance journal
28
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ECONIS (ZBW)
109
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
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
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