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~subject:"Capital income"
~isPartOf:"The journal of futures markets"
~isPartOf:"Economics letters"
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Search: subject:"Volatility"
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Capital income
Volatility
590
Volatilität
590
USA
157
United States
157
Theorie
142
Theory
142
Estimation
123
Schätzung
123
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115
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Agarwalla, Sobhesh Kumar
2
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The journal of futures markets
Economics letters
Finance research letters
141
International review of financial analysis
124
Journal of banking & finance
113
International review of economics & finance : IREF
105
Journal of empirical finance
103
The North American journal of economics and finance : a journal of financial economics studies
95
Energy economics
88
Journal of financial economics
82
Research in international business and finance
80
Applied financial economics
78
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
63
Applied economics letters
61
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
55
International journal of forecasting
51
The European journal of finance
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Journal of forecasting
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Working paper
36
Investment management and financial innovations
34
Journal of financial markets
34
Journal of international money and finance
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Review of quantitative finance and accounting
33
International journal of finance & economics : IJFE
32
Research paper series / Swiss Finance Institute
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The journal of finance : the journal of the American Finance Association
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Journal of financial econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Discussion paper / Tinbergen Institute
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Cogent economics & finance
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ECONIS (ZBW)
66
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1
Forecasting realized
volatility
: new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
2
VIX option-implied
volatility
slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
3
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
4
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
Saved in:
5
Harvesting the
volatility
smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
6
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
7
Stock market
volatility
and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
8
A novel explanation for idiosyncratic
volatility
anomaly : An asset decomposition perspective
Liu, Hao
;
Chen, Yue
;
Wan, Wei
;
Zhang, Qun
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886955
Saved in:
9
ESG rating disagreement, external attention and stock return : evidence from China
Tan, Ruipeng
;
Pan, Lulu
- In:
Economics letters
231
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460725
Saved in:
10
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
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