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subject:"Volatilität"
~subject:"Stock index"
~subject:"Kapitaleinkommen"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
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1
Volatility risk pass-through
Colacito, Riccardo
;
Croce, Mariano M.
;
Liu, Yang
; …
-
2018
Persistent link: https://www.econbiz.de/10012060363
Saved in:
2
What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan
;
Petersen, Annelie
;
Vette, Nander de
-
2018
Persistent link: https://www.econbiz.de/10012109721
Saved in:
3
Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
4
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
5
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
6
Firm volatility in granual networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2017
Persistent link: https://www.econbiz.de/10011739882
Saved in:
7
Uncertainty shocks, asset supply and pricing over the business cycle
Bianchi, Francesco
;
Ilut, Cosmin
;
Schneider, Martin
-
2017
Persistent link: https://www.econbiz.de/10011670028
Saved in:
8
Pulling up the tarnished anchor : the end of silver as a global unit of account
Fernholz, Ricardo T.
;
Mitchener, Kris
;
Weidenmier, Marc D.
-
2017
Persistent link: https://www.econbiz.de/10011670034
Saved in:
9
Bid-to-cover and yield changes around public debt auctions in the euro area
Beetsma, Roel
;
Giuliodori, Massimo
;
Hanson, Jesper
; …
-
2017
Persistent link: https://www.econbiz.de/10011654994
Saved in:
10
Adjusting to the information environment : news tangibility and mutual fund performance
Chuprinin, Oleg
;
Gaspar, Sergio
;
Massa, Massimo
-
2016
Persistent link: https://www.econbiz.de/10011544509
Saved in:
11
Can countries rely on foreign saving for investment and economic development?
Cavallo, Eduardo A.
;
Eichengreen, Barry
;
Panizza, Ugo
-
2016
Persistent link: https://www.econbiz.de/10011544658
Saved in:
12
Board diversity and firm performance volatility
Giannetti, Mariassunta
;
Zhao, Mengxin
-
2016
Persistent link: https://www.econbiz.de/10011482207
Saved in:
13
Nonlinearity and flight-to-safety in the risk-return tradeoff for stocks and bonds
Adrian, Tobias
;
Crump, Richard K.
;
Vogt, Erik
-
2016
Persistent link: https://www.econbiz.de/10011524447
Saved in:
14
Volatility in the small and the large : the lack of diversification in international trade
Kramarz, Francis
;
Martin, Julien
;
Méjean, Isabelle
-
2016
Persistent link: https://www.econbiz.de/10011550893
Saved in:
15
The common origin of uncertainty shocks
Kozeniauskas, Nicholas
;
Orlikowska, Anna
;
Veldkamp, Laura
-
2016
Persistent link: https://www.econbiz.de/10011550990
Saved in:
16
Frictional unemployment with stochastic bubbles
Vuillemey, Guillaume
;
Wasmer, Etienne
-
2016
Persistent link: https://www.econbiz.de/10011571294
Saved in:
17
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010509490
Saved in:
18
Buying first of selling first in housing markets
Moen, Espen R.
;
Nenov, Plamen T.
;
Sniekers, Florian
-
2015
Persistent link: https://www.econbiz.de/10010482954
Saved in:
19
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2015
Persistent link: https://www.econbiz.de/10010482972
Saved in:
20
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2015
Persistent link: https://www.econbiz.de/10010482973
Saved in:
21
Volatility and political institutions : theory and application to economic growth
Besley, Timothy
;
Mueller, Hannes
-
2015
Persistent link: https://www.econbiz.de/10010484927
Saved in:
22
Institutions, volatility and investment
Besley, Timothy
;
Mueller, Hannes
-
2015
Persistent link: https://www.econbiz.de/10010484929
Saved in:
23
Effect of regulatory constraints on fund performance : new evidence from UCITS hedlge funds
Joenväärä, Juha
;
Kosowski, Robert L.
-
2015
Persistent link: https://www.econbiz.de/10011289235
Saved in:
24
Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena
;
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010440191
Saved in:
25
Asset prices in a lifecycle economy
Farmer, Roger E. A.
-
2014
Persistent link: https://www.econbiz.de/10010363302
Saved in:
26
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
27
The two greatest : great recession vs. great moderation
Gadea, María Dolores
;
Loscos, Ana Gómez
; …
-
2014
Persistent link: https://www.econbiz.de/10010409083
Saved in:
28
Distressed acquisitions
Meier, Jean-Marie A.
;
Servaes, Henri
-
2014
Persistent link: https://www.econbiz.de/10010409112
Saved in:
29
The vanishing procyclicality of labor productivity
Galí, Jordi
;
Rens, Thijs van
-
2014
Persistent link: https://www.econbiz.de/10010367938
Saved in:
30
Getting better or feeling better? : how equity investors respond to investment experience
Campbell, John Y.
;
Ramadorai, Tarun
;
Ranish, Benjamin
-
2014
Persistent link: https://www.econbiz.de/10010367943
Saved in:
31
Time-varying business volatility, price setting, and the real effects of monetary policy
Bachmann, Ruediger
;
Born, Benjamin
;
Elstner, Steffen
; …
-
2013
Persistent link: https://www.econbiz.de/10010206767
Saved in:
32
Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2013
Persistent link: https://www.econbiz.de/10010206904
Saved in:
33
Economic cycles and expected stock returns
Beber, Alessandro
;
Brandt, Michael W.
;
Luisi, Maurizio
-
2013
Persistent link: https://www.econbiz.de/10009784726
Saved in:
34
Noise bubbles
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2013
Persistent link: https://www.econbiz.de/10009786286
Saved in:
35
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
-
2013
Persistent link: https://www.econbiz.de/10010243729
Saved in:
36
Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
-
2013
Persistent link: https://www.econbiz.de/10010243731
Saved in:
37
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
Saved in:
38
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
-
2013
Persistent link: https://www.econbiz.de/10009724167
Saved in:
39
Firms, destinations, and aggregate fluctuations
Di Giovanni, Julian
;
Levchenko, Andrei A.
;
Méjean, Isabelle
-
2012
Persistent link: https://www.econbiz.de/10009664083
Saved in:
40
Country size, currency unions, and international asset returns
Hassanein, Tarek
-
2012
Persistent link: https://www.econbiz.de/10009562314
Saved in:
41
Estimating dynamic equilibrium models with stochastic volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2012
Persistent link: https://www.econbiz.de/10009655189
Saved in:
42
Bankers and bank investors : reconsidering the economies od scale in banking
Anderson, Ronald W.
;
Jöeveer, Karin
-
2012
Persistent link: https://www.econbiz.de/10009655209
Saved in:
43
The forward premium puzzle and latent factors day by day
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
-
2010
Persistent link: https://www.econbiz.de/10003969493
Saved in:
44
Predictive systems : living with imperfect predictors
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2007
Persistent link: https://www.econbiz.de/10003432364
Saved in:
45
Growth, volatility and political instability : non-linear time-series evidence for Argentina, 1896 - 2000
Campos, Nauro
;
Karanasos, Menelaos
-
2007
Persistent link: https://www.econbiz.de/10003574439
Saved in:
46
Exchange rate volatility and productivity growth : the role of financial development
Aghion, Philippe
;
Bacchetta, Philippe
;
Rancière, Romain
; …
-
2006
Persistent link: https://www.econbiz.de/10003322922
Saved in:
47
The geography of output volatility
Malik, Adeel
;
Temple, Jonathan
-
2006
Persistent link: https://www.econbiz.de/10003292823
Saved in:
48
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
2005
Persistent link: https://www.econbiz.de/10002648034
Saved in:
49
Dispersion of opinion and stock returns
Goetzmann, William N.
;
Massa, Massimo
-
2005
Persistent link: https://www.econbiz.de/10002589631
Saved in:
50
Non-synchronous trading and testing for market integration in Central European emerging markets
Schotman, Peter C.
;
Zalewska-Mitura, Anna
-
2005
Persistent link: https://www.econbiz.de/10003226088
Saved in:
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