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~subject:"Volatility"
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Volatility
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Mele, Antonio
2
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Journal of banking & finance
NBER Working Paper
21
NBER working paper series
20
Working paper / National Bureau of Economic Research, Inc.
18
Applied financial economics
13
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11
Insurance / Mathematics & economics
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International journal of theoretical and applied finance
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1
Does interest rate exposure explain the low-volatility anomaly?
Driessen, Joost
;
Kuiper, Ivo Theodorus Jacqueline
; …
- In:
Journal of banking & finance
103
(
2019
),
pp. 51-61
Persistent link: https://www.econbiz.de/10012163771
Saved in:
2
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
3
Modeling interest rate volatility : a Realized GARCH approach
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Journal of banking & finance
61
(
2015
),
pp. 158-171
Persistent link: https://www.econbiz.de/10011545170
Saved in:
4
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
Saved in:
5
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
Saved in:
6
Interest rate expectations and uncertainty during ECB Governing Council days : evidence from intraday implied densities of 3-month EURIBOR
Vergote, Olivier
;
Puigvert Gutiérrez, Josep Maria
- In:
Journal of banking & finance
36
(
2012
)
10
,
pp. 2804-2823
Persistent link: https://www.econbiz.de/10009673241
Saved in:
7
Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations
Chuliá, Helena
;
Martens, Martin
;
Dijk, Dick van
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 834-839
Persistent link: https://www.econbiz.de/10003966116
Saved in:
8
Beyond segmentation : the case of China's repo markets
Fan, Longzhen
;
Zhang, Chu
- In:
Journal of banking & finance
31
(
2007
)
3
,
pp. 939-954
Persistent link: https://www.econbiz.de/10003429854
Saved in:
9
A comprehensive analysis of the short-term interest-rate dynamics
Bali, Turan G.
;
Wu, Liuren
- In:
Journal of banking & finance
30
(
2006
)
4
,
pp. 1269-1290
Persistent link: https://www.econbiz.de/10003310322
Saved in:
10
Reading PIBOR futures options smiles : the 1997 snap election
Coutant, Sophie
;
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of banking & finance
25
(
2001
)
11
,
pp. 1957-1987
Persistent link: https://www.econbiz.de/10001617901
Saved in:
11
The valuation of American options on bonds
Ho, Teng-suan
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1487-1513
Persistent link: https://www.econbiz.de/10001236735
Saved in:
12
On alternative interest rate processes
Dahlquist, Magnus
- In:
Journal of banking & finance
20
(
1996
)
6
,
pp. 1093-1119
Persistent link: https://www.econbiz.de/10001203098
Saved in:
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