//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of economic dynamics & control"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Market circuit breakers"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
329
Volatilität
329
Theorie
140
Theory
140
Capital income
99
Kapitaleinkommen
99
Börsenkurs
98
Share price
98
Estimation
67
Schätzung
67
CAPM
64
Stochastic process
64
Stochastischer Prozess
64
Option pricing theory
61
Optionspreistheorie
61
Risikoprämie
52
Risk premium
52
Portfolio selection
43
Portfolio-Management
43
USA
41
United States
41
Risk
39
Risiko
38
Forecasting model
35
Prognoseverfahren
35
Business cycle
32
Konjunktur
32
Time series analysis
30
Zeitreihenanalyse
30
Stochastic volatility
28
Aktienmarkt
27
Stock market
27
Schock
25
Shock
25
Option trading
23
Optionsgeschäft
23
ARCH model
21
ARCH-Modell
21
Financial market
21
Finanzmarkt
21
more ...
less ...
Online availability
All
Undetermined
168
Type of publication
All
Article
329
Type of publication (narrower categories)
All
Article in journal
329
Aufsatz in Zeitschrift
329
Language
All
English
329
Author
All
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Jacobs, Kris
5
Leippold, Markus
5
Ang, Andrew
4
Branger, Nicole
4
Todorov, Viktor
4
Aït-Sahalia, Yacine
3
Bali, Turan G.
3
Bekaert, Geert
3
Chan, Kalok
3
Chang, Chien-hung
3
Collin-Dufresne, Pierre
3
Della Corte, Pasquale
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Li, Sophia Zhengzi
3
Lin, Yueh-neng
3
Ornthanalai, Chayawat
3
Pan, Jun
3
Renò, Roberto
3
Sarno, Lucio
3
Westerhoff, Frank H.
3
Andersen, Torben
2
Bai, Jennie
2
Bakshi, Gurdip S.
2
Bandi, Federico M.
2
Brandt, Michael W.
2
Cai, Ning
2
Cheng, Jun
2
Chung, Kee H.
2
Cui, Zhenyu
2
Dew-Becker, Ian
2
Durham, Garland B.
2
Elliott, Robert J.
2
Ermolov, Andrey
2
Fleming, Jeff
2
Fusari, Nicola
2
Gourier, Elise
2
Greenwood, Robin
2
more ...
less ...
Published in...
All
Journal of financial economics
Journal of economic dynamics & control
Energy economics
598
Finance research letters
492
NBER working paper series
482
Working paper / National Bureau of Economic Research, Inc.
466
NBER Working Paper
416
International review of financial analysis
398
Journal of banking & finance
374
Applied economics
373
The journal of futures markets
344
International review of economics & finance : IREF
338
Economic modelling
336
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
265
Journal of empirical finance
260
Applied economics letters
257
Research in international business and finance
253
Economics letters
246
International journal of theoretical and applied finance
245
Working paper
240
Discussion paper / Centre for Economic Policy Research
238
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
195
Quantitative finance
183
CESifo working papers
169
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
157
The European journal of finance
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
147
International journal of forecasting
140
International journal of finance & economics : IJFE
136
Journal of forecasting
128
The review of financial studies
125
Research paper series / Swiss Finance Institute
118
more ...
less ...
Source
All
ECONIS (ZBW)
329
Showing
1
-
50
of
329
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
2
A practical multivariate approach to testing volatility spillover
Leong, Soon Heng
;
Urga, Giovanni
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479289
Saved in:
3
Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.
;
Günaydin, A. Doruk
;
Jansson, Thomas
; …
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
Saved in:
4
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
5
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
6
Momentum turning points
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 378-406
Persistent link: https://www.econbiz.de/10014419608
Saved in:
7
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
8
Moderating noise-driven macroeconomic fluctuations under dispersed information
Adams, Jonathan J.
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014480347
Saved in:
9
Volatility and informativeness
Dávila, Eduardo
;
Parlatore, Cecilia
- In:
Journal of financial economics
147
(
2023
)
3
,
pp. 550-572
Persistent link: https://www.econbiz.de/10014249458
Saved in:
10
Short selling, divergence of opinion and volatility in the corporate bond market
Huu Nhan Duong
;
Kalev, Petko S.
;
Tian, Xiao
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014249730
Saved in:
11
What are the events that shake our world? : measuring and hedging global COVOL
Engle, Robert F.
;
Campos-Martins, Susana
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 221-242
Persistent link: https://www.econbiz.de/10013546063
Saved in:
12
Out-of-equilibrium dynamics and excess volatility in firm networks
Dessertaine, Théo
;
Moran, José
;
Benzaquen, Michael
; …
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-47
Persistent link: https://www.econbiz.de/10013464732
Saved in:
13
Multi-layered rational inattention and time-varying volatility
Hobler, Stephan
- In:
Journal of economic dynamics & control
138
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013464745
Saved in:
14
Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy
Agliardi, Elettra
;
Xepapadeas, Anastasios
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013464797
Saved in:
15
Market liquidity and excess volatility : theory and experiment
Choi, Jae Hoon
;
Munro, David
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013464903
Saved in:
16
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
17
Oil volatility risk
Gao, Lin
;
Hitzemann, Steffen
;
Shaliastovich, Ivan
;
Xu, Lai
- In:
Journal of financial economics
144
(
2022
)
2
,
pp. 456-491
Persistent link: https://www.econbiz.de/10013413135
Saved in:
18
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
19
Does mutual fund illiquidity introduce fragility into asset prices? : evidence from the corporate bond market
Jiang, Hao
;
Li, Yi
;
Sun, Zheng
;
Wang, Ashley
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 277-302
Persistent link: https://www.econbiz.de/10013350649
Saved in:
20
Learning, slowly unfolding disasters, and asset prices
Ghaderi, Mohammad
;
Kilic, Mete
;
Seo, Sang Byung
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 527-549
Persistent link: https://www.econbiz.de/10013350670
Saved in:
21
The stock implied volatility and the implied dividend volatility
Quaye, Enoch Nii Boi
;
Tunaru, Radu
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
Saved in:
22
What drives intraday reversal? : illiquidity or liquidity oversupply?
Kang, Junqing
;
Lin, Shen
;
Xiong, Xiong
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013393677
Saved in:
23
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
24
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
25
The fluctuations of insurers' risk appetite
Luciano, Elisa
;
Rochet, Jean-Charles
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543144
Saved in:
26
Time-varying risk of nominal bonds : how important are macroeconomic shocks?
Ermolov, Andrey
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10013473700
Saved in:
27
The pass-through of uncertainty shocks to households
Di Maggio, Marco
;
Kermani, Amir
;
Ramcharan, Rodney
; …
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10013473706
Saved in:
28
Ambiguity about volatility and investor behavior
Kostopoulos, Dimitrios
;
Meyer, Steffen
;
Uhr, Charline
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 277-296
Persistent link: https://www.econbiz.de/10013473738
Saved in:
29
News as sources of jumps in stock returns : evidence from 21 million news articles for 9000 companies
Jeon, Yoontae
;
McCurdy, Thomas H.
;
Zhao, Xiaofei
- In:
Journal of financial economics
145
(
2022
)
2,1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013473803
Saved in:
30
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
31
Premium for heightened uncertainty : explaining pre-announcement market returns
Hu, Grace Xing
;
Pan, Jun
;
Wang, Jiang
;
Zhu, Haoxiang
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 909-936
Persistent link: https://www.econbiz.de/10013475443
Saved in:
32
High policy uncertainty and low implied market volatility : an academic puzzle?
Białkowski, Je̜drzej
;
Dang, Huong
;
Wei, Xiaopeng
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1185-1208
Persistent link: https://www.econbiz.de/10013402157
Saved in:
33
Signaling safety
Michaely, Roni
;
Rossi, Stefano
;
Weber, Michael
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 405-427
Persistent link: https://www.econbiz.de/10012693671
Saved in:
34
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
35
Market stability with machine learning agents
Georges, Christophre
;
Pereira, Javier
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012666119
Saved in:
36
The role of the leverage effect in the price discovery process of credit markets
Zimmermann, Paul
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666134
Saved in:
37
High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
38
Adaptive expectations and commodity risk premiums
Bianchi, Daniele
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
Saved in:
39
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
40
Pricing discretely monitored barrier options : When Malliavin calculus expansions meet Hilbert transforms
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012668507
Saved in:
41
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model
Choi, Jaehyuk
;
Wu, Lixin
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628256
Saved in:
42
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
43
Volatility, intermediaries, and exchange rates
Fang, Xiang
;
Liu, Yang
- In:
Journal of financial economics
141
(
2021
)
1
,
pp. 217-233
Persistent link: https://www.econbiz.de/10012872624
Saved in:
44
Volatility and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
45
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
46
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
47
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
48
Dynamic resource allocation with hidden volatility
Feng, Felix Zhiyu
;
Westerfield, Mark M.
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 560-581
Persistent link: https://www.econbiz.de/10012650613
Saved in:
49
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
50
Entangled risks in incomplete FX markets
Maurer, Thomas
;
Tran, Ngoc-Khanh
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 146-165
Persistent link: https://www.econbiz.de/10012650663
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->