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Volatilität
240
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Lettau, Martin
6
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5
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360
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ECONIS (ZBW)
240
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240
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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
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2018
Persistent link: https://www.econbiz.de/10012109721
Saved in:
3
Information and Market Power
Bergemann, Dirk
;
Heumann, Tibor
;
Morris, Stephen
-
2018
Persistent link: https://www.econbiz.de/10012037813
Saved in:
4
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011884274
Saved in:
5
Uncertainty and economic activity : a multi-country perspective
Cesa-Bianchi, Ambrogio
;
Pesaran, M. Hashem
;
Rebucci, …
-
2018
Persistent link: https://www.econbiz.de/10011884686
Saved in:
6
Revealing downturns
Schmalz, Martin C.
;
Zhuk, Sergey
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2018
Persistent link: https://www.econbiz.de/10011860622
Saved in:
7
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
8
Volatility, diversification and contagion
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011900148
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
Uncertainty shocks, asset supply and pricing over the business cycle
Bianchi, Francesco
;
Ilut, Cosmin
;
Schneider, Martin
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2017
Persistent link: https://www.econbiz.de/10011670028
Saved in:
11
Pulling up the tarnished anchor : the end of silver as a global unit of account
Fernholz, Ricardo T.
;
Mitchener, Kris
;
Weidenmier, Marc D.
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2017
Persistent link: https://www.econbiz.de/10011670034
Saved in:
12
Belief dispersion in the stock market
Atmaz, Adem
;
Başak, Suleyman
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2017
Persistent link: https://www.econbiz.de/10011675962
Saved in:
13
Lags, costs and shockes : an equilibrium model of the oil industry
Bornstein, ,Gideon
;
Krusell, Per
;
Rebelo, Sérgio
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2017
Persistent link: https://www.econbiz.de/10011685145
Saved in:
14
The welfare and distributional effects of fiscal volatility : a quantitative evaluation
Bachmann, Ruediger
;
Bai, Jinhui H.
;
Lee, Minjoon
; …
-
2017
Persistent link: https://www.econbiz.de/10011770704
Saved in:
15
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:
16
Firm volatility in granual networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2017
Persistent link: https://www.econbiz.de/10011739882
Saved in:
17
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:
18
Can countries rely on foreign saving for investment and economic development?
Cavallo, Eduardo A.
;
Eichengreen, Barry
;
Panizza, Ugo
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2016
Persistent link: https://www.econbiz.de/10011544658
Saved in:
19
Volatility in the small and the large : the lack of diversification in international trade
Kramarz, Francis
;
Martin, Julien
;
Méjean, Isabelle
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2016
Persistent link: https://www.econbiz.de/10011550893
Saved in:
20
The common origin of uncertainty shocks
Kozeniauskas, Nicholas
;
Orlikowska, Anna
;
Veldkamp, Laura
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2016
Persistent link: https://www.econbiz.de/10011550990
Saved in:
21
Macro policy responses to natural resource windfalls and the crash in commodity prices
Ploeg, Frederick van der
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2016
Persistent link: https://www.econbiz.de/10011551040
Saved in:
22
Saving Alberta's resource revenues : role of intergenerational and liquidity funds
Bremer, Ton S. van den
;
Ploeg, Frederick van der
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2016
Persistent link: https://www.econbiz.de/10011551041
Saved in:
23
Board diversity and firm performance volatility
Giannetti, Mariassunta
;
Zhao, Mengxin
-
2016
Persistent link: https://www.econbiz.de/10011482207
Saved in:
24
Deepening contractions and collateral constraints
Jensen, Henrik
;
Ravn, Søren Hove
;
Santoro, Emiliano
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2016
Persistent link: https://www.econbiz.de/10011482280
Saved in:
25
Pricing assets in an economy with two types of people
Farmer, Roger E. A.
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2016
Persistent link: https://www.econbiz.de/10011494376
Saved in:
26
Frictional unemployment with stochastic bubbles
Vuillemey, Guillaume
;
Wasmer, Etienne
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2016
Persistent link: https://www.econbiz.de/10011571294
Saved in:
27
What is the expected return on a stock?
Martin, Ian
;
Wagner, Christian
-
2016
Persistent link: https://www.econbiz.de/10011586742
Saved in:
28
The great moderation in historical perspective : is that great?
Gadea, María Dolores
;
Gómez-Loscos, Ana
; …
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2015
Persistent link: https://www.econbiz.de/10011391938
Saved in:
29
Measuring economic policy uncertainty
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
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2015
Persistent link: https://www.econbiz.de/10011399424
Saved in:
30
Bank credit tightening, debt market frictions and corporate yield spread
Massa, Massimo
;
Zhang, Lei
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2015
Persistent link: https://www.econbiz.de/10010533079
Saved in:
31
Financial frictions, financial shocks and unemployment volatility
Boeri, Tito
;
Garibaldi, Pietro
;
Moen, Espen R.
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2015
Persistent link: https://www.econbiz.de/10011299566
Saved in:
32
A model of financialization of commodities
Başak, Suleyman
;
Pavlova, Anna
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2015
Persistent link: https://www.econbiz.de/10011299571
Saved in:
33
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2015
Persistent link: https://www.econbiz.de/10011300980
Saved in:
34
Diversification through trade
Caselli, Francesco
;
Koren, Miklós
;
Lisicky, Milan
; …
-
2015
Persistent link: https://www.econbiz.de/10011347443
Saved in:
35
The political economy of public income volatility : with an application to the resource curse
Robinson, James A.
;
Torvik, Ragnar
;
Verdier, Thierry
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2015
Persistent link: https://www.econbiz.de/10011317733
Saved in:
36
What is the expected return on the market?
Martin, Ian
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2015
Persistent link: https://www.econbiz.de/10011317982
Saved in:
37
Shipment frequency of exporters and demand uncertainty : an inventory management approach
Békés, Gábor
;
Fontagné, Lionel
;
Muraközy, Balázs
; …
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2015
Persistent link: https://www.econbiz.de/10011437412
Saved in:
38
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier
;
Sentana, Enrique
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2015
Persistent link: https://www.econbiz.de/10010509490
Saved in:
39
Changing credit limits, changing business cycles
Jensen, Henrik
;
Ravn, Søren Hove
;
Santoro, Emiliano
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2015
Persistent link: https://www.econbiz.de/10010509648
Saved in:
40
Wealth and volatility
Heatcote, Jonathan
;
Perri, Fabrizio
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2015
Persistent link: https://www.econbiz.de/10010509656
Saved in:
41
Global sunspots and asset prices in a monetary economy
Farmer, Roger E. A.
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2015
Persistent link: https://www.econbiz.de/10010495415
Saved in:
42
Buying first of selling first in housing markets
Moen, Espen R.
;
Nenov, Plamen T.
;
Sniekers, Florian
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2015
Persistent link: https://www.econbiz.de/10010482954
Saved in:
43
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
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2015
Persistent link: https://www.econbiz.de/10010482972
Saved in:
44
Volatility and political institutions : theory and application to economic growth
Besley, Timothy
;
Mueller, Hannes
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2015
Persistent link: https://www.econbiz.de/10010484927
Saved in:
45
Institutions, volatility and investment
Besley, Timothy
;
Mueller, Hannes
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2015
Persistent link: https://www.econbiz.de/10010484929
Saved in:
46
Risk sharing in a world economy with uncertainty shocks
Kollmann, Robert
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2015
Persistent link: https://www.econbiz.de/10011408050
Saved in:
47
Economic uncertainty and structural reforms
Bonfiglioli, Alessandra
;
Gancia, Gino Alessandro
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2015
Persistent link: https://www.econbiz.de/10011408057
Saved in:
48
Stock price booms and expected capital gains
Adam, Klaus
;
Beutel, Johannes
;
Marcet, Albert
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2014
Persistent link: https://www.econbiz.de/10010363250
Saved in:
49
Asset prices in a lifecycle economy
Farmer, Roger E. A.
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2014
Persistent link: https://www.econbiz.de/10010363302
Saved in:
50
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
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2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
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