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Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan; Bowman, Robert G.; Neely, Christopher J. - 2017 - This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
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Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian - 2016
Persistent link: https://www.econbiz.de/10011432076
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Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh; Hammoudeh, Shawkat; Balcilar, Mehmet - In: Applied economics 47 (2015) 58/60, pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
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Board diversity and firm performance volatility
Giannetti, Mariassunta; Zhao, Mengxin - 2016
Persistent link: https://www.econbiz.de/10011482207
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Has the Fed improved U.S. economic performance?
Hogan, Thomas L. - In: Journal of macroeconomics 43 (2015), pp. 257-266
Persistent link: https://www.econbiz.de/10011507108
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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
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How crashes develop : intradaily volatility and crash evolution
Bates, David S. - 2016
Persistent link: https://www.econbiz.de/10011451109
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Excess volatility : beyond discount rates
Giglio, Stefano; Kelly, Bryan T. - 2016
Persistent link: https://www.econbiz.de/10011451780
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Third-country exchange rate volatility and Japanese–US trade : evidence from industry-level data
Bahmani-Oskooee, Mohsen; Hegerty, Scott W.; Xi, Dan - In: Applied economics 48 (2016) 16/18, pp. 1452-1462
Persistent link: https://www.econbiz.de/10011456586
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Levered returns
Welch, Ivo - 2016
Persistent link: https://www.econbiz.de/10011460520