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The review of financial studies
Discussion paper / Department of Economics, University of California San Diego
40
Working paper / National Bureau of Economic Research, Inc.
28
NBER Working Paper
25
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
'O sole mio : an experimental analysis of weather and risk attitudes in financial decisions
Bassi, Anna
;
Colacito, Riccardo
;
Fulghieri, Paolo
- In:
The review of financial studies
26
(
2013
)
7
,
pp. 1824-1852
Persistent link: https://www.econbiz.de/10009778354
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2
Skewness in expected macro fundamentals and the predictability of equity returns : evidence and theory
Colacito, Riccardo
;
Ghysels, Eric
;
Meng, Jinghan
; …
- In:
The review of financial studies
29
(
2016
)
8
,
pp. 2069-2109
Persistent link: https://www.econbiz.de/10011578976
Saved in:
3
Volatility risk pass-through
Colacito, Riccardo
;
Croce, Mariano M.
;
Liu, Yang
; …
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2345-2385
Persistent link: https://www.econbiz.de/10013188964
Saved in:
4
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
Saved in:
5
The spline-GARCH model for low-frequency volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1187-1222
Persistent link: https://www.econbiz.de/10003742225
Saved in:
6
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
7
Structural GARCH : the volatility-leverage connection
Engle, Robert F.
;
Siriwardane, Emil N.
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 449-492
Persistent link: https://www.econbiz.de/10011925224
Saved in:
8
SRISK: a conditional capital shortfall measure of systemic risk
Brownlees, Christian
;
Engle, Robert F.
- In:
The review of financial studies
30
(
2017
)
1
,
pp. 48-79
Persistent link: https://www.econbiz.de/10011738007
Saved in:
9
Hedging climate change news
Engle, Robert F.
;
Giglio, Stefano
;
Kelly, Bryan T.
; …
- In:
The review of financial studies
33
(
2020
)
3
,
pp. 1184-1216
Persistent link: https://www.econbiz.de/10012198087
Saved in:
10
Why did bank stocks crash during COVID-19?
Acharya, Viral V.
;
Engle, Robert F.
;
Jager, Maximilian
; …
- In:
The review of financial studies
37
(
2024
)
9
,
pp. 2627-2684
Persistent link: https://www.econbiz.de/10015046486
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