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The review of financial studies
NBER working paper series
94
NYU Working Paper
80
NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
71
Discussion paper / Centre for Economic Policy Research
62
NBER Working Papers
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Discussion paper / Department of Economics, University of California San Diego
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IFA working paper
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Journal of financial economics
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19
The journal of finance : the journal of the American Finance Association
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Handbook of Econometrics
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Journal of Econometrics
18
Working paper / National Bureau of Economic Research, Inc
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Journal of financial intermediation
15
Financial markets, institutions & instruments
13
Journal of Financial Economics
13
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
13
NYU Stern School of Business
12
Review of Financial Studies
12
Staff reports / Federal Reserve Bank of New York
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Journal of monetary economics
9
Restoring financial stability : how to repair a failed system
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
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9
FRB of New York Staff Report
8
Journal of Business & Economic Statistics
8
Journal of Finance
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Working papers / Economics Department, Massachusetts Institute of Technology (MIT)
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Journal of Financial Econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper series / University of Zurich, Department of Economics
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1
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
Saved in:
2
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:
3
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:
4
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:
5
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
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6
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:
7
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:
8
Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy
Acharya, Viral V.
;
Carpenter, Jennifer N.
- In:
The review of financial studies
15
(
2002
)
5
,
pp. 1355-1383
Persistent link: https://www.econbiz.de/10001718711
Saved in:
9
Crisis resolution and bank liquidity
Acharya, Viral V.
;
Shin, Hyun Song
;
Yorulmazer, Tanju
- In:
The review of financial studies
24
(
2011
)
6
,
pp. 2166-2205
Persistent link: https://www.econbiz.de/10009155210
Saved in:
10
Cash holdings and credit risk
Acharya, Viral V.
;
Davydenko, Sergei A.
;
Strebulaev, Ilya A.
- In:
The review of financial studies
25
(
2012
)
12
,
pp. 3572-3609
Persistent link: https://www.econbiz.de/10009714157
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