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Testing the Implied Volatility...
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Capital income
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Gupta, Rangan
106
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65
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63
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55
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50
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47
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40
Bouri, Elie
39
Yılmaz, Kamil
33
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32
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30
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29
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27
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26
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26
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24
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24
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23
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23
Aït-Sahalia, Yacine
22
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Todorov, Viktor
22
Chang, Chia-Lin
21
Demirer, Rıza
21
Salisu, Afees A.
21
Brooks, Robert
19
Söderlind, Paul
19
Wang, Yudong
19
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19
Grobys, Klaus
18
Guidolin, Massimo
18
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18
Lucas, André
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18
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17
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Ekonomiska forskningsinstitutet <Stockholm>
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Fundación de Estudios de Economía Aplicada
1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
Harvard Institute of Economic Research
1
Institut for Nationaløkonomi <Kopenhagen>
1
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Finance research letters
182
Journal of banking & finance
149
International review of financial analysis
136
International review of economics & finance : IREF
123
Journal of empirical finance
119
Journal of financial economics
105
Applied financial economics
99
NBER working paper series
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Energy economics
89
The North American journal of economics and finance : a journal of financial economics studies
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Journal of international financial markets, institutions & money
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Research in international business and finance
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Working paper / National Bureau of Economic Research, Inc.
84
Applied economics
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Pacific-Basin finance journal
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Applied economics letters
76
NBER Working Paper
72
Journal of econometrics
65
Journal of risk and financial management : JRFM
60
The European journal of finance
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Economics letters
53
Journal of international money and finance
47
Management science : journal of the Institute for Operations Research and the Management Sciences
47
The journal of finance : the journal of the American Finance Association
47
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
46
Working paper
46
Research paper series / Swiss Finance Institute
45
The journal of futures markets
45
Review of quantitative finance and accounting
42
International journal of finance & economics : IJFE
41
Journal of forecasting
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
International journal of forecasting
38
Journal of financial and quantitative analysis : JFQA
38
Investment management and financial innovations
37
Nepalese journal of economics : a publication of Uniglobe College
36
The review of financial studies
36
International journal of economics and finance
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ECONIS (ZBW)
9,240
RePEc
4
EconStor
2
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1
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date (oldest first)
1
The role of Asian Credit Default
Swap
index in portfolio risk management
Liu, Jianxu
;
Chatchai Khiewngamdee
;
Songsak Sriboonchitta
- In:
Robustness in econometrics
,
(pp. 435-447)
.
2017
Persistent link: https://www.econbiz.de/10011801781
Saved in:
2
Predicting
bond
future returns
Domian, Dale L.
;
Reichenstein, William R.
- In:
The journal of investing
20
(
2011
)
4
,
pp. 105-116
Persistent link: https://www.econbiz.de/10009672038
Saved in:
3
Bond
mutual funds and complex investments
Natter, Markus
;
Rohleder, Martin
;
Schulte, Dominik
; …
- In:
The journal of asset management
18
(
2017
)
6
,
pp. 433-456
Persistent link: https://www.econbiz.de/10011844388
Saved in:
4
Predictive power of the implied
volatility
term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
5
The Information Content of the Implied
Volatility
Term Structure on Future Returns
Wang, Yaw-Huei
-
2017
implied
volatility
index level and term structure, we show the important role of the term structure in determining future …
Persistent link: https://www.econbiz.de/10012972853
Saved in:
6
The term structure of option-implied
volatility
and future realized
volatility
Shi, Yukun
;
Zhang, Hao
;
Xu, Yaofei
;
Zhao, Yang
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
13
,
pp. 2997-3022
Persistent link: https://www.econbiz.de/10012211068
Saved in:
7
Sharpe-optimal
volatility
futures carry
Uhl, Björn
- In:
The journal of asset management : a major new, …
25
(
2024
)
3
,
pp. 288-302
Persistent link: https://www.econbiz.de/10014583405
Saved in:
8
ETF risk models
Kakushadze, Zura
;
Yu, Willie
- In:
Bulletin of applied economics
9
(
2022
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013407268
Saved in:
9
Further evidence of momentum in corporate
bond
returns
Lin, Hai
;
Tao, Xinyuan Stacie
;
Wang, Junbo
;
Wu, Chunchi
- In:
Advances in Pacific Basin business, economics, and finance
8
(
2020
),
pp. 65-97
Persistent link: https://www.econbiz.de/10012601390
Saved in:
10
The co-integration of CDS and bonds in time-varying
volatility
dynamics : do credit risk swaps lower
bond
risks?
Li, Leon
;
Scrimgeour, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
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