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What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of economic dynamics & control 52 (2015), pp. 340-360
Persistent link: https://www.econbiz.de/10011474221
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Drift and volatility estimation in discrete time
Elliott, Robert J. - In: Journal of economic dynamics & control 22 (1998) 2, pp. 209-218
Persistent link: https://www.econbiz.de/10001232395
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Price dynamics, financial fragility and aggregate volatility
Mandel, Antoine; Landini, Simone; Gallegati, Mauro; … - In: Journal of economic dynamics & control 51 (2015), pp. 257-277
Persistent link: https://www.econbiz.de/10011474403
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Impact of value-at-risk models on market stability
Llacay, Bàrbara; Peffer, Gilbert - In: Journal of economic dynamics & control 82 (2017), pp. 223-256
Persistent link: https://www.econbiz.de/10011915567
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Optimal liquidation strategies and their implications
Ting, Christopher; Warachka, Mitch; Zhao, Yonggan - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1431-1450
Persistent link: https://www.econbiz.de/10003443549
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The impact of a financial transaction tax on stylized facts of price returns : evidence from the lab
Huber, Jürgen; Kleinlercher, Daniel; Kirchler, Michael - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1248-1266
Persistent link: https://www.econbiz.de/10009655683
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Fat tails and volatility clustering in experimental asset markets
Kirchler, Michael; Huber, Jürgen - In: Journal of economic dynamics & control 31 (2007) 6, pp. 1844-1874
Persistent link: https://www.econbiz.de/10003487856
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The role of the leverage effect in the price discovery process of credit markets
Zimmermann, Paul - In: Journal of economic dynamics & control 122 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012666134
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Exchange rate volatility and fluctuations in the extensive margin of trade
Naknoi, Kanda - In: Journal of economic dynamics & control 52 (2015), pp. 322-339
Persistent link: https://www.econbiz.de/10011474218
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The business cycle human capital accumulation nexus and its effect on hours worked volatility
Alessandrini, Diana; Kosempel, Stephen; Stengos, Thanasēs - In: Journal of economic dynamics & control 51 (2015), pp. 356-377
Persistent link: https://www.econbiz.de/10011474419