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Can implied volatility predict returns on the currency carry trade?
Egbers, Tom; Swinkels, Laurens - In: Journal of banking & finance 59 (2015), pp. 14-26
Persistent link: https://www.econbiz.de/10011544270
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The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper; Kjær, Mads Markvart; … - In: Journal of banking & finance 155 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
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An evaluation of volatility forecasting techniques
Brailsford, Timothy J. - In: Journal of banking & finance 20 (1996) 3, pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
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Stock market volatility: Identifying major drivers and the nature of their impact
Mittnik, Stefan; Robinzonov, Nikolay; Spindler, Martin - In: Journal of banking & finance 58 (2015), pp. 1-14
Persistent link: https://www.econbiz.de/10011543844
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Why does higher variability of trading activity predict lower expected returns?
Barinov, Alexander - In: Journal of banking & finance 58 (2015), pp. 457-470
Persistent link: https://www.econbiz.de/10011544044
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Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun; Lu, Xiaolong - In: Journal of banking & finance 52 (2015), pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
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Multi-factor volatility and stock returns
He, Zhongzhi; Zhu, Jie; Zhu, Xiaoneng - In: Journal of banking & finance 61 (2015) 2, pp. 132-149
Persistent link: https://www.econbiz.de/10011585515
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Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel; Perote, Javier - In: Journal of banking & finance 72 (2016), pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
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The information content of option-implied information for volatility forecasting with investor sentiment
Seo, Sung Won; Kim, Jun Sik - In: Journal of banking & finance 50 (2015), pp. 106-120
Persistent link: https://www.econbiz.de/10010509134
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Out-of-sample density forecasts with affine jump diffusion models
Yun, Jaeho - In: Journal of banking & finance 47 (2014), pp. 74-87
Persistent link: https://www.econbiz.de/10010506503