Zoekresultaten - "Volatility."

Phl at risk of food, energy volatility door Agcaoili, Lawrence

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Information quality and long-run risk asset pricing implications. door Hengjie Ai

Do professional currency managers beat the benchmark?. door Pojarliev, Momtchil

Market sidedness Insights into motives for trade initiation. door Sarkar, Asani

Estimation of the idiosyncratic and systemic volatilities of asset returns using factor stochastic volatility model door Dela Cruz, Melissa E.

Habit formation and macroeconomic models of the term structure of interest rates. door Buraschi, Andrea

Cross-asset speculation in stock markets. door Bernhardt, Dan

Momentum and credit rating. door Avramov, Doron

Can tests based on option hedging errors correctly identify volatility risk premia?. door Branger, Nicoles

Benchmarks as limits to arbitrage understanding the low-volatility anomaly. door Baker, Malcolm