Search Results - "Volatility."

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

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

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

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

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

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

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

Momentum and credit rating. by Avramov, Doron

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

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