Resultats de la cerca - "Volatility."

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

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

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

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

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

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

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

Momentum and credit rating. per Avramov, Doron

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

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