Suchergebnisse - "Volatility."

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

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

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

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

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

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

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

Momentum and credit rating. von Avramov, Doron

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

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