Resultados de búsqueda - "Volatility."

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

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

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

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

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

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

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

Momentum and credit rating. por Avramov, Doron

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

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