Private Capital Flows, Living with Volatility, and the New Architecture,
Warner Corden,
from Reserve Bank of Australia
(1999)
Keywords: market volatilty; dealing with volatity
Unemployment Volatility in a Behavioural Search Model,
Christopher Martin and Bingsong Wang,
from University of Warwick, Department of Economics
(2018)
Keywords: behavioural economics ; search frictions ; unemployment volatilty
An Empirical Assessment of Low Volatilty Portfolio Construction Techniques in the South African Environment,
O.S. Oladele and D. Bradfield,
in Studies in Economics and Econometrics
(2018)
The Dynamics of Return Volatilty and Systematic Risk in International Real Estate Security Markets,
Kim Liow,
in Journal of Property Research
(2006)
Measuring financial asset return and volatilty spillovers, with application to global equity markets,
Francis Diebold and Kamil Yilmaz,
from Center for Financial Studies (CFS)
(2008)
Keywords: Contagion, Herd Behavior, Variance Decomposition, Vector Autoregression
The Natural Resources Trap: Private Investment without Public Commitment,
William Hogan and Federico Sturzenegger,
from The MIT Press
(2010)
Keywords: natural resource production, government, private investors, commodity prices, volatilty
The impact of the leverage effect on the implied volatility smile: evidence for the German option market,
A. W. Rathgeber, J. Stadler and S. Stöckl,
in Review of Derivatives Research
(2021)
Keywords: Implied volatilty smile, Leverage effect, Event study, Tick data
A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior,
Sebastian Ankargren, Unosson Måns and Yukai Yang,
in Journal of Time Series Econometrics
(2020)
Keywords: VAR, state space models, nowcasting, macroeconometrics, stochastic volatilty
A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior,
Sebastian Ankargren, Unosson Måns and Yukai Yang,
in Journal of Time Series Econometrics
(2020)
Keywords: VAR, state space models, nowcasting, macroeconometrics, stochastic volatilty
Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data,
Luis Alberiko, Olaoluwa Yaya and Olarenwaju I. Shittu,
from Navarra Center for International Development, University of Navarra
(2015)
Keywords: Bull and bear periods; fractional integration; high frequency; stock returns; volatilty