Learning from History: Volatility and Financial Crises
Author:
Affiliation:
1. Systemic Risk Centre, London School of Economics
2. University of Chile, DII
3. Federal Reserve Board
Funder
Fondecyt Project
Instituto Milenio MIPP
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/31/7/2774/25137336/hhy049.pdf
Reference55 articles.
1. Income and democracy;Acemoglu,;American Economic Review,2008
2. Stock returns and volatility: Pricing the short-run and long-run components of market risk;Adrian,;Journal of Finance,2008
3. Liquidity and leverage;Adrian,;Journal of Financial Intermediation,2010
4. Procyclical leverage and value-at-risk;Adrian,;Review of Financial Studies,2014
5. Modeling and forecasting realized volatility;Andersen,;Econometrica,2003
Cited by 114 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. African and international financial markets interdependencies: Does Covid-19 media coverage make any difference?;Research in Globalization;2024-12
2. The impact of COVID-19 stringency measures on emerging stock market stability: Does economic resilience matter?;Journal of Economic and Administrative Sciences;2024-09-03
3. Financial Market Volatility Forecasting Based on Domain Adaptation;2024 International Joint Conference on Neural Networks (IJCNN);2024-06-30
4. Decoding financial performance of US-listed entities: A sectoral exploration of input efficiency amid stochastic volatility;Finance Research Letters;2024-06
5. International Portfolio Diversification Benefits: An Empirical Investigation of the 28 European Stock Markets During the Period 2014–2024;South East European Journal of Economics and Business;2024-06-01
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3