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Finance, Growth, and Volatility Finance, growth, and volatility

• Authors : William A. Orme; Yan Xu; The Pennsylvania State University CiteSeerX Archives

• Source: http://www.cba.uri.edu/research/workingpapers/documents/2010/FinanceGrowthVolatility.pdf.

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Another look at the relationship between cross-market correlation and volatility, Finance Research Letters 2

• Authors : Söhnke M. Bartram; Yaw-huei Wang; The Pennsylvania State University CiteSeerX Archives

Subjects: Contagion; correlation; co-movement

• Source: http://www.fin.ntu.edu.tw/~yhwang/YHWang_070801.files/Correlation Bias_FRL_2nd rev_01182005.pdf.

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The shale revolution, geopolitical risk, and oil price volatility

• Authors : Fuyu Yang; Wenxue Wang

Subjects: Heteroscedasticity; History; Polymers and Plastics

• Source: Energy Reports. 9:3458-3472

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Quantitative Finance under rough volatility ; Finance quantitative sous les modèles à volatilité rugueuse

• Authors : El Euch, Omar;

Subjects: Volterra Equation; Principal-agent problem; Heston model

• Source: https://theses.hal.science/tel-02372962 ; Numerical Analysis [math.NA]. Sorbonne Université, 2018. English. ⟨NNT : 2018SORUS172⟩.

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Efficient estimation of integrated volatility functionals under general volatility dynamics

• Authors : LI, Jia; Liu, Yunxiao

Subjects: Brownian motion; Economic model; Transaction data

• Source: Research Collection School Of Economics

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Global demand for basket-backed stablecoins

• Authors : Garth Baughman; Jean Flemming

Subjects: Economics and Econometrics; General equilibrium theory; media_common.quotation_subject

• Source: Review of Economic Dynamics. 48:244-264

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Capital expenditures, corporate hedging and firm value

• Authors : Farid Ullah; Ja Ryong Kim; Muhammad Irfan

Subjects: Economics and Econometrics; 050208 finance; 05 social sciences

• Source: The Quarterly Review of Economics and Finance. 87:360-366

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Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty

• Authors : Toan Luu Duc Huynh; Duc Khuong Nguyen; Muhammad Ali Nasir

Subjects: Commercial policy; Economics and Econometrics; 050208 finance

• Source: The Quarterly Review of Economics and Finance

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Scalable inference for a full multivariate stochastic volatility model

• Authors : Petros Dellaportas; Michalis K. Titsias; Katerina Petrova

Subjects: Economics and Econometrics; Multivariate statistics; Stochastic volatility

• Source: Journal of Econometrics. 232:501-520

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The Micro-Origins of Business Cycles: Evidence from German Metropolitan Areas

• Authors : Heiko Stüber; Federica Daniele

Subjects: German; Economics and Econometrics; Exploit

• Source: The Review of Economics and Statistics. 105:70-85

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