search query: @indexterm volatility / total: 330
references: 16-25 / 330
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16.
Trade costs and the open macroeconomy
Scandinavian Journal of Economics
2010 : SEP, VOL 112:3 p. 514-545
 2010 Novy, D
17.
Pricing American options under stochastic volatility and stochastic interest rates
Journal of Financial Economics
2010 : OCT, VOL. 98:1, p. 145-159
 2010 Medvedev, A.
Scaillet, O.
18.
Differences in beliefs and currency risk premiums
Journal of Financial Economics
2010 : DEC, VOL. 98:3 p. 415-438
 2010 Beber, A.
Breedon, F.
Buraschi, A.
19.
A high-frequency investigation of the interaction between volatility and DAX returns
European Financial Management
2010 : JUN, VOL. 16:3, p. 327-344
 2010 Masset, P.
Wallmeier, M.
20.
The performance of the European stock markets: a time-varying the Sharpe ratio approach
European Journal of Finance
2010 : OCT/DEC, VOL. 16:7-8, p. 727-741
 2010 Fonseca, J.S. da
21.
Why do price limits exist in stock markets? a manipulation-based explanation
European Financial Management
2010 : MAR, VOL. 16:2, p. 296-318
 2010 Kim, K.A.
Park, J.
22.
Implications of market microstructure for realized variance measurement
European Journal of Finance
2010 : JAN/FEB, VOL. 16:1-2, p. 27-43
 2010 Djupsjöbacka, D.
23.
Combining volatility and smoothing forecasts of UK demand for international tourism
Tourism Management
2009 : AUG, VOL. 30:4, p. 495-511
 2009 Coshall, J.T.
24.
Can interest rate volatility be extracted from the cross section of bond yields?
Journal of Financial Economics
2009 : OCT, VOL 94:1, p. 47-66
 2009 Collin-Dufresne, P.
Goldstein, R. S.
Jones, C. S.
25.
Resolving macroeconomic uncertainty in stock and bond markets
Review of finance
2009 : JAN, VOL 13:1 p. 1-45
 2009 Beber, A.
Brandt, M.W.
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