search query: @indexterm volatility / total: 330
references: 169-178 / 330
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169.
The asymmetric relation between initial margin requirements and stock market volatility across bull and bear markets
Review of Financial Studies
2002 : WINTER, VOL. 15:5, p. 1525-1559
 2002 Hardouvelis, G. A.
Theodossiou, P.
170.
What's your real cost of capital?
Harvard Business Review
2002 : OCT, VOL. 80:10, p. 114-121
 2002 McNulty, J.J. (et al.)
171.
Asset holding and consumption volatility
Journal of Political Economy
2002 : AUG, VOL. 110:4, p. 771-853
 2002 Attanasio, O. P.
Banks, J.
Tanner, S.
172.
Real exchange rate volatility and economic openness: theory and evidence
Journal of Money, Credit and Banking
2002 : AUG, VOL. 34:3, part 1, p. 611-630
 2002 Hau, H.
173.
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
European Journal of Finance
2002 : SEP, VOL. 8:3, p. 302-321
 2002 Claessen, H.
Mittnik, S.
174.
The impact of volatility on firms holding growth options
Engineering Economist
2002 : VOL. 47:2, p. 213-231
 2002 Davis, G. A.
175.
The statistics of Sharpe ratios
Financial Analysts' Journal
2002 : JUL/AUG, VOL. 58:4, p. 36-52
 2002 Lo, A.W.
176.
A generalized partially linear model of asymmetric volatility
Journal of Empirical Finance
2002 : AUG, VOL. 9:3, p. 287-320
 2002 Wu, G.
Õiao, Z.
177.
Do bonds span the fixed income markets? Theory and evidence for unspanned stochastic volatility
Journal of Finance
2002 : AUG, VOL. 57:4, p. 1685-1730
 2002 Collin-Dufresne, P.
Goldstein, R.
178.
Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds
International Review of Financial Analysis
2002 : VOL. 11:3, p. 331-344
 2002 Batten, J.
Ellis, C.
Hogan, W.
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