Works matching IS 08939454 AND DT 2022 AND VI 35 AND IP 5

Results: 12
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    Volatility Risk Pass-Through.

    Published in:
    Review of Financial Studies, 2022, v. 35, n. 5, p. 2345, doi. 10.1093/rfs/hhab096
    By:
    • Colacito, Riccardo;
    • Croce, Mariano M;
    • Liu, Yang;
    • Shaliastovich, Ivan
    Publication type:
    Article
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    Foreign Exchange Volume.

    Published in:
    Review of Financial Studies, 2022, v. 35, n. 5, p. 2386, doi. 10.1093/rfs/hhab095
    By:
    • Cespa, Giovanni;
    • Gargano, Antonio;
    • Riddiough, Steven J;
    • Sarno, Lucio
    Publication type:
    Article
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    Credit Default Swaps around the World.

    Published in:
    Review of Financial Studies, 2022, v. 35, n. 5, p. 2464, doi. 10.1093/rfs/hhab092
    By:
    • Bartram, Söhnke M;
    • Conrad, Jennifer;
    • Lee, Jongsub;
    • Subrahmanyam, Marti G
    Publication type:
    Article
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    Monetary Policy Risk: Rules versus Discretion.

    Published in:
    Review of Financial Studies, 2022, v. 35, n. 5, p. 2308, doi. 10.1093/rfs/hhab090
    By:
    • Backus, David K;
    • Chernov, Mikhail;
    • Zin, Stanley E;
    • Zviadadze, Irina
    Publication type:
    Article
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    Cross-Section of Bank Value.

    Published in:
    Review of Financial Studies, 2022, v. 35, n. 5, p. 2101, doi. 10.1093/rfs/hhab089
    By:
    • Egan, Mark;
    • Lewellen, Stefan;
    • Sunderam, Adi
    Publication type:
    Article
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    Asset Pricing with Fading Memory.

    Published in:
    Review of Financial Studies, 2022, v. 35, n. 5, p. 2190, doi. 10.1093/rfs/hhab086
    By:
    • Nagel, Stefan;
    • Xu, Zhengyang
    Publication type:
    Article
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    Can Shorts Predict Returns? A Global Perspective.

    Published in:
    Review of Financial Studies, 2022, v. 35, n. 5, p. 2428, doi. 10.1093/rfs/hhab079
    By:
    • Boehmer, Ekkehart;
    • Huszár, Zsuzsa R;
    • Wang, Yanchu;
    • Zhang, Xiaoyan;
    • Zhang, Xinran
    Publication type:
    Article
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