Auflistung nach JEL-Klassifizierung "G13"

Anzeige der Dokumente 1-10 von 10

    • BEA 

      Unbekannter Autor
      The Bureau of Economic Analysis produces economic accounts statistics that enable government and business decision-makers, researchers, and the American public to follow and understand the performance of the Nation's economy.

    • Commodities, Financialization, and Heterogeneous Agents 

      Branger, Nicole; Grüning, Patrick; Schlag, Christian (2016-04-28)
      The term 'financialization' describes the phenomenon that commodity contracts are traded for purely financial reasons and not for motives rooted in the real economy. Recently, financialization has been made responsible for ...

    • Compustat 

      Unbekannter Autor
      Compustat (from Standard & Poor's) provides annual and quarterly income statements, balance sheets, statements and supplemental data on North American public companies.

    • CRSP 

      Unbekannter Autor
      Our portfolio of stock, indexes, mutual fund, treasury, and REIT market databases is relied on by academicians whose research and publications must withstand rigorous analysis for accuracy. Quantitative analysts in the ...

    • Option-Implied Information and Predictability of Extreme Returns 

      Vilkovz, Grigory; Xiaox, Yan (2013-01-28)
      We study whether prices of traded options contain information about future extreme market events. Our option-implied conditional expectation of market loss due to tail events, or tail loss measure, predicts future market ...

    • OptionMetrics 

      Unbekannter Autor
      OptionMetrics is the financial industry's premier provider of quality historical option price data, tools, and analytics. Currently, over 300 institutional subscribers and universities rely on our products as their main ...

    • Quandl 

      Unbekannter Autor
      Designed for professionals, Quandl delivers financial, economic and alternative data to over 400,000 people worldwide. Quandl offers essential financial and economic data alongside a suite of unique, alpha-generating ...

    • TAQ 

      Unbekannter Autor
      NYSE Trade and Quote (TAQ) database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National ...

    • TickData 

      Unbekannter Autor
      For over 30 years, the world’s largest investment banks, asset managers, proprietary traders and universities have relied upon our historical intraday stock, futures, options and forex data to back-test trading strategies, ...

    • Volatility-of-Volatility Risk 

      Huang, Darien; Schlag, Christian; Shaliastovich, Ivan; Thimme, Julian (2018-05-01)
      We show that time-varying volatility of volatility is a significant risk factor which affects the cross-section and the time-series of index and VIX option returns, beyond volatility risk itself. Volatility and ...