Econometric Modeling: International Financial Markets - Volatility & Financial Crises eJournal

This eJournal distributes working and accepted paper abstracts of econometric studies of the determinants of volatility in financial markets, including seasonal price fluctuations and speculation; and analysis of the causes and impacts of global and domestic financial crises. The topics in this eJournal include topics from sections D84, E44, E51, E58, F21, F34, G15, G21 and H63 of the JEL classification system.

Click here to Browse our Electronic Library to view our archives of abstracts and associated full text papers published in this journal.

Sample Issue

Econometric Modeling: International Financial Markets - Volatility & Financial Crises eJournal Advisory Board
Click on the individual's name below to view the advisory board member's author home page.

Angus S. Deaton

Robert F. Engle

Jerry A. Hausman

James J. Heckman

Daniel L. McFadden

Richard Quandt

Christopher A. Sims

James H. Stock

Mark W. Watson