Jason Higbee

Federal Reserve Bank of St. Louis - Research Division

Senior Research Associate

411 Locust St

Saint Louis, MO 63011

United States

SCHOLARLY PAPERS

3

DOWNLOADS

937

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Market Timing with Aggregate and Idiosyncratic Stock Volatilities

FRB St. Louis Working Paper No. 2005-073A
Number of pages: 22 Posted: 14 Dec 2005
Hui Guo and Jason Higbee
University of Cincinnati - Department of Finance - Real Estate and Federal Reserve Bank of St. Louis - Research Division
Downloads 618 (53,422)

Abstract:

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Stock return predictability, Market timing, Stock market volatility, Idiosyncratic volatility

2.

Is Foreign Exchange Volatility Risk Priced?

FRB of St. Louis Working Paper No. 2004-029C
Number of pages: 42 Posted: 27 May 2006
Hui Guo, Christopher J. Neely and Jason Higbee
University of Cincinnati - Department of Finance - Real Estate, Federal Reserve Bank of St. Louis - Research Division and Federal Reserve Bank of St. Louis - Research Division
Downloads 179 (205,805)

Abstract:

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exchange rate, option, implied volatility, realized volatility, asset pricing

3.

Foreign Exchange Volatility is Priced in Equities

FRB of St. Louis Working Paper No. 2004-029E
Number of pages: 39 Posted: 24 Jul 2006
Hui Guo, Christopher J. Neely and Jason Higbee
University of Cincinnati - Department of Finance - Real Estate, Federal Reserve Bank of St. Louis - Research Division and Federal Reserve Bank of St. Louis - Research Division
Downloads 140 (252,644)
Citation 4

Abstract:

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exchange rate, option, implied volatility, realized volatility, asset pricing