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subject:"Derivat"
~isPartOf:"International review of financial analysis"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Hedging"
~subject:"USA"
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Derivat
Hedging
USA
Option trading
54
Optionsgeschäft
54
Volatility
21
Volatilität
21
United States
19
Option pricing theory
14
Optionspreistheorie
14
Theorie
13
Theory
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Börsenkurs
9
Derivative
9
Financial market
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Finanzmarkt
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Share price
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Implied volatility
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Capital income
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Index futures
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Index-Futures
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Estimation
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Prognoseverfahren
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Bid-ask spread
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Credit derivative
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Kelly, Bryan T.
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Giglio, Stefano
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Jackwerth, Jens Carsten
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Kōnstantinidēs, Giōrgos
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Perrakis, Stylianos
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Poteshman, Allen M.
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Shi, Yukun
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Xu, Yaofei
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Yan, Cheng
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1
Arnold, Tom
1
Backus, David
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Bondarenko, Oleg
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Chen, Ding
1
Chernov, Mikhail
1
Cho, Young-hye
1
Collin-Dufresne, Pierre
1
Czerwonko, Michal
1
Dew-Becker, Ian
1
Engle, Robert F.
1
Erwin, Gayle R.
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Kitsul, Yuriy
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Lo, Andrew W.
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1
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International review of financial analysis
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
85
International journal of theoretical and applied finance
38
Journal of banking & finance
34
Review of derivatives research
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
The review of financial studies
22
Quantitative finance
21
Journal of financial economics
20
Journal of financial and quantitative analysis : JFQA
19
The journal of finance : the journal of the American Finance Association
18
Applied mathematical finance
17
International review of economics & finance : IREF
17
The North American journal of economics and finance : a journal of financial economics studies
17
Finance research letters
15
Finance and stochastics
14
Journal of financial markets
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
International journal of financial engineering
13
European journal of operational research : EJOR
12
The journal of derivatives : JOD
12
Journal of economic dynamics & control
9
Review of quantitative finance and accounting
9
The European journal of finance
9
Applied financial economics
8
Energy economics
8
Global finance journal
8
Journal of mathematical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Risks : open access journal
8
The journal of computational finance
8
Applied economics letters
7
Computational economics
7
Discussion paper / Centre for Economic Policy Research
7
NBER working paper series
7
Journal of econometrics
6
Journal of risk
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Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
26
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1
COVID lockdown, Robinhood traders, and liquidity in stock and option markets
Shang, Danjue
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469185
Saved in:
2
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
3
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
Saved in:
4
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
5
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
6
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
Saved in:
7
Sharing R&D risk in healthcare via FDA hedges
Jørring, Adam
;
Lo, Andrew W.
;
Philipson, Tomas J.
; …
-
2017
Persistent link: https://www.econbiz.de/10011656884
Saved in:
8
Excess volatility : beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
Saved in:
9
Efficient estimation of lower and upper bounds for pricing higher-dimensional American arithmetic average options by approximating their payoff functions
Jin, Xing
;
Yang, Cheng-Yu
- In:
International review of financial analysis
44
(
2016
),
pp. 65-77
Persistent link: https://www.econbiz.de/10011623807
Saved in:
10
Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market
López, Raquel
- In:
International review of financial analysis
42
(
2015
),
pp. 292-303
Persistent link: https://www.econbiz.de/10011573500
Saved in:
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