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subject:"USA"
~isPartOf:"Journal of banking & finance"
~subject:"CAPM"
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Search: subject_exact:"Derivative"
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USA
CAPM
Derivat
177
Derivative
177
Theorie
61
Theory
61
Credit risk
32
Kreditrisiko
32
Option pricing theory
30
Optionspreistheorie
30
United States
30
Volatility
30
Volatilität
30
Hedging
28
Börsenkurs
17
Share price
17
Portfolio selection
15
Portfolio-Management
15
Risikomanagement
15
Risk management
15
Yield curve
15
Zinsstruktur
15
Credit derivative
13
Kreditderivat
13
Option trading
13
Optionsgeschäft
13
Estimation
12
Schätzung
12
Stochastic process
12
Stochastischer Prozess
12
Commodity derivative
11
Rohstoffderivat
11
Welt
11
World
11
Capital income
10
Kapitaleinkommen
10
Risikoprämie
10
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English
39
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Hegde, Shantaram P.
2
Skiadopoulos, George
2
Aggarwal, Raj
1
Allen, Linda
1
Barbachan, José Santiago Fajardo
1
Brenner, Menachem
1
Brewer, Elijah
1
Carter, David A.
1
Chan, Kalok
1
Chang, Eric Chieh
1
Chung, Y. Peter
1
Courtadon, Georges Robert
1
Damodaran, Aswath
1
Detemple, Jérôme B.
1
Dhillon, Upinder S.
1
Dorfleitner, Gregor
1
Dotsis, George
1
Dungey, Mardi H.
1
Escobar, Marcos
1
Farias, Aquiles Rocha de
1
Figlewski, Stephen
1
Freund, Steven
1
Gay, Gerald D.
1
Hassan, M. Kabir
1
Hayunga, Darren K.
1
Hietala, Pekka T.
1
Hingorani, Archana Niranjan
1
Hodder, James E.
1
Holowczak, Richard D.
1
Hvozdyk, Lyudmyla
1
Hwang, Soosung
1
Jackwerth, Jens Carsten
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Jorion, Philippe
1
Kabir, M.Humayun
1
Kadapakkam, Palani-Rajan
1
Kallio, Markku
1
Kish, Richard J.
1
Koch, Paul Douglas
1
Konstantinidi, Eirini
1
Lang, Larry H. P.
1
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Journal of banking & finance
The journal of futures markets
178
The journal of finance : the journal of the American Finance Association
49
Advances in futures and options research : a research annual
35
Journal of financial and quantitative analysis : JFQA
35
Journal of financial economics
26
The review of financial studies
24
Working paper / National Bureau of Economic Research, Inc.
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
The journal of structured finance
20
The journal of fixed income
18
Review of futures markets
16
The financial review : the official publication of the Eastern Finance Association
16
The journal of business : B
14
The journal of financial research
13
International journal of theoretical and applied finance
12
Review of quantitative finance and accounting
12
Applied financial economics
11
Finance and economics discussion series
11
Journal of financial services research : JFSR
11
Discussion paper / B
10
Economic review
10
Review of derivatives research
10
Economic perspectives
9
Interest rate futures : concepts and issues
9
The European journal of finance
9
Working paper
9
American journal of agricultural economics
8
Handbook of financial markets : securities, options and futures
8
Journal of economic dynamics & control
8
Journal of money, credit and banking : JMCB
8
Economics letters
7
Finance research letters
7
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
AEI studies
6
Always learning
6
Annals of finance
6
Applied economics
6
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ECONIS (ZBW)
39
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1
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
2
Do hedge funds dynamically manage systematic risk?
Namvar, Ethan
;
Phillips, Blake
;
Pukthuanthong, Kuntara
; …
- In:
Journal of banking & finance
64
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011634227
Saved in:
3
Derivatives traders' reaction to mispricing in the underlying equity
Hayunga, Darren K.
;
Holowczak, Richard D.
;
Lung, Peter P.
; …
- In:
Journal of banking & finance
36
(
2012
)
9
,
pp. 2438-2454
Persistent link: https://www.econbiz.de/10009656184
Saved in:
4
Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1563-1575
Persistent link: https://www.econbiz.de/10009615791
Saved in:
5
Managerial responses to incentives : control of firm risk, derivative pricing implications, and outside wealth management
Hodder, James E.
;
Jackwerth, Jens Carsten
- In:
Journal of banking & finance
35
(
2011
)
6
,
pp. 1507-1518
Persistent link: https://www.econbiz.de/10009244959
Saved in:
6
Corporate derivatives use and the cost of equity
Gay, Gerald D.
;
Lin, Chen-miao
;
Smith, Stephen Drew
- In:
Journal of banking & finance
35
(
2011
)
6
,
pp. 1491-1506
Persistent link: https://www.econbiz.de/10009244962
Saved in:
7
The pricing of temperature futures at the Chicago Mercantile Exchange
Dorfleitner, Gregor
;
Wimmer, Maximilian
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1360-1370
Persistent link: https://www.econbiz.de/10003978408
Saved in:
8
Derivative pricing using multivariate affine generalized hyperbolic distributions
Barbachan, José Santiago Fajardo
;
Farias, Aquiles Rocha de
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1607-1617
Persistent link: https://www.econbiz.de/10008649442
Saved in:
9
Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices
Konstantinidi, Eirini
;
Skiadopoulos, George
; …
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
Saved in:
10
Credit derivatives and loan pricing
Norden, Lars
;
Wagner, Wolf
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2560-2569
Persistent link: https://www.econbiz.de/10003795783
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