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~institution:"Chambre de commerce et d'industrie de Paris"
~language:"eng"
~type_genre:"Arbeitspapier"
~type_genre:"Sammelwerk"
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Search: subject:"pricing"
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Option pricing theory
10
Optionspreistheorie
10
Theorie
9
Theory
9
CAPM
7
International financial market
3
Internationaler Finanzmarkt
3
Volatility
3
Volatilität
3
Welt
3
World
3
Börsenkurs
2
Capital income
2
Capital structure
2
Currency derivative
2
Kapitaleinkommen
2
Kapitalstruktur
2
Risikoprämie
2
Risk premium
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Währungsderivat
2
1970-1996
1
1971-1991
1
Allgemeines Gleichgewicht
1
Außenhandelsrisiko
1
Bruttoinlandsprodukt
1
Erwartungsbildung
1
Estimation
1
Estimation theory
1
Exchange rate
1
Exchange rate policy
1
Expectation formation
1
Foreign exchange management
1
Foreign trade risk
1
General equilibrium
1
Government securities
1
Gross domestic product
1
Index futures
1
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Type of publication
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Book / Working Paper
18
Type of publication (narrower categories)
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Arbeitspapier
Sammelwerk
Working Paper
18
Graue Literatur
8
Non-commercial literature
8
Language
All
English
Author
All
Dumas, Bernard
6
Chesney, Marc
5
Crouhy, Michel
3
Solnik, Bruno
3
Bensoussan, Alain
2
Galai, Dan
2
Harvey, Campbell R.
2
Jennergren, Lars Peter
2
Näslund, Bertil
2
Bodnar, Gordon M.
1
Bouaziz, Laurent
1
Briys, Eric
1
Collin-Dufresne, Pierre
1
Dumas, Bertrand
1
Elliott, Robert J.
1
Fleming, Jeff
1
Gibson, Rajna
1
Jeanblanc, Monique
1
Jondeau, Eric
1
Lefoll, Jean
1
Marston, Richard C.
1
Rockinger, Michael
1
Ruiz, Pierre
1
Whaley, Robert E.
1
Yor, Marc
1
Zhou, Guofu
1
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Institution
All
Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
140
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
Centre for Analytical Finance <Århus>
30
Center for Economic Research <Tilburg>
23
European University Institute / Department of Economics
23
University of Cambridge / Department of Applied Economics
23
Ekonomiska forskningsinstitutet <Stockholm>
21
Melbourne Business School
20
Erasmus Research Institute of Management
16
Federal Reserve Bank of St. Louis
14
Institute of Finance and Accounting <London>
13
Universitat Pompeu Fabra / Departament d'Economia i Empresa
13
University of Cambridge / Faculty of Economics
13
Robert Schuman Centre for Advanced Studies
12
Svenska Handelshögskolan <Helsinki>
11
Bonn Graduate School of Economics
10
University of Dundee / Department of Economic Studies
10
William Davidson Institute <Ann Arbor, Mich.>
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Econometrisch Instituut <Rotterdam>
9
Federal Reserve System / Division of Research and Statistics
9
Nationalekonomiska Institutionen <Lund>
9
Escola de Pós-Graduação em Economia <Rio de Janeiro>
8
Federal Reserve System / Board of Governors
8
Johns Hopkins University / Department of Economics
8
Københavns Universitet / Økonomisk Institut
8
OECD
8
The Wharton Financial Institutions Center
8
University of Chicago / Center for Research in Security Prices
8
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
7
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
7
Federal Reserve Bank of San Francisco
7
Stanford Institute for Economic Policy Research
7
Trinity College Dublin / Department of Economics
7
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
7
University of Warwick / Department of Economics
7
Universiṭat Bar-Ilan / Department of Economics
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Center for the Study of Industrial Organisation
6
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Published in...
All
Les cahiers de recherche / HEC Paris
18
Source
All
ECONIS (ZBW)
18
Showing
1
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10
of
18
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date (oldest first)
1
Are common swings in international stock returns justified by subsequent changes in national outputs?
Dumas, Bertrand
;
Harvey, Campbell R.
;
Ruiz, Pierre
-
1997
Persistent link: https://www.econbiz.de/10000976997
Saved in:
2
Estimating the instantaneous volatility and covariance of risky assets
Chesney, Marc
;
Elliott, Robert J.
-
1995
Persistent link: https://www.econbiz.de/10000910595
Saved in:
3
The world price of foreign exchange risk
Dumas, Bernard
;
Solnik, Bruno
-
1994
Persistent link: https://www.econbiz.de/10000897092
Saved in:
4
What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
5
The
pricing
of forward-starting Asian options
Bouaziz, Laurent
;
Briys, Eric
;
Crouhy, Michel
-
1994
Persistent link: https://www.econbiz.de/10000909455
Saved in:
6
Diffusion coefficient estimation and asset
pricing
when risk premia and sensitivities are time varying
Chesney, Marc
(
contributor
)
-
1993
Persistent link: https://www.econbiz.de/10000875177
Saved in:
7
Partial- vs general-equilibrium models of the international capital market
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000881671
Saved in:
8
Pass-through and exposure
Bodnar, Gordon M.
;
Dumas, Bernard
;
Marston, Richard C.
-
1997
Persistent link: https://www.econbiz.de/10000984265
Saved in:
9
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996176
Saved in:
10
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997033
Saved in:
1
2
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