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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~subject:"Kreditrisiko"
~subject:"Volatility"
~type_genre:"Article in journal"
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Kreditrisiko
Volatility
Theorie
937
Theory
937
USA
849
United States
848
Option pricing theory
525
Optionspreistheorie
525
Portfolio selection
395
Portfolio-Management
395
Börsenkurs
370
Share price
370
Volatilität
348
Stochastic process
333
Stochastischer Prozess
333
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290
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290
Derivat
228
Derivative
228
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203
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182
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182
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171
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171
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156
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155
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147
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142
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125
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124
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123
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113
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98
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98
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98
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98
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484
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1
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485
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5
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5
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Brigo, Damiano
9
Rutkowski, Marek
7
Benth, Fred Espen
6
Jeanblanc, Monique
5
Jiang, George J.
5
Takahashi, Akihiko
5
Carr, Peter
4
Oosterlee, Cornelis W.
4
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Bali, Turan G.
3
Bielecki, Tomasz R.
3
Capponi, Agostino
3
Chiarella, Carl
3
Ekström, Erik
3
Fabozzi, Frank J.
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Hainaut, Donatien
3
Jacobs, Kris
3
Kwok, Yue-Kuen
3
Lim, Kian-Guan
3
Liu, Rui Hua
3
Radoičić, Radoš
3
Schmidt, Thorsten
3
Schoutens, Wim
3
Stivers, Christopher T.
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Zhang, Xiaoyan
3
Zubelli, Jorge P.
3
Abid, Fathi
2
Ahlip, Rehez
2
Albanese, Claudio
2
Alòs, Elisa
2
Ammann, Manuel
2
Andersen, Leif B. G.
2
Antonelli, Fabio
2
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Published in...
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International journal of theoretical and applied finance
Journal of financial and quantitative analysis : JFQA
Journal of banking & finance
837
Finance research letters
734
Energy economics
614
International review of financial analysis
532
International review of economics & finance : IREF
459
Applied economics
440
Economic modelling
418
The journal of futures markets
387
The North American journal of economics and finance : a journal of financial economics studies
385
Journal of econometrics
328
Research in international business and finance
326
Applied economics letters
324
Journal of international financial markets, institutions & money
322
Journal of empirical finance
317
Applied financial economics
299
Journal of financial economics
298
Economics letters
292
Journal of international money and finance
292
Journal of risk and financial management : JRFM
253
Pacific-Basin finance journal
231
The European journal of finance
223
Quantitative finance
221
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
220
Journal of economic dynamics & control
199
Journal of financial stability
188
International journal of finance & economics : IJFE
186
International journal of forecasting
175
Review of quantitative finance and accounting
175
Risks : open access journal
172
The review of financial studies
172
International Journal of Energy Economics and Policy : IJEEP
168
The journal of credit risk : published quarterly by Incisive Media
165
The journal of finance : the journal of the American Finance Association
164
European journal of operational research : EJOR
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
The journal of fixed income
152
International journal of economics and financial issues : IJEFI
146
Journal of forecasting
146
Computational economics
142
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ECONIS (ZBW)
485
Showing
1
-
10
of
485
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date (oldest first)
1
The impact of uncertainty on investment : empirical challenges and a new estimator
Li, Delong
;
Sun, Yiguo
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 307-338
Persistent link: https://www.econbiz.de/10014486462
Saved in:
2
Foreign acquisition and credit risk : evidence from the U.S. CDS market
Yilmaz, Umit
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
4
,
pp. 1734-1767
Persistent link: https://www.econbiz.de/10014309627
Saved in:
3
The only constant is change : nonconstant volatility and implied volatility spreads
Campbell, T. Colin
;
Gallmeyer, Michael F.
;
Petkevich, Alex
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
5
,
pp. 2190-2227
Persistent link: https://www.econbiz.de/10014365179
Saved in:
4
Spillover effects of the opioid epidemic on consumer finance
Jansen, Mark
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
6
,
pp. 2365-2386
Persistent link: https://www.econbiz.de/10014365196
Saved in:
5
Synthetic options and implied volatility for the corporate bond market
Chen, Steven Shu-Hsiu
;
Doshi, Hitesh
;
Seo, Sang Byung
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
3
,
pp. 1295-1325
Persistent link: https://www.econbiz.de/10014309492
Saved in:
6
To securitize or to price credit risk?
McGowan, Danny
;
Nguyen, Huyen
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
1
,
pp. 289-323
Persistent link: https://www.econbiz.de/10014247806
Saved in:
7
Agency costs of debt in conglomerate firms
Altieri, Michela
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
8
,
pp. 3048-3080
Persistent link: https://www.econbiz.de/10013469971
Saved in:
8
Counterparty risk in over-the-counter markets
Frei, Christoph
;
Capponi, Agostino
;
Brunetti, Celso
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1058-1082
Persistent link: https://www.econbiz.de/10013187330
Saved in:
9
Crowding and tail risk in momentum returns
Barroso, Pedro
;
Edelen, Roger M.
;
Karehnke, Paul
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
4
,
pp. 1313-1342
Persistent link: https://www.econbiz.de/10013270306
Saved in:
10
Gender, credit, and firm outcomes
Delēs, Manthos D.
;
Hasan, Iftekhar
;
Iosifidi, Maria
; …
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
1
,
pp. 359-389
Persistent link: https://www.econbiz.de/10012805791
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