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~isPartOf:"International review of economics & finance : IREF"
~subject:"Arbitrage"
~subject:"Risk management"
~subject:"Volatilität"
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Search: subject:"Derivat <Wertpapier>"
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Arbitrage
Risk management
Volatilität
Derivat
61
Derivative
61
Volatility
20
Hedging
17
Theorie
16
Theory
16
Option pricing theory
13
Option trading
13
Optionsgeschäft
13
Optionspreistheorie
13
Commodity derivative
11
Rohstoffderivat
11
Estimation
8
Index futures
8
Index-Futures
8
Risiko
8
Risk
8
Schätzung
8
Credit risk
7
Kreditrisiko
7
Risikoprämie
7
Risk premium
7
Credit derivative
6
Kreditderivat
6
Risikomanagement
6
Swap
6
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Share price
5
Aktienmarkt
4
Commodity exchange
4
Currency derivative
4
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4
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4
Portfolio selection
4
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28
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28
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Chen, Jun-Home
2
Fan, Ying
2
Geng, Peixuan
2
Lian, Yu-Min
2
Yang, Baochen
2
Alemany, Nuria
1
Aragó, V.
1
Aragó, Vicent
1
Atilgan, Yigit
1
Bullock, David W.
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Chan, Wai-Sum
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1
Dahl, Bruce L.
1
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1
Demirtas, K. Ozgur
1
Fung, Hung-gay
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1
Han, Chuan-Hsiang
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1
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1
Kao, Erin H.
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1
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International review of economics & finance : IREF
The journal of futures markets
66
Energy economics
52
International journal of theoretical and applied finance
48
Journal of banking & finance
47
International review of financial analysis
33
Applied mathematical finance
27
Finance research letters
27
Quantitative finance
26
Review of derivatives research
23
The European journal of finance
22
Applied economics
17
European journal of operational research : EJOR
17
International journal of financial engineering
17
Research in international business and finance
17
The North American journal of economics and finance : a journal of financial economics studies
16
Applied financial economics
15
Journal of econometrics
14
Journal of risk and financial management : JRFM
13
Review of Pacific Basin financial markets and policies
13
Applied economics letters
12
Journal of economic dynamics & control
11
Journal of empirical finance
11
SpringerLink / Bücher
11
Agricultural finance review
10
Insurance / Mathematics & economics
10
Review of quantitative finance and accounting
10
Risks : open access journal
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Economic modelling
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
International journal of bonds and derivatives
9
Journal of financial economics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of derivatives : JOD
9
The review of financial studies
9
Finance India : the quarterly journal of Indian Institute of Finance
8
Finance and stochastics
8
Journal of financial markets
8
Journal of mathematical finance
8
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ECONIS (ZBW)
28
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28
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1
The asymmetric relationships between the Bitcoin futures' return, volatility, and trading volume
Kao, Yu-Sheng
;
Zhao, Kai
;
Chuang, Hwei-lin
;
Ku, Yu-Cheng
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 524-542
Persistent link: https://www.econbiz.de/10014446485
Saved in:
2
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
3
Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen
;
Geng, Peixuan
;
Fan, Ying
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 815-842
Persistent link: https://www.econbiz.de/10014474684
Saved in:
4
Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen
;
Geng, Peixuan
;
Fan, Ying
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 815-842
Persistent link: https://www.econbiz.de/10014475040
Saved in:
5
Informed trading in the CDS and OTM put option markets
Hu, May
;
Narayan, Paresh Kumar
;
Park, Jason
;
Verhoeven, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 353-367
Persistent link: https://www.econbiz.de/10013343419
Saved in:
6
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
7
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
8
Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
Saved in:
9
Dynamics of variance risk premium : evidence from India
Sankar, Ganesh
;
Ramachandran, Shankar
;
Lukose P. J., Jijo
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 321-334
Persistent link: https://www.econbiz.de/10012486796
Saved in:
10
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
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