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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of derivatives : JOD"
~language:"ell"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Fiordelisi, Franco"
~type_genre:"Article in journal"
~type_genre:"Congress report"
~type_genre:"Hochschulschrift"
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Fabozzi, Frank J.
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Journal of banking & finance
The journal of derivatives : JOD
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
The journal of fixed income
21
Applied economics
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International journal of theoretical and applied finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of economic dynamics & control
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The journal of structured finance
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ECONIS (ZBW)
31
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1
Caplets/floorlets with backward-looking risk-free rates under the one- and two-factor hull-white models
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 96-110
Persistent link: https://www.econbiz.de/10014422392
Saved in:
2
Corporate culture and firm value : evidence from crisis
Fang, Yiwei
;
Fiordelisi, Franco
;
Hasan, Iftekhar
; …
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014248209
Saved in:
3
Multi-asset option pricing using normal tempered stable processes with stochastic correlation
Kim, Young Shin
;
Kim, Hyangju
;
Choi, Jaehyung
;
Fabozzi, …
- In:
The journal of derivatives : JOD
30
(
2023
)
3
,
pp. 42-64
Persistent link: https://www.econbiz.de/10014231123
Saved in:
4
Shareholder litigation and bank risk
Degl'Innocenti, Marta
;
Fiordelisi, Franco
;
Song, Wei
; …
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248202
Saved in:
5
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
6
A primer on hedging with stock index futures
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 39-60
Persistent link: https://www.econbiz.de/10014231046
Saved in:
7
Does espoused risk culture pay? Evidence from European banks
Bianchi, Nicola
;
Carretta, Alessandro
;
Farina, Vincenzo
; …
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012659746
Saved in:
8
Option pricing with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
9
Macroeconomic variable selection for creditor recovery rates
Nazemi, Abdolreza
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
89
(
2018
),
pp. 14-25
Persistent link: https://www.econbiz.de/10011963062
Saved in:
10
The spillover effect of enforcement actions on bank risk-taking
Caiazza, Stefano
;
Cotugno, Matteo
;
Fiordelisi, Franco
; …
- In:
Journal of banking & finance
91
(
2018
),
pp. 146-159
Persistent link: https://www.econbiz.de/10011963655
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