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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Johnson, Herbert
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Journal of economic dynamics & control
Journal of financial and quantitative analysis : JFQA
The journal of futures markets
441
Journal of banking & finance
183
International journal of theoretical and applied finance
171
Energy economics
129
The journal of finance : the journal of the American Finance Association
83
Applied mathematical finance
79
International review of financial analysis
78
Journal of financial economics
73
The journal of derivatives : the official publication of the International Association of Financial Engineers
70
Working paper / National Bureau of Economic Research, Inc.
70
Review of derivatives research
69
Finance research letters
67
The European journal of finance
66
Applied financial economics
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International review of economics & finance : IREF
64
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European journal of operational research : EJOR
55
Advances in futures and options research : a research annual
52
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Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Finance and stochastics
45
The North American journal of economics and finance : a journal of financial economics studies
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The journal of computational finance
44
Applied economics letters
43
The review of financial studies
42
Economics letters
39
Journal of mathematical finance
39
Review of quantitative finance and accounting
38
Journal of risk and financial management : JRFM
37
Derivatives & financial instruments
36
Research in international business and finance
36
Economic modelling
35
Finance and economics discussion series
33
Pacific-Basin finance journal
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Risks : open access journal
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ECONIS (ZBW)
99
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1
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10
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99
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date (oldest first)
1
Derivatives and market (il)liquidity
Huang, Shiyang
;
Yueshen, Bart Zhou
;
Zhang, Cheng
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 157-194
Persistent link: https://www.econbiz.de/10014486310
Saved in:
2
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
3
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
4
Systemic risk and collateral adequacy : evidence from the futures market
Raykov, Radoslav
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1142-1173
Persistent link: https://www.econbiz.de/10013187333
Saved in:
5
Investing in electricity production under a reliability options scheme
Fontini, Fulvio
;
Vargiolu, Tiziano
;
Zormpas, Dimitrios
- In:
Journal of economic dynamics & control
126
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012667919
Saved in:
6
Simulating liquidity stress in the derivatives market
Bardoscia, Marco
;
Ferrara, Gerardo
;
Vause, Nicholas
; …
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014535140
Saved in:
7
CDS Returns
Augustin, Patrick
;
Saleh, Fahad
;
Xu, Haohua
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012503412
Saved in:
8
The dividend term structure
Kragt, Jac
;
Jong, Frank de
;
Driessen, Joost
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 829-867
Persistent link: https://www.econbiz.de/10012195621
Saved in:
9
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
10
Perturbations in DSGE models : an odd derivatives theorem
Lott, Sherwin
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012131998
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