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~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Journal of monetary economics"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"hrv"
~subject:"Finanzkrise"
~subject:"Option pricing theory"
~subject:"USA"
~type_genre:"Article in journal"
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Finanzkrise
Option pricing theory
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Aizenman, Joshua
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Brorsen, B. Wade
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11
DeAngelo, Linda
11
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10
Kang, Jangkoo
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Locke, Peter R.
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Daigler, Robert T.
9
Denis, David J.
9
Kolb, Robert W.
9
Sarno, Lucio
9
Taylor, Mark P.
9
Tse, Yiuman
9
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9
Zhang, Jin E.
9
Acharya, Viral V.
8
Bali, Turan G.
8
Berger, Allen N.
8
Chinn, Menzie David
8
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Kurov, Alexander
8
Lien, Da-hsiang Donald
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McConnell, John J.
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Bessembinder, Hendrik
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Bordo, Michael D.
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Cheung, Yin-Wong
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Chung, San-lin
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Câmara, António
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Edwards, Franklin R.
7
Fama, Eugene F.
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French, Kenneth Ronald
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Harvard Graduate School of Business Administration / Division of Research
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Symposium on the Structure and Governance of Enterprise <1990, Cambridge, Mass.>
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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Carnegie-Rochester-NYU Conference on Public Policy <84., 2014, Pittsburgh, Pa.>
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International Conference on Derivatives and Risk Management <2003, Schanghai>
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JIMF-USC Conference: "Financial Adjustment in the Aftermath of the Global Crisis 2008-09: New Global Order?" <2014, Los Angeles, Calif.>
1
Research Conference on "Directions for Macroeconomics: What Did We Learn from the Economic Crises" <2010, Gerzensee>
1
Schweizerische Nationalbank
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Studienzentrum Gerzensee
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Journal of financial economics
Journal of international money and finance
Journal of monetary economics
The journal of futures markets
The American economic review
2,086
Journal of banking & finance
1,486
The review of economics and statistics
1,419
The review of financial studies
1,395
Applied economics
1,389
The journal of finance : the journal of the American Finance Association
1,373
American journal of agricultural economics
1,279
Economics letters
987
Economic review
931
Journal of financial and quantitative analysis : JFQA
870
Economic inquiry : journal of the Western Economic Association International
856
Monthly labor review : MLR
848
National tax journal
846
Southern economic journal
803
Journal of money, credit and banking : JMCB
787
Journal of human resources : JHR
767
The journal of economic perspectives : EP ; a journal of the American Economic Association
719
Journal of political economy
673
European journal of operational research : EJOR
668
Applied economics letters
653
The journal of law & economics
641
The quarterly journal of economics
637
American economic journal : a journal of the American Economic Association
628
Challenge
627
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ILR review : the journal of work and policy
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Health affairs : at the intersection of health, health care, and policy
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Journal of economic issues : jei
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Economic modelling
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Journal of labor economics
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Energy economics
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Business economics : the journal of the National Association for Business Economists
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International journal of theoretical and applied finance
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The journal of real estate finance and economics
519
Journal of urban economics
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Review / Federal Reserve Bank of St. Louis
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ECONIS (ZBW)
3,292
Showing
1
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10
of
3,292
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1
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
2
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
3
Delayed crises and slow recoveries
Liu, Xuewen
;
Wang, Pengfei
;
Yang, Zhongchao
- In:
Journal of financial economics
152
(
2024
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014452121
Saved in:
4
The effect of trade credit on firm performance : evidence from Korean firms during the Global Financial Crisis
Heo, Ye Jin
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014451386
Saved in:
5
Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François
;
Boudreault, Mathieu
; …
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 122-147
Persistent link: https://www.econbiz.de/10014475433
Saved in:
6
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
7
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
8
American strangle options with arbitrary strikes
Zaevski, Tsvetelin S.
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 880-903
Persistent link: https://www.econbiz.de/10014293264
Saved in:
9
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
10
Analytically pricing exchange options with stochastic liquidity and regime switching
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
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