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~isPartOf:"Journal of financial economics"
~isPartOf:"Research in international business and finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Eraker, Bjørn"
~subject:"Ankündigungseffekt"
~subject:"Capital structure"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Eraker, Bjørn
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Journal of financial economics
Research in international business and finance
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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The price of higher order catastrophe insurance : the case of VIX options
Eraker, Bjørn
;
Yang, Aoxiang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3289-3337
Persistent link: https://www.econbiz.de/10013464255
Saved in:
2
Explaining the negative returns to volatility claims : an equilibrium approach
Eraker, Bjørn
;
Wu, Yue
- In:
Journal of financial economics
125
(
2017
)
1
,
pp. 72-98
Persistent link: https://www.econbiz.de/10011751609
Saved in:
3
Do stock prices and volatility jump? : Reconciling evidence from spot and option prices
Eraker, Bjørn
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1367-1403
Persistent link: https://www.econbiz.de/10002100152
Saved in:
4
The impact of jumps in volatility and returns
Eraker, Bjørn
;
Johannes, Michael
;
Polson, Nicholas G.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
3
,
pp. 1269-1300
Persistent link: https://www.econbiz.de/10001762606
Saved in:
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