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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Pacific-Basin finance journal"
~source:"econis"
~subject:"Estimation"
~subject:"Hedging"
~subject:"Volatility"
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Journal of international financial markets, institutions & money
Pacific-Basin finance journal
The journal of futures markets
154
Energy economics
72
International journal of theoretical and applied finance
66
Journal of banking & finance
57
International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Risks : open access journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Review of quantitative finance and accounting
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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NBER working paper series
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ECONIS (ZBW)
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1
Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets
Wang, Yong
;
Liu, Shimiao
;
Abedin, Mohammad Zoynul
; …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494792
Saved in:
2
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
3
Futures trading activity and the jump risk of spot market : evidence from the bitcoin market
Zhang, Chuanhai
;
Ma, Huan
;
Liao, Xiaosai
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463770
Saved in:
4
Volatility models for cryptocurrencies and applications in the options market
Chi, Yeguang
;
Hao, Wenyan
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820318
Saved in:
5
Japanese monetary policy and its impact on stock market implied volatility during pleasant and unpleasant weather
Finta, Marinela Adriana
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013258115
Saved in:
6
Pricing catastrophe swaps with default risk and stochastic interest rates
Lo, Chien-Ling
;
Chang, Carolyn C. W.
;
Lee, Jin-Ping
; …
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013332712
Saved in:
7
VIX derivatives : valuation models and empirical evidence
Lo, Chien-Ling
;
Shih, Pai-Ta
;
Wang, Yaw-Huei
;
Yu, Min-Teh
- In:
Pacific-Basin finance journal
53
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012133281
Saved in:
8
CFDs, forwards, futures and the cost-of-carry
Foster, F. Douglas
;
Lee, Adrian D.
;
Liu, Wai-man
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 183-198
Persistent link: https://www.econbiz.de/10012133649
Saved in:
9
An empirical analysis of corporate currency risk management policies and practices
Kim, Sungjae F.
;
Chance, Don M.
- In:
Pacific-Basin finance journal
47
(
2018
),
pp. 109-128
Persistent link: https://www.econbiz.de/10012028011
Saved in:
10
Is default risk priced equally fast in the credit default swap and the stock markets? : an empirical investigation
Tolikas, Konstantinos
;
Topaloglou, Nikolas
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 39-57
Persistent link: https://www.econbiz.de/10011896287
Saved in:
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