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On the calibration of structural credit spread models
Qi, Howard; Liu, Sheen; Wu, Chunchi - In: Annals of finance 5 (2009) 2, pp. 189-208
Persistent link: https://www.econbiz.de/10003813195
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The profitability of carry trades
Olmo, Jose; Pilbeam, Keith - In: Annals of finance 5 (2009) 2, pp. 231-241
Persistent link: https://www.econbiz.de/10003813198
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Implied cost of capital investment strategies : evidence from international stock markets
Esterer, Florian; Schröder, David - In: Annals of finance 10 (2014) 2, pp. 171-195
Persistent link: https://www.econbiz.de/10010350383
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Change point dynamics for financial data : an indexed Markov chain approach
D'Amico, Guglielmo; Lika, Ada; Petroni, Filippo - In: Annals of finance 15 (2019) 2, pp. 247-266
Persistent link: https://www.econbiz.de/10012058237
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The role of market efficiency on implied cost of capital estimates : an international perspective
Schröder, David - In: Annals of finance 16 (2020) 4, pp. 463-499
Persistent link: https://www.econbiz.de/10012496413
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On the impact of macroeconomic news surprises on Treasury-bond returns
El Ouadghiri, Imane; Mignon, Valérie; Boitout, Nicolas - In: Annals of finance 12 (2016) 1, pp. 29-53
Persistent link: https://www.econbiz.de/10011555427
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Risk premia in option markets
Madan, Dilip B. - In: Annals of finance 12 (2016) 1, pp. 71-94
Persistent link: https://www.econbiz.de/10011555434
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The skewness risk premium in equilibrium and stock return predictability
Sasaki, Hiroshi - In: Annals of finance 12 (2016) 1, pp. 95-133
Persistent link: https://www.econbiz.de/10011555439
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A nonparametric approach to measuring the sensitivity of an asset’s return to the market
Severini, Thomas A. - In: Annals of finance 12 (2016) 2, pp. 179-199
Persistent link: https://www.econbiz.de/10011555692
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Does the Hurst index matter for option prices under fractional volatility?
Funahashi, Hideharu; Kijima, Masaaki - In: Annals of finance 13 (2017) 1, pp. 55-74
Persistent link: https://www.econbiz.de/10011944961