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A re-examination of the impacts of macroeconomic and financial shocks on real exchange rate fluctuation : evidence from G7 and Asian countries
Wong, Douglas Kai Tim - In: Applied economics 52 (2020) 50, pp. 5491-5515
Persistent link: https://www.econbiz.de/10012307745
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Not all in this together? : early estimates of the unequal labour market effects of Covid-19
Koczan, Zsoka - In: Applied economics 54 (2022) 44, pp. 5021-5034
Persistent link: https://www.econbiz.de/10013411095
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Pricing and hedging options with GARCH-stable proxy volatilities
Mozumder, Sharif; Kabir, Humayun; Dempsey, Michael - In: Applied economics 50 (2018) 56, pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
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What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan; Petersen, Annelie; Vette, Nander de - 2018
Persistent link: https://www.econbiz.de/10012109721
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Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook; Eom, Young Ho; Kang, Yong Joo - In: Economics letters 148 (2016), pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
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The impact of economic policy uncertainty and monetary policy on R&D investment : an option pricing approach
Horra, Luis P. de la; Perote, Javier; Fuente, Gabriel de - In: Economics letters 214 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013448064
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Directly pricing VIX futures : the role of dynamic volatility and jump intensity
Wang, Tianyi; Cheng, Sicong; Yin, Fangsheng; Yu, Mei - In: Applied economics 54 (2022) 32, pp. 3678-3694
Persistent link: https://www.econbiz.de/10013410814
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Which value component has a larger effect on idiosyncratic volatility, assets in place or growth options?
Hu, Yu; Jiang, Xiaoquan - In: Applied economics 56 (2024) 46, pp. 5530-5554
Persistent link: https://www.econbiz.de/10015051109
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Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns
Chen, Yuting; Potì, Valerio - In: Economics letters 235 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071365
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Time varying price discovery
Avino, Davide; Lazar, Emese; Varotto, Simone - In: Economics letters 126 (2015), pp. 18-21
Persistent link: https://www.econbiz.de/10011376376