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The price of political uncertainty : theory and evidence from option market
Kelly, Bryan T.; Pástor, Ľuboš - 2014
Persistent link: https://www.econbiz.de/10010342538
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Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Applied economics letters 16 (2009) 10/12, pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
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Understanding index option returns
Broadie, Mark; Chernov, Mikhail; Johannes, Michael - 2007
Persistent link: https://www.econbiz.de/10003473633
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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - 2010
Persistent link: https://www.econbiz.de/10003948899
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Simpler proofs in finance and shout options
Ramprasath, L. - In: Applied economics letters 18 (2011) 1/3, pp. 173-178
Persistent link: https://www.econbiz.de/10009230145
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The instantaneous return and volatility of a covered call position
Edwards, Craig Steven - In: Applied economics letters 22 (2015) 13/15, pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
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The determinants of coco bond prices
Khah, Sara Abed Masror; Vermaelen, Theo; Wolff, Christian - 2015
Persistent link: https://www.econbiz.de/10011441353
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Option-based credit spreads
Culp, Christopher L.; Nozawa, Yoshio; Veronesi, Pietro - 2014
Persistent link: https://www.econbiz.de/10010465600
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Default probability anomalies in the momentum startegies
Lee, Nicholas Rueilin; Liu, Jung-Fang; Lin, Wei-Yu - In: Applied economics letters 21 (2014) 16/18, pp. 1206-1209
Persistent link: https://www.econbiz.de/10010465679
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Inflating away the public debt? : an empirical assessment
Hilscher, Jens; Raviv, Alon; Reis, Ricardo - 2014
Persistent link: https://www.econbiz.de/10010395170