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~isPartOf:"Applied economics letters"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Review of derivatives research"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Ambros, Maximilian"
~person:"Azhar Mohamad"
~person:"Grobys, Klaus"
~person:"Nie, He"
~person:"Wang, Xingchun"
~subject:"Capital income"
~subject:"China"
~subject:"Epidemic"
~subject:"Kausalanalyse"
~subject:"Volatilität"
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Capital income
China
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13
Option pricing theory
10
Optionspreistheorie
10
Börsenkurs
8
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Derivat
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Ambros, Maximilian
Azhar Mohamad
Grobys, Klaus
Nie, He
Wang, Xingchun
Ma, Feng
5
Ryu, Doojin
5
Schaub, Mark
5
Vivek Singh
5
Gil-Alaña, Luis A.
4
Gupta, Rangan
4
Hur, Jungshik
4
Jiang, Yonghong
4
Lin, Shih-kuei
4
McGuinness, Paul B.
4
Cakici, Nusret
3
Jung, Hojin
3
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3
Nam, Kiseok
3
Power, David M.
3
Yagil, Joseph
3
Yang, Heejin
3
Alsaifi, Khaled
2
Andreou, Panayiotis C.
2
Andriosopoulos, Dimitris
2
Apergēs, Nikolaos
2
Aslanidis, Nektarios
2
Ausloos, Marcel
2
Bali, Rakesh
2
Cai, Charlie X.
2
Caporale, Guglielmo Maria
2
Carlson, Mark
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Chen, Carl R.
2
Chen, Jian
2
Chen, Ren-Raw
2
Chen, Sheng-syan
2
Chiang, Thomas C.
2
Choudhry, Taufiq
2
Christiansen, Charlotte
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2
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Applied economics letters
International journal of finance & economics : IJFE
Review of derivatives research
Review of quantitative finance and accounting
Finance research letters
4
Journal of risk and financial management : JRFM
2
Quantitative finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied economics
1
Applied mathematical finance
1
Economic modelling
1
Economics letters
1
Insurance / Mathematics & economics
1
International journal of economics and finance
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
The European journal of finance
1
The journal of asset management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
15
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1
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
2
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
3
Valuing fade-in options with default risk in Heston-Nandi GARCH models
Wang, Xingchun
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013191374
Saved in:
4
Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes
Liang, Gechun
;
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012498465
Saved in:
5
Pricing options on the maximum of two average prices under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
Saved in:
6
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
7
Predictive power of implied volatility of structured call warrants : evidence from Singapore
Najmi Ismail Murad Samsudin
;
Azhar Mohamad
;
Imtiaz …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4412-4430
Persistent link: https://www.econbiz.de/10013461338
Saved in:
8
An empirical analysis of changes of the impact of federal budget deficits on stock market returns : evidence from the US economy
Grobys, Klaus
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 921-924
Persistent link: https://www.econbiz.de/10009763253
Saved in:
9
COVID-19 pandemic news and stock market reaction during the onset of the crisis : evidence from high-frequency data
Ambros, Maximilian
;
Frenkel, Michael
;
Toan Luu Duc Huynh
; …
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1686-1689
Persistent link: https://www.econbiz.de/10012652574
Saved in:
10
Another look at value and momentum : volatility spillovers
Grobys, Klaus
;
Vähämaa, Sami
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1459-1479
Persistent link: https://www.econbiz.de/10012304196
Saved in:
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