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Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad; Inani, Sarveshwar Kumar - In: Applied economics letters 30 (2023) 19, pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
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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
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Option valuation with liquidity risk and jumps
Zhang, Hai; Ku, Hyejin - In: Applied economics letters 25 (2018) 6, pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
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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
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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
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Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping; Zhou, Chunyang; Huang, Wei - In: Applied economics letters 29 (2022) 20, pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
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Credit spread and employment growth : a time-varying relationship?
Nordström, Martin - In: Applied economics letters 28 (2021) 1, pp. 23-31
Persistent link: https://www.econbiz.de/10012415041
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Prediction of the economic activity from the short and long-term interest rate differential : new evidences in Chile and the United States of America cases
Cademártori Rosso, David; Navia, Rodrigo; Galea, Manuel; … - In: Applied economics letters 15 (2008) 7/9, pp. 707-712
Persistent link: https://www.econbiz.de/10003741646
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Revisiting the interest rate puzzle
Yoshino, Joe Akira; Bastos e Santos, Edson - In: Applied economics letters 16 (2009) 13/15, pp. 1333-1340
Persistent link: https://www.econbiz.de/10003894223
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Re-evaluation of Japan's monetary policy in the late 1980s with the interest rate gap
Umino, Shingo - In: Applied economics letters 20 (2013) 10/12, pp. 1027-1031
Persistent link: https://www.econbiz.de/10010195952