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A regime-switching model to evaluate bonds in a quadratic term structure of interest rates
Boroumand, Raphaël Homayoun; Goutte, Stéphane; … - In: Applied financial economics 24 (2014) 19/21, pp. 1361-1366
Persistent link: https://www.econbiz.de/10010460151
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The impact of firm-specific information during the registration period on initial public offering pricing
Sodjahin, William R.; Beaulieu, Marie-Claude - In: Applied financial economics 23 (2013) 13/15, pp. 1083-1096
Persistent link: https://www.econbiz.de/10010204806
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Skewness and asymmetry in futures returns and volumes
Eastman, Alexander M.; Lucey, Brian M. - In: Applied financial economics 18 (2008) 10/12, pp. 777-800
Persistent link: https://www.econbiz.de/10003739442
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Nonneutral short-run effects of derivates on gold prices
Kearney, Adrienne A.; Lombra, Raymond E. - In: Applied financial economics 18 (2008) 10/12, pp. 985-994
Persistent link: https://www.econbiz.de/10003739514
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Impact of the introduction of derivatives on underlying volatility : evidence from India
Vipul - In: Applied financial economics 16 (2006) 9, pp. 687-697
Persistent link: https://www.econbiz.de/10003334980
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Hedging with weather derivatives : a role for options in reducing basis risk
Manfredo, Mark R.; Richards, Timothy J. - In: Applied financial economics 19 (2009) 1/3, pp. 87-97
options, be used solely or in combination with linear payoff instruments, such as swaps or futures, to minimize basis risk …
Persistent link: https://www.econbiz.de/10003825820
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The effect of derivatives trading on volatility of the underlying asset : evidence from the Greek stock market
Drimbetas, Evangelos; Sariannidis, Nikolaos; Porfiris, Nicos - In: Applied financial economics 17 (2007) 1/3, pp. 139-148
Persistent link: https://www.econbiz.de/10003427033
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International linkages of the Chinese futures markets
Hua, Renhai; Chen, Baizhu - In: Applied financial economics 17 (2007) 16/18, pp. 1275-1287
Persistent link: https://www.econbiz.de/10003605827
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An empirical examination of the return distribution characteristics of agency mortgage pass-through securities
Fabozzi, Frank J.; Racheva-Iotova, Borjana; Stoyanov, … - In: Applied financial economics 16 (2006) 15, pp. 1085-1094
Persistent link: https://www.econbiz.de/10003385567
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Pricing efficiency and arbitrage : Hong Kong derivatives markets revisited
Zhang, Zhihua; Lai, Rose Neng - In: Applied financial economics 16 (2006) 16, pp. 1185-1198
Persistent link: https://www.econbiz.de/10003387373