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Why smiles exist in foreign exchange options markets : isolating components of the risk neutral process
Tompkins, Robert G. - In: The European journal of finance 12 (2006) 6/7, pp. 583-603
Persistent link: https://www.econbiz.de/10003382854
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The impacts of index options on the underlying stocks : the case of the S&P 100
Liu, Shinhua - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 1034-1046
Persistent link: https://www.econbiz.de/10003873836
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Simultaneous stochastic volatility transmission across American equity markets
Weber, Enzo - In: The quarterly review of economics and finance : journal … 53 (2013) 1, pp. 53-60
Persistent link: https://www.econbiz.de/10009721374
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Evaluating density forecasts from models of stock market returns
Raaij, Gabriela de; Raunig, Burkhard - In: The European journal of finance 11 (2005) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10002841826
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The decomposition of US and euro area stock and bond returns and their sensitivity to economic state variables
Valckx, Nico - In: The European journal of finance 10 (2004) 2, pp. 149-173
Persistent link: https://www.econbiz.de/10001982951
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Model risk and option hedging
Giannetti, Antoine; Clark, John M.; Anderson, Randy I. - In: The quarterly review of economics and finance : journal … 44 (2004) 5, pp. 659-677
Persistent link: https://www.econbiz.de/10002468179
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Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.; Gupta, Rangan; Cakan, Esin - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
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Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain; Bouri, Elie; Hernandez, … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
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U.S. unconventional monetary policy and risk tolerance in major currency markets
Fassas, Athanasios P.; Kenourgios, Dimitris; Papadamou, … - In: The European journal of finance 27 (2021) 10, pp. 994-1008
Persistent link: https://www.econbiz.de/10012609247
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Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
Bonaccolto, G.; Caporin, Massimiliano; Zambon, N. - In: The European journal of finance 27 (2021) 11, pp. 1098-1116
Persistent link: https://www.econbiz.de/10012609265