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Identifying volatility risk premia from fixed income Asian options
Almeida, Caio; Vicente, José - In: Journal of banking & finance 33 (2009) 4, pp. 652-661
Persistent link: https://www.econbiz.de/10003820565
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Accurate minimum capital risk requirements : a comparison of several approaches
Grané, A.; Veiga, H. - In: Journal of banking & finance 32 (2008) 11, pp. 2482-2492
Persistent link: https://www.econbiz.de/10003787231
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Time and dynamic volume-volatility relation
Xu, Xiaoqing Eleanor; Chen, Peter; Wu, Chunchi - In: Journal of banking & finance 30 (2006) 5, pp. 1535-1558
Persistent link: https://www.econbiz.de/10003319376
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Two counters of jumps
Câmara, António - In: Journal of banking & finance 33 (2009) 3, pp. 456-463
Persistent link: https://www.econbiz.de/10003807620
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Mutual fund volatility timing and management fees
Giambona, Erasmo; Golec, Joseph - In: Journal of banking & finance 33 (2009) 4, pp. 589-599
Persistent link: https://www.econbiz.de/10003820495
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Explaining international stock correlations with CPI fluctuations and market volatility
Cai, Yijie; Chou, Ray Yeutien; Li, Dan - In: Journal of banking & finance 33 (2009) 11, pp. 2026-2035
Persistent link: https://www.econbiz.de/10003892191
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Bond risk premia and realized jump risk
Wright, Jonathan H.; Zhou, Hao - In: Journal of banking & finance 33 (2009) 12, pp. 2333-2345
Persistent link: https://www.econbiz.de/10003905578
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Model-free hedge ratios and scale-invariant models
Alexander, Carol; Nogueira, Leonardo M. - In: Journal of banking & finance 31 (2007) 6, pp. 1839-1861
Persistent link: https://www.econbiz.de/10003483512
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Misreaction or misspecification? : a re-examination of volatility anomalies
Jiang, George J.; Tian, Yisong Sam - In: Journal of banking & finance 34 (2010) 10, pp. 2358-2369
Persistent link: https://www.econbiz.de/10008857749
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Hedging volatility risk
Brenner, Menachem; Ou, Ernest Y.; Zhang, Jin E. - In: Journal of banking & finance 30 (2006) 3, pp. 811-821
Persistent link: https://www.econbiz.de/10003300389