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The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus; Hess, Dieter; Veredas, David - In: Journal of banking & finance 35 (2011) 10, pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
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On alternative interest rate processes
Dahlquist, Magnus - In: Journal of banking & finance 20 (1996) 6, pp. 1093-1119
Persistent link: https://www.econbiz.de/10001203098
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Cross-commodity news transmission and volatility spillovers in the German energy markets
Green, Rikard; Larsson, Karl; Lunina, Veronika; … - In: Journal of banking & finance 95 (2018), pp. 231-243
Persistent link: https://www.econbiz.de/10011966754
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The pricing of leverage products : an empirical investigation of the German market for "long" and "short" stock index certificates
Wilkens, Sascha; Stoimenov, Pavel A. - In: Journal of banking & finance 31 (2007) 3, pp. 735-750
Persistent link: https://www.econbiz.de/10003429769
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Trading volumes and transaction costs in the foreign exchange market : evidence from daily dollar-yen spot data
Hartmann, Philipp - In: Journal of banking & finance 23 (1999) 5, pp. 801-824
Persistent link: https://www.econbiz.de/10001379071
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Skewness in financial returns
Peiró, Amado - In: Journal of banking & finance 23 (1999) 6, pp. 847-862
Persistent link: https://www.econbiz.de/10001379080
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Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel - In: Journal of banking & finance 21 (1997) 8, pp. 1131-1157
Persistent link: https://www.econbiz.de/10001226778
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Valuing futures and options on volatility
Grünbichler, Andreas - In: Journal of banking & finance 20 (1996) 6, pp. 985-1001
Persistent link: https://www.econbiz.de/10001203103
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The impact of firm specific news on implied volatilities
Donders, Monique - In: Journal of banking & finance 20 (1996) 9, pp. 1447-1461
Persistent link: https://www.econbiz.de/10001207831
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Stochastic volatility, movements in short term interest rates, and bond option values
Vetzal, Kenneth R. - In: Journal of banking & finance 21 (1997) 2, pp. 169-196
Persistent link: https://www.econbiz.de/10001213042