Narrow search
Showing 1 - 10 of 4,709
Cover Image
Skewness risk premium : theory and empirical evidence
Lehnert, Thorsten; Lin, Yuehao; Wolff, Christiaan … - 2013
Persistent link: https://www.econbiz.de/10009723118
Cover Image
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier; Sentana, Enrique - 2015
Persistent link: https://www.econbiz.de/10010509490
Cover Image
An economic evaluation of empirical exchange rate models
Della Corte, Pasquale; Sarno, Lucio; Tsiakas, Ilias - 2007
Persistent link: https://www.econbiz.de/10003618043
Cover Image
Asset prices in a lifecycle economy
Farmer, Roger E. A. - 2014
Persistent link: https://www.econbiz.de/10010363302
Cover Image
Volatility risk premia and exchange rate predictability?
Della Corte, Pasquale; Ramadorai, Tarun; Sarno, Lucio - 2013
Persistent link: https://www.econbiz.de/10009786213
Cover Image
Pricing assets in an economy with two types of people
Farmer, Roger E. A. - 2016
Persistent link: https://www.econbiz.de/10011494376
Cover Image
Understanding index option returns
Broadie, Mark; Chernov, Mikhail; Johannes, Michael - 2007
Persistent link: https://www.econbiz.de/10003473633
Cover Image
Nonlinearities in sovereign risk pricing : the role of CDS index contracts
Delatte, Anne-Laure; Fouquau, Julien; Portes, Richard - 2014
Persistent link: https://www.econbiz.de/10010363535
Cover Image
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - 2010
Persistent link: https://www.econbiz.de/10003948899
Cover Image
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard; Kurshev, Alexander; Uppal, Raman - 2007
Persistent link: https://www.econbiz.de/10003549572