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Reading interest rate and bond futures options' smiles around the 1997 French snap election
Coutant, Sophie - 1998
Persistent link: https://www.econbiz.de/10013422626
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Reading the smile : the message conveyed by methods which infer risk neutral densities
Jondeau, Eric; Rockinger, Michael - 1998
Persistent link: https://www.econbiz.de/10013422627
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A time varying parameter model to test for predictability and integration in stock markets of transition economies
Rockinger, Michael - 2000
Persistent link: https://www.econbiz.de/10013422978
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New extreme-value dependence measures and finance applications
Poon, Ser-Huang; Rockinger, Michael; Tawn, Jonathan - 2001
Persistent link: https://www.econbiz.de/10013423369
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Aggregating Phillips curves
Imbs, Jean; Jondeau, Eric; Pelgrin, Florian - 2007
Persistent link: https://www.econbiz.de/10003459498