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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - 2010
Persistent link: https://www.econbiz.de/10003948899
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Loss functions in option valuation : a framework for model selection
Bams, Dennis; Lehnert, Thorsten; Wolff, Christiaan … - 2005
Persistent link: https://www.econbiz.de/10002754751
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What option prices tell us about the ECB's unconventional monetary policies
Olijslager, Stan Stan; Petersen, Annelie; Vette, Nander de - 2018
Persistent link: https://www.econbiz.de/10012109721
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Implied volatility functions : empirical tests
Dumas, Bernard - 1996
Persistent link: https://www.econbiz.de/10013422413
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The determinants of coco bond prices
Khah, Sara Abed Masror; Vermaelen, Theo; Wolff, Christian - 2015
Persistent link: https://www.econbiz.de/10011441353
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Option-based credit spreads
Culp, Christopher L.; Nozawa, Yoshio; Veronesi, Pietro - 2014
Persistent link: https://www.econbiz.de/10010465600
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Inflating away the public debt? : an empirical assessment
Hilscher, Jens; Raviv, Alon; Reis, Ricardo - 2014
Persistent link: https://www.econbiz.de/10010395170
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Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul; Faure-Grimaud, Antoine - 2000
Persistent link: https://www.econbiz.de/10001499414
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The price of political uncertainty : theory and evidence from option market
Kelly, Bryan T.; Pástor, Ľuboš - 2014
Persistent link: https://www.econbiz.de/10010342538
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The value of informativeness for contracting
Chaigneau, Pierre; Edmans, Alex; Gottlieb, Daniel - 2014
Persistent link: https://www.econbiz.de/10010440176