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~isPartOf:"Finance research letters"
~isPartOf:"Journal of empirical finance"
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Börsenkurs
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1,176
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Roubaud, David
9
Bouri, Elie
6
Molnár, Peter
6
Ma, Feng
5
Arouri, Mohamed
4
Lyócsa, Štefan
4
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4
Shen, Dehua
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4
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2
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Aloui, Chaker
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Economic modelling
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International review of financial analysis
162
Energy economics
140
NBER working paper series
138
The North American journal of economics and finance : a journal of financial economics studies
137
International review of economics & finance : IREF
130
Working paper / National Bureau of Economic Research, Inc.
129
Journal of banking & finance
121
Applied economics
118
Research in international business and finance
103
Applied economics letters
101
NBER Working Paper
98
Journal of international financial markets, institutions & money
90
The journal of futures markets
85
Applied financial economics
84
Journal of risk and financial management : JRFM
79
Pacific-Basin finance journal
75
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
75
Journal of financial economics
74
International Journal of Energy Economics and Policy : IJEEP
69
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69
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60
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55
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54
Cogent economics & finance
53
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51
International journal of economics and financial issues : IJEFI
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
47
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47
Review of quantitative finance and accounting
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
Volatility
discovery : can the CDS market beat the equity options market?
Forte, Santiago
;
Lovreta, Lidija
- In:
Finance research letters
28
(
2019
),
pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
Saved in:
2
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
3
Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
Saved in:
4
Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
Al-Shboul, Mohammad
;
Anwar, Sajid
- In:
Economic modelling
37
(
2014
),
pp. 451-463
Persistent link: https://www.econbiz.de/10010417631
Saved in:
5
The January effect in the foreign exchange market : evidence for seasonal equity carry trades
Girardin, Eric
;
Namin, Fatemeh Salimi
- In:
Economic modelling
81
(
2019
),
pp. 422-439
Persistent link: https://www.econbiz.de/10012202131
Saved in:
6
The quality of market
volatility
forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
7
Volatility
risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
8
Stochastic
volatility
and leverage : application to a panel of S&P500 stocks
Ozturk, Serda Selin
;
Richard, Jean-François
- In:
Finance research letters
12
(
2015
),
pp. 67-76
Persistent link: https://www.econbiz.de/10011552253
Saved in:
9
Impact of macroeconomic announcements on implied
volatility
slope of SPX options and VIX
Onan, Mustafa
;
Altay-Salih, Aslihan
;
Yasar, Burze
- In:
Finance research letters
11
(
2014
)
4
,
pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
Saved in:
10
Earnings announcements and option returns
Chung, Sung Gon
;
Louis, Henock
- In:
Journal of empirical finance
40
(
2017
),
pp. 220-235
Persistent link: https://www.econbiz.de/10011745079
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