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Equilibrium prices and trade under ambiguous volatility
Beißner, Patrick - In: Economic theory : official journal of the Society for … 64 (2017) 2, pp. 213-238
Persistent link: https://www.econbiz.de/10011740090
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Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: Journal of banking & finance 61 (2015), pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
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A tale of two uncertainties
Choi, Hae Mi - In: Journal of banking & finance 92 (2018), pp. 81-99
Persistent link: https://www.econbiz.de/10011964540
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Hedging volatility risk
Brenner, Menachem; Ou, Ernest Y.; Zhang, Jin E. - In: Journal of banking & finance 30 (2006) 3, pp. 811-821
Persistent link: https://www.econbiz.de/10003300389
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From value at risk to stress testing : the extreme value approach
Longin, François M. - In: Journal of banking & finance 24 (2000) 7, pp. 1097-1130
Persistent link: https://www.econbiz.de/10001483876
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Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
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The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Journal of banking & finance 154 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
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Breaking VIX at open : Evidence of uncertainty creation and resolution
Chen, Jingjing; Jiang, George J.; Yuan, Chaowen; Zhu, … - In: Journal of banking & finance 124 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012816579
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Industry characteristics and financial risk contagion
Chiu, Wan-chien; Peña Sánchez de Rivera, Juan Ignacio; … - In: Journal of banking & finance 50 (2015), pp. 411-427
Persistent link: https://www.econbiz.de/10010509513
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Hedging geopolitical risk with precious metals
Baur, Dirk G.; Smales, Lee A. - In: Journal of banking & finance 117 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012495753