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COVID-19 and market expectations : evidence from option-implied densities
Hanke, Michael; Kosolapova, Maria; Weissensteiner, Alex - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509718
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The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar; Varma, Jayanth Rama; Virmani, … - In: Economics letters 204 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
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The generalized extreme value distribution
Bali, Turan G. - In: Economics letters 79 (2003) 3, pp. 423-427
Persistent link: https://www.econbiz.de/10001755303
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Return seasonalities in government bonds and macroeconomic risk
Mikutowski, Mateusz; Karathanasopoulos, Andreas; … - In: Economics letters 176 (2019), pp. 114-116
Persistent link: https://www.econbiz.de/10012121248
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Price disagreements and adjustments in index derivatives markets
Ryu, Doojin; Yang, Heejin - In: Economics letters 151 (2017), pp. 104-106
Persistent link: https://www.econbiz.de/10011742143
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Structural changes in large economic datasets : a nonparametric homogeneity test
Casarin, Roberto; Costola, Michele - In: Economics letters 176 (2019), pp. 55-59
Persistent link: https://www.econbiz.de/10012121230
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A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX
Yun, Jaeho - In: Economics letters 186 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012500329
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Lumpy investment and expected stock returns
Im, Hyun Joong; Park, Heungju - In: Economics letters 193 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012509065
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Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui; Li, Chen; Li, Luyang - In: Economics letters 224 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
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Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns
Chen, Yuting; Potì, Valerio - In: Economics letters 235 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071365