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Cointegration and common trends on the West German labour market
Carstensen, Kai; Hansen, Gerd - In: Empirical economics : a journal of the Institute for … 25 (2000) 3, pp. 475-493
Persistent link: https://www.econbiz.de/10001502476
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Are stock markets in Asia related to carry trade?
Fung, Hung-gay; Tse, Yiuman; Zhao, Lin - In: Pacific-Basin finance journal 25 (2013), pp. 200-216
Persistent link: https://www.econbiz.de/10010346745
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The role of credit constraints and government subsidies in farmland valuations in the US : an options pricing model approach
Mishra, Ashok K.; Moss, Charles B.; Erickson, Kenneth W. - In: Empirical economics : a journal of the Institute for … 34 (2008) 2, pp. 285-297
Persistent link: https://www.econbiz.de/10003674879
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Jump tail risk premium and predicting US and Japanese credit spreads
Ubukata, Masato - In: Empirical economics : a journal of the Institute for … 57 (2019) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10012052257
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VIX derivatives : valuation models and empirical evidence
Lo, Chien-Ling; Shih, Pai-Ta; Wang, Yaw-Huei; Yu, Min-Teh - In: Pacific-Basin finance journal 53 (2019), pp. 1-21
Persistent link: https://www.econbiz.de/10012133281
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Downside jump risk and the levels of futures-cash basis
Chen, Chin-Ho - In: Pacific-Basin finance journal 57 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012170475
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Empirical comparison of alternative stochastic volatility option pricing models : evidence from Korean KOSPI 200 index options market
Kim, In-joon; Kim, Sol - In: Pacific-Basin finance journal 12 (2004) 2, pp. 117-142
Persistent link: https://www.econbiz.de/10001970138
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The implied volatility smirk in the Chinese equity options market
Yue, Tian; Gehricke, Sebastian A.; Zhang, Jin E.; Pan, … - In: Pacific-Basin finance journal 69 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013369869
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Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk : a two-state Markov switching analysis
Aloui, Chaker; Hammoudeh, Shawkat; Ben Hamida, Hela - In: Pacific-Basin finance journal 34 (2015), pp. 121-135
Persistent link: https://www.econbiz.de/10011535314
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Role of index futures on China's stock markets : evidence from price discovery and volatility spillover
Miao, Hong; Ramchander, Sanjay; Wang, Tianyang; Yang, … - In: Pacific-Basin finance journal 44 (2017), pp. 13-26
Persistent link: https://www.econbiz.de/10011800737