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846
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181
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181
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174
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174
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111
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16
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10
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9
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9
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9
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9
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9
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8
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8
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8
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8
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8
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ECONIS (ZBW)
928
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1
A tale of two option markets : pricing kernels and
volatility
risk
Song, Zhaogang
;
Xiu, Dacheng
-
2014
Persistent link: https://www.econbiz.de/10010434036
Saved in:
2
The information content of the embedded deflation option in TIPS
Grishchenko, Olesya V.
;
Vanden, Joel M.
;
Zhang, Jianing
-
2011
Persistent link: https://www.econbiz.de/10009501966
Saved in:
3
Jump-diffusion term structure and Itô conditional moment generator
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001607156
Saved in:
4
Option prices with uncertain fundamentals : theory and evidence on the dynamics of implied volatilities
David, Alexander
;
Veronesi, Pietro
-
1999
Persistent link: https://www.econbiz.de/10001426915
Saved in:
5
The effects of
volatility
on liquidity in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2023
Persistent link: https://www.econbiz.de/10014284237
Saved in:
6
The informational content of the embedded deflation option in TIPS
Grishchenko, Olesya V.
;
Vanden, Joel M.
;
Zhang, Jianing
-
2012
Persistent link: https://www.econbiz.de/10010424595
Saved in:
7
The pricing kernel in options
Heston, Steven L.
;
Jacobs, Kris
;
Kim, Hyung Joo
-
2023
Persistent link: https://www.econbiz.de/10014385050
Saved in:
8
Options on interbank rates and implied disaster risk
Doshi, Hitesh
;
Kim, Hyung Joo
;
Seo, Sang Byung
-
2023
Persistent link: https://www.econbiz.de/10014385054
Saved in:
9
Flow and stock effects of large-scale treasury purchases
D'Amico, Stefania
;
King, Thomas B.
-
2010
Persistent link: https://www.econbiz.de/10008669999
Saved in:
10
Tips from TIPS : the informational content of Treasury inflation-protected security prices
D'Amico, Stefania
;
Kim, Don H.
;
Wei, Min
-
2010
Persistent link: https://www.econbiz.de/10003989903
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