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Measuring ESG risks in multi-asset portfolios : decomposing VaRESG into CVaRESG
Capelli, Paolo; Ielasi, Federica; Russo, Angeloantonio - In: Finance research letters 66 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10015061195
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Quadratic hedging strategies for volatility swaps
Wang, Xingchun; Fu, Jianping; Wang, Guanying; Wang, Yongjin - In: Finance research letters 15 (2015), pp. 125-132
Persistent link: https://www.econbiz.de/10011553014
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Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro - In: Finance research letters 45 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
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Volatility spillovers in the European bank CDS market
Alemany, Aida; Ballester, Laura; González-Urteaga, Ana - In: Finance research letters 13 (2015), pp. 137-147
Persistent link: https://www.econbiz.de/10011552425
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Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in Australia
Karlsson, Sune; Österholm, Pär - In: Finance research letters 30 (2019), pp. 378-384
Persistent link: https://www.econbiz.de/10012420913
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Performance persistence of government bond factor premia
Zaremba, Adam - In: Finance research letters 22 (2017), pp. 182-189
Persistent link: https://www.econbiz.de/10011808138
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Financial shocks, investor sentiment, and heterogeneous firms' output volatility : evidence from credit asset securitization markets
Li, Jia; Yang, Jianfei - In: Finance research letters 60 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014490265
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Dynamic volatility regulation of financial institutions
Hilscher, Jens; Raviv, Alon; Wiener, Zvi - In: Finance research letters 61 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10014490771