//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~subject:"Theorie"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Option pricing theory
673
Optionspreistheorie
673
Volatility
620
Volatilität
619
Theory
316
Stochastic process
280
Stochastischer Prozess
280
Derivat
161
Derivative
161
Option trading
157
Optionsgeschäft
157
Capital income
142
Kapitaleinkommen
142
Estimation
140
Schätzung
139
Börsenkurs
137
Share price
137
Hedging
106
Portfolio selection
103
Portfolio-Management
103
USA
102
United States
102
Yield curve
97
Zinsstruktur
97
Deutschland
87
Germany
87
CAPM
84
Risikoprämie
80
Risk premium
80
ARCH model
73
ARCH-Modell
73
Black-Scholes model
72
Black-Scholes-Modell
72
Forecasting model
63
Prognoseverfahren
63
Credit risk
62
Kreditrisiko
62
Aktienmarkt
61
Stock market
61
more ...
less ...
Online availability
All
Undetermined
53
Type of publication
All
Article
315
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
316
Conference paper
2
Konferenzbeitrag
2
Mehrbändiges Werk
2
Multi-volume publication
2
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
316
Author
All
Kwok, Yue-Kuen
4
Alexander, Carol
3
Avellaneda, Marco
3
Benth, Fred Espen
3
Branger, Nicole
3
Brigo, Damiano
3
Hoogland, J. K.
3
Hui, Cho H.
3
Lioui, Abraham
3
Lo, C. F.
3
Nawalkha, Sanjay K.
3
Neumann, C. D. D.
3
Platen, Eckhard
3
Shackleton, Mark B.
3
Taylor, Stephen
3
Wilmott, Paul
3
Wu, Lixin
3
An, Yunbi
2
Aurell, Erik
2
Cartea, Álvaro
2
Chiarella, Carl
2
Christiansen, Charlotte
2
Corrado, Charles Joseph
2
Duan, Jin-Chuan
2
Fabozzi, Frank J.
2
Faff, Robert W.
2
Fouque, Jean-Pierre
2
Gulko, Les
2
Hautsch, Nikolaus
2
Jiang, George J.
2
Joshi, Mark S.
2
Kaeck, Andreas
2
Kang, Boda
2
Klein, Peter
2
Li, Junye
2
Liu, Rui Hua
2
Mancino, Maria Elvira
2
Markellos, Raphaēl N.
2
Mele, Antonio
2
Meyer, Gunter H.
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of banking & finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
223
Journal of econometrics
210
Economics letters
198
Economic modelling
166
Applied economics
153
Journal of economic dynamics & control
153
Journal of international money and finance
141
Finance and stochastics
136
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
The journal of futures markets
110
International journal of forecasting
109
Applied economics letters
106
International review of economics & finance : IREF
104
European economic review : EER
101
The journal of derivatives : the official publication of the International Association of Financial Engineers
101
Finance research letters
100
Journal of financial economics
100
The review of financial studies
95
Applied mathematical finance
94
Journal of empirical finance
94
Econometric reviews
90
Energy economics
87
International review of financial analysis
85
Journal of monetary economics
82
The European journal of finance
82
Journal of forecasting
78
The journal of computational finance
75
The journal of finance : the journal of the American Finance Association
75
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
73
Labour economics : official journal of the European Association of Labour Economists
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Journal of applied econometrics
67
Macroeconomic dynamics
66
Review of derivatives research
66
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
65
Jahrbücher für Nationalökonomie und Statistik
58
Journal of international economics
58
Journal of macroeconomics
58
more ...
less ...
Source
All
ECONIS (ZBW)
316
Showing
1
-
10
of
316
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio reallocation and exchange rate dynamics
Ding, Liang
;
Ma, Jun
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3100-3124
Persistent link: https://www.econbiz.de/10009777107
Saved in:
2
Stochastic
volatility
, movements in short term interest rates, and bond option values
Vetzal, Kenneth R.
- In:
Journal of banking & finance
21
(
1997
)
2
,
pp. 169-196
Persistent link: https://www.econbiz.de/10001213042
Saved in:
3
How important is the correlation between returns and
volatility
in a stochastic
volatility
model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat
- In:
Journal of banking & finance
22
(
1998
)
5
,
pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
Saved in:
4
Uncertain parameters, an empirical stochastic
volatility
model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Saved in:
5
The valuation of American options on bonds
Ho, Teng-suan
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1487-1513
Persistent link: https://www.econbiz.de/10001236735
Saved in:
6
A risk-neutral stochastic
volatility
model
Zhu, Yingzi
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
Saved in:
7
Modelling implied
volatility
with OLS and panel data models
Ncube, Mthuli
- In:
Journal of banking & finance
20
(
1996
)
1
,
pp. 71-84
Persistent link: https://www.econbiz.de/10001193528
Saved in:
8
Mathematical pseudo-completion of the BGM model
Yasuoka, Takashi
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 375-401
Persistent link: https://www.econbiz.de/10001584358
Saved in:
9
Volatility
smile consistent option models : a survey
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 403-437
Persistent link: https://www.econbiz.de/10001584359
Saved in:
10
On the consistency of the deterministic local
volatility
function model ("implied tree")
Strobl, Karl
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 545-565
Persistent link: https://www.econbiz.de/10001584372
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->