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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Monetary policy"
~subject:"Share price"
~subject:"Volatility"
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Monetary policy
Share price
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Theorie
567
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567
Portfolio selection
151
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151
Stochastic process
120
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120
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International journal of theoretical and applied finance
NBER working paper series
915
NBER Working Paper
835
Working paper / National Bureau of Economic Research, Inc.
790
Discussion paper / Centre for Economic Policy Research
509
Journal of monetary economics
412
Journal of economic dynamics & control
402
Economics letters
348
Finance research letters
320
Economic modelling
293
Journal of macroeconomics
275
Working paper
262
Working paper series / European Central Bank
262
Journal of banking & finance
256
Journal of money, credit and banking : JMCB
255
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241
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241
CESifo working papers
239
IMF working papers
237
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221
International review of economics & finance : IREF
203
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198
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192
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192
International review of financial analysis
188
The review of financial studies
187
The journal of finance : the journal of the American Finance Association
186
European economic review : EER
177
Discussion paper
173
Journal of econometrics
160
Journal of empirical finance
158
Applied economics letters
157
The North American journal of economics and finance : a journal of financial economics studies
153
Energy economics
148
IMF working paper
146
Discussion paper / Tinbergen Institute
142
ECB Working Paper
142
The American economic review
136
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113
The European journal of finance
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ECONIS (ZBW)
111
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1
On portfolio selection under extreme
risk
measure : the heavy-tailed ICA model
Clémençon, Stéphan
;
Slim, Skander
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 449-474
Persistent link: https://www.econbiz.de/10003463451
Saved in:
2
Pricingcounterparty
risk
including collateralization, netting rules, re-hypothecation and wrong-way
risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
3
CVA with wrong way
risk
: sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
4
Worst-case scenarios for American options
Buff, Robert
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 25-58
Persistent link: https://www.econbiz.de/10001488348
Saved in:
5
Equilibrium equity price with optimal dividend policy
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011686852
Saved in:
6
Global and regional risks in currency returns
Rendon, Jairo A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012183303
Saved in:
7
Option pricing via maximization over uncertainty and correction of volatility smile
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 507-524
Persistent link: https://www.econbiz.de/10009269369
Saved in:
8
Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
9
Modeling the
risk
and return relation conditional on markt volatility and market conditions
Galagedera, Don U. A.
;
Faff, Robert W.
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10002625219
Saved in:
10
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
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