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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
MPRA Paper
1,047
IZA Discussion Papers
1,033
Energy economics
658
Finance research letters
618
Discussion paper series / IZA
555
NBER working paper series
524
Working paper
495
Working paper / National Bureau of Economic Research, Inc.
481
CESifo working papers
480
Policy Research Working Paper Series
465
CESifo Working Paper
447
NBER Working Paper
423
International review of financial analysis
420
Applied economics
415
Journal of banking & finance
380
International review of economics & finance : IREF
378
Economic modelling
370
The journal of futures markets
361
Working Paper
331
CESifo Working Paper Series
328
The North American journal of economics and finance : a journal of financial economics studies
325
Journal of econometrics
323
Discussion paper / Tinbergen Institute
321
CEPR Discussion Papers
319
Applied economics letters
292
Research in international business and finance
292
Economics letters
287
WIDER Working Paper
274
Applied financial economics
267
Journal of empirical finance
267
Working paper / World Institute for Development Economics Research
255
Discussion paper / Centre for Economic Policy Research
253
IZA Discussion Paper
252
Journal of international money and finance
242
Journal of international financial markets, institutions & money
241
Discussion Paper / Tilburg University, Center for Economic Research
219
Discussion papers / CEPR
219
IMF working papers
206
Journal of risk and financial management : JRFM
203
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ECONIS (ZBW)
245
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1
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245
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1
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:
2
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
Saved in:
3
Risk sensitivities of Bermuda swaptions
Piterbarg, Vladimir V.
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 465-509
Persistent link: https://www.econbiz.de/10002108806
Saved in:
4
Modeling the
volatility
and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
5
Implied
volatility
trees and pricing performance: Evidence from the S&P 100 options
Linaras, Charilaos E.
;
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1085-1106
Persistent link: https://www.econbiz.de/10003280037
Saved in:
6
The impact of stock returns
volatility
on credit default swap rates: A copula study
Abid, Fathi
;
Naifar, Nader
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1135-1155
Persistent link: https://www.econbiz.de/10003280048
Saved in:
7
Technical analysis based on price-volume signals and the power of trading breaks
Westerhoff, Frank H.
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 227-244
Persistent link: https://www.econbiz.de/10003312732
Saved in:
8
On finite dimensional realizations for the term structure of futures prices
Björk, Tomas
;
Blix, Magnus
;
Landén, Camilla
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 281-314
Persistent link: https://www.econbiz.de/10003344282
Saved in:
9
The stochastic intensity SSRD model implied
volatility
patterns for credit default swap options and the impact of correlation
Brigo, Damiano
;
Cousot, Laurent
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10003344290
Saved in:
10
Pricing and hedging convertible bonds : delayed calls and uncertain
volatility
Yiǧitbaşioǧlu, Ali Bora
;
Alexander, Carol
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 415-453
Persistent link: https://www.econbiz.de/10003344330
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