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~isPartOf:"International journal of theoretical and applied finance"
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Volatility
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International journal of theoretical and applied finance
MPRA Paper
965
NBER working paper series
878
Finance research letters
783
Working paper / National Bureau of Economic Research, Inc.
742
NBER Working Papers
728
Journal of banking & finance
669
NBER Working Paper
669
Energy economics
665
International review of financial analysis
540
Applied economics
482
International review of economics & finance : IREF
462
Economic modelling
419
Journal of financial economics
406
Economics Bulletin
394
The journal of futures markets
393
The North American journal of economics and finance : a journal of financial economics studies
377
Discussion paper / Centre for Economic Policy Research
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Working paper
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Research in international business and finance
364
Journal of econometrics
342
LSE Research Online Documents on Economics
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Journal of international financial markets, institutions & money
325
Journal of empirical finance
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Review of Pacific Basin Financial Markets and Policies (RPBFMP)
295
Applied financial economics
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Discussion paper / Tinbergen Institute
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Journal of international money and finance
283
CEPR Discussion Papers
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Journal of risk and financial management : JRFM
275
The review of financial studies
267
IMF working papers
258
Pacific-Basin finance journal
253
ECB Working Paper
248
CESifo working papers
246
Journal of economic dynamics & control
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
229
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ECONIS (ZBW)
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1
Volatility
and
liquidity
on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
2
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:
3
Bank panics and fire sales, insolvency and illiquidity
Hurd, T. R.
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011926614
Saved in:
4
Hedge-fund management with
liquidity
constraint
Ramirez, Hugo E.
;
Duck, Peter
;
Johnson, Paul
;
Howell, …
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012153086
Saved in:
5
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:
6
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:
7
Reinforced urn processes for modeling credit default distribution
Amerio, Emanuele
;
Muliere, Pietro
;
Secchi, Piercesare
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 407-423
Persistent link: https://www.econbiz.de/10002108791
Saved in:
8
Explicit solutions for a nonlinear model of financial derivatives
Bordag, L. A.
;
Chmakova, Alina Y.
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003415479
Saved in:
9
Risk premia and optimal liquidation of credit derivatives
Leung, Tim
;
Liu, Peng
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009707094
Saved in:
10
European option pricing with
liquidity
shocks
Ludkovski, Michael
;
Shen, Qunying
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010233260
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