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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial economics"
~subject:"Volatilität"
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Volatilität
Volatility
30
Implied volatility
23
Capital income
22
Kapitaleinkommen
22
Börsenkurs
18
Share price
18
Option trading
17
Optionsgeschäft
17
Options
16
Estimation
15
Schätzung
15
Option pricing theory
12
Optionspreistheorie
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Xu, Yaofei
3
Yan, Cheng
3
Bevilacqua, Mattia
2
Morelli, David
2
Shi, Yukun
2
Stasinakis, Charalampos
2
Uzan, Paola Sultana Renée
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1
Alsakka, Rasha
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1
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1
Dezsö, Cristian L.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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International review of financial analysis
Journal of financial economics
Research paper series / Swiss Finance Institute
34
Quantitative finance
26
Journal of banking & finance
24
Swiss Finance Institute Research Paper
22
Discussion paper / Tinbergen Institute
18
Finance research letters
17
International journal of theoretical and applied finance
17
Working Paper
13
Working paper
13
Applied economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper series / Centre for Practical Quantitative Finance
12
Applied mathematical finance
10
Energy economics
10
International review of economics & finance : IREF
10
Journal of risk and financial management : JRFM
10
The journal of futures markets
10
International journal of financial engineering
9
Asia-Pacific journal of financial studies
8
Journal of econometrics
8
Journal of empirical finance
8
CPQF Working Paper Series
7
Journal of international financial markets, institutions & money
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
SFB 649 Discussion Paper
7
SFB 649 discussion paper
7
Staff reports / Federal Reserve Bank of New York
7
The European journal of finance
7
Annals of finance
6
Economic modelling
6
FINRISK Working Paper Series
6
Finance and stochastics
6
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
6
Research in international business and finance
6
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
6
Discussion papers of interdisciplinary research project 373
5
ECB Working Paper
5
International Journal of Financial Studies : open access journal
5
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ECONIS (ZBW)
30
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1
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
2
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
3
Are banks happy when managers go long? : the information content of managers' vested option holdings for loan pricing
Dezsö, Cristian L.
;
Ross, David Gaddis
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 395-410
Persistent link: https://www.econbiz.de/10009666527
Saved in:
4
Capital structure effects on the prices of equity call
options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
5
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
6
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
7
Sovereign rating actions and the implied volatility of stock index
options
Tran, Vu
;
Alsakka, Rasha
;
Ap Gwilym, Owain
- In:
International review of financial analysis
34
(
2014
),
pp. 101-113
Persistent link: https://www.econbiz.de/10010528470
Saved in:
8
Forecasting option smile dynamics
Le, Van
;
Zurbruegg, Ralf
- In:
International review of financial analysis
35
(
2014
),
pp. 32-45
Persistent link: https://www.econbiz.de/10010529632
Saved in:
9
Testing Greeks and price changes in the S&P 500
options
and futures contract : a regression analysis
Hilliard, Jitka
- In:
International review of financial analysis
26
(
2013
),
pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
Saved in:
10
The relationship between the option-implied volatility smile, stock returns and heterogeneous beliefs
Feng, Shu
;
Zhang, Yi
;
Friesen, Geoffrey C.
- In:
International review of financial analysis
41
(
2015
),
pp. 62-73
Persistent link: https://www.econbiz.de/10011508586
Saved in:
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