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~isPartOf:"International review of financial analysis"
~subject:"Unternehmenswachstum"
~subject:"Volatilität"
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Unternehmenswachstum
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Credit risk
119
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33
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33
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Stasinakis, Charalampos
2
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Yan, Cheng
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Byström, Hans N. E.
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Byun, Suk Joon
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Schreiber, Irene
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Shi, Yukun
1
Shi, Yunkun
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International review of financial analysis
International journal of theoretical and applied finance
28
Journal of banking & finance
16
The North American journal of economics and finance : a journal of financial economics studies
14
Applied mathematical finance
13
The journal of futures markets
10
European journal of operational research : EJOR
8
Journal of econometrics
8
Research paper series / Swiss Finance Institute
8
Risks : open access journal
8
Finance research letters
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Quantitative finance
7
Computational economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of computational finance
6
Economic modelling
5
Energy economics
5
International review of economics & finance : IREF
5
Journal of economic dynamics & control
5
Journal of financial economics
5
Review of derivatives research
5
Review of quantitative finance and accounting
5
Swiss Finance Institute Research Paper
5
Applied economics
4
FINRISK Working Paper Series
4
Fisher College of Business working paper series
4
International journal of financial engineering
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
4
NBER working paper series
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of fixed income
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The review of financial studies
4
Working Paper
4
Working paper / National Bureau of Economic Research, Inc.
4
Annals of finance
3
Applied economics letters
3
Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
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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
Market risk and market-implied inflation expectations
Orłowski, Lucjan T.
;
Soper, Carolyne
- In:
International review of financial analysis
66
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012208965
Saved in:
4
Volatility risk premium in the interest rate market : evidence from delta-hedged gains on USD interest rate swaps
Byun, Suk Joon
;
Chang, Ki Cheon
- In:
International review of financial analysis
40
(
2015
),
pp. 88-102
Persistent link: https://www.econbiz.de/10011475633
Saved in:
5
Linking the interest rate
swap
markets to the macroeconomic risk : the UK and us evidence
Azad, A. S. M. Sohel
;
Fang, Victor
;
Hung, Chi-hsiou
- In:
International review of financial analysis
22
(
2012
),
pp. 38-47
Persistent link: https://www.econbiz.de/10010219705
Saved in:
6
Jump-diffusion volatility models for variance swaps : an empirical performance analysis
Jin, Xing
;
Hong, Yi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014457699
Saved in:
7
Momentum and default risk : some results using the jump component
González-Urteaga, Ana
;
Muga, Luis
;
Santamaría …
- In:
International review of financial analysis
40
(
2015
),
pp. 185-193
Persistent link: https://www.econbiz.de/10011475738
Saved in:
8
Stock return expectations in the credit market
Byström, Hans N. E.
- In:
International review of financial analysis
56
(
2018
),
pp. 85-92
Persistent link: https://www.econbiz.de/10012006222
Saved in:
9
The stochastic-volatility American put
option
of banks' credit line commitments : valuation and policy implications
Chateau, Jean-Pierre D.
;
Dufresne, D.
- In:
International review of financial analysis
11
(
2002
)
2
,
pp. 159-181
Persistent link: https://www.econbiz.de/10001715955
Saved in:
10
Equities, credits and volatilities : a multivariate analysis of the European market during the subprime crisis
Schreiber, Irene
;
Müller, Gernot
;
Klüppelberg, Claudia
; …
- In:
International review of financial analysis
24
(
2012
),
pp. 57-65
Persistent link: https://www.econbiz.de/10009688173
Saved in:
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