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Modelling sovereign credit spreads with international macro-factors : the case of Brazil 1998 - 2009
Liu, Zhuoshi; Spencer, Peter D. - In: Journal of banking & finance 37 (2013) 2, pp. 241-256
Persistent link: https://www.econbiz.de/10009705703
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What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Kaminska, Iryna; Liu, Zhuoshi; Relleen, Jon; … - In: Journal of banking & finance 88 (2018), pp. 76-96
Persistent link: https://www.econbiz.de/10011962585
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Computing the market price of volatility risk in the energy commodity markets
Doran, James S.; Ronn, Ehud I. - In: Journal of banking & finance 32 (2008) 12, pp. 2541-2552
Persistent link: https://www.econbiz.de/10003795774
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Implied volatility and future portfolio returns
Banerjee, Prithviraj S.; Doran, James S.; Peterson, David R. - In: Journal of banking & finance 31 (2007) 10, pp. 3183-3199
Persistent link: https://www.econbiz.de/10003574850