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~isPartOf:"Journal of banking & finance"
~subject:"Stochastic process"
~subject:"Volatility"
~type_genre:"Article in journal"
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Stochastic process
Volatility
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374
Option pricing theory
206
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163
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Skiadopoulos, George
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2
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Journal of banking & finance
Energy economics
610
Finance research letters
526
International review of financial analysis
403
Applied economics
382
The journal of futures markets
360
Economic modelling
350
International review of economics & finance : IREF
345
International journal of theoretical and applied finance
342
The North American journal of economics and finance : a journal of financial economics studies
335
Journal of econometrics
334
Applied financial economics
266
Applied economics letters
260
Journal of empirical finance
260
Research in international business and finance
255
Economics letters
249
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238
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222
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218
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206
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188
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
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165
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162
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161
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156
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154
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151
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140
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139
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131
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129
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128
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125
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124
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118
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118
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117
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112
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ECONIS (ZBW)
388
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1
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
2
The pricing of leverage products : an empirical investigation of the German market for "long" and "short" stock index certificates
Wilkens, Sascha
;
Stoimenov, Pavel A.
- In:
Journal of banking & finance
31
(
2007
)
3
,
pp. 735-750
Persistent link: https://www.econbiz.de/10003429769
Saved in:
3
Understanding the price of
volatility
risk in carry trades
Ahmed, Shamim
;
Valente, Giorgio
- In:
Journal of banking & finance
57
(
2015
),
pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
Saved in:
4
Portfolio reallocation and exchange rate dynamics
Ding, Liang
;
Ma, Jun
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3100-3124
Persistent link: https://www.econbiz.de/10009777107
Saved in:
5
Impact of macro-economic surprises on carry trade activity
Hutchison, Michael M.
;
Sushko, Vladyslav
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1133-1147
Persistent link: https://www.econbiz.de/10009716241
Saved in:
6
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
7
Downside and upside risk spillovers between exchange rates and stock prices
Reboredo, Juan Carlos
;
Rivera-Castro, Miguel A.
; …
- In:
Journal of banking & finance
62
(
2016
),
pp. 76-96
Persistent link: https://www.econbiz.de/10011634069
Saved in:
8
Why do we smile? : On the determinants of the implied
volatility
function
Peña Sánchez de Rivera, Juan Ignacio
;
Rubio, Gonzalo
; …
- In:
Journal of banking & finance
23
(
1999
)
8
,
pp. 1151-1179
Persistent link: https://www.econbiz.de/10001391604
Saved in:
9
Stochastic
volatility
, movements in short term interest rates, and bond option values
Vetzal, Kenneth R.
- In:
Journal of banking & finance
21
(
1997
)
2
,
pp. 169-196
Persistent link: https://www.econbiz.de/10001213042
Saved in:
10
How important is the correlation between returns and
volatility
in a stochastic
volatility
model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat
- In:
Journal of banking & finance
22
(
1998
)
5
,
pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
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