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Can exchange rate volatility explain persistence in the forward premium?
Kellard, Neil; Sarantis, Nicholas - In: Journal of empirical finance 15 (2008) 4, pp. 714-728
Persistent link: https://www.econbiz.de/10003759755
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The implied volatility term structure of stock index options
Mixon, Scott - In: Journal of empirical finance 14 (2007) 3, pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
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Does risk aversion drive financial crises? : testing the predictive power of empirical indicators
Coudert, Virginie; Gex, Mathieu - In: Journal of empirical finance 15 (2008) 2, pp. 167-184
Persistent link: https://www.econbiz.de/10003699118
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Special issue on forecasting financial markets
Dunis, Christian (contributor); Kanioura, Athina (contributor) - 2006
Persistent link: https://www.econbiz.de/10003382881
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Special issue: forecasting financial markets
Dunis, Christian (contributor) - In: The European journal of finance 13 (2007) 3/4, pp. 301-395
Persistent link: https://www.econbiz.de/10003550373
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The dispersion effect in international stock returns
Leippold, Markus; Lohre, Harald - In: Journal of empirical finance 29 (2014), pp. 331-342
Persistent link: https://www.econbiz.de/10011300459
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Special Issue: Asset pricing : methods and applications
Conrad, Christian (contributor) - 2014
Persistent link: https://www.econbiz.de/10011300509
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Equity order flow and exchange rate dynamics
Ferreira Filipe, Sara - In: Journal of empirical finance 19 (2012) 3, pp. 359-381
Persistent link: https://www.econbiz.de/10009615677
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Special issue on Forecasting financial markets
Dunis, Christian (contributor); Kanioura, Athina (contributor) - 2005
Persistent link: https://www.econbiz.de/10003081451
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Embedded Leverage
Frazzini, Andrea - 2012
Many financial instruments are designed with embedded leverage such as options and leveraged exchange traded funds (ETFs). Embedded leverage alleviates investors' leverage constraints and, therefore, we hypothesize that embedded leverage lowers required returns. Consistent with this hypothesis,...
Persistent link: https://www.econbiz.de/10013097662