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Moments of multivariate regime switching with application to risk-return trade-off
Taamouti, Abderrahim - In: Journal of empirical finance 19 (2012) 2, pp. 292-308
Persistent link: https://www.econbiz.de/10009615702
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Evaluating stochastic discount factors from term structure models
Farnsworth, Heber K. - In: Journal of empirical finance 16 (2009) 5, pp. 852-861
Persistent link: https://www.econbiz.de/10003900416
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Linear-price term structure models
Gouriéroux, Christian; Monfort, Alain - In: Journal of empirical finance 24 (2013), pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
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Pricing of credit default index swap tranches with one-factor heavy-tailed copula models
Wang, Dezhong; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Journal of empirical finance 16 (2009) 2, pp. 201-215
Persistent link: https://www.econbiz.de/10003839259
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Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna; Roberts-Sklar, Matt - In: Journal of empirical finance 45 (2018), pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
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Production efficiency uncertainty and corporate credit risk : structural form credit model perspectives
Chen, Tsung-Kang; Liaob, Hsien-Hsing; Chen, Wei-Lun - In: Journal of empirical finance 29 (2014), pp. 266-280
Persistent link: https://www.econbiz.de/10011300467
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Bond and option prices with permanent shocks
Zoubi, Haitham al- - In: Journal of empirical finance 53 (2019), pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
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Forecasting the term structure of option implied volatility : the power of an adaptive method
Chen, Ying; Han, Qian; Niu, Linlin - In: Journal of empirical finance 49 (2018), pp. 157-177
Persistent link: https://www.econbiz.de/10012117736
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When units roots matter : excess volatility and excess smoothness of long-term interest rates
Schotman, Peter C. - In: Journal of empirical finance 8 (2001) 5, pp. 669-694
Persistent link: https://www.econbiz.de/10001655359
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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