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Journal of empirical finance
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Is long memory necessary? : an empirical investigation of nonnegative interest rate processes
Duan, Jin-Chuan
;
Jacobs, Kris
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 567-581
Persistent link: https://www.econbiz.de/10003759664
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Macroeconomic determinants of the term structure : long-run and short-run dynamics
Doshi, Hitesh
;
Jacobs, Kris
;
Liu, Rui
- In:
Journal of empirical finance
48
(
2018
),
pp. 99-122
Persistent link: https://www.econbiz.de/10012109275
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3
The role of intermediaries in derivatives markets : evidence from VIX options
Jacobs, Kris
;
Anh Thu Mai
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014578535
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