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Retrieving risk neutral densities from European option prices based on the principle of maximum entropy
Rompolis, Leonidas S. - In: Journal of empirical finance 17 (2010) 5, pp. 918-937
Persistent link: https://www.econbiz.de/10009267235
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Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique; Floros, Christos; Aragó Manzana, Vicent - In: Journal of empirical finance 28 (2014), pp. 60-77
Persistent link: https://www.econbiz.de/10011284508
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Consumer confidence or the business cycle : what matters more for European expected returns?
Møller, Stig Vinther; Nørholm, Henrik; Rangvid, Jesper - In: Journal of empirical finance 28 (2014), pp. 230-248
Persistent link: https://www.econbiz.de/10011285064
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A framework for tracking changes in the intensity of investment funds systemic risk
Jin, Xisong; Nadal-De Simone, Francisco - In: Journal of empirical finance 29 (2014), pp. 343-368
Persistent link: https://www.econbiz.de/10011300458
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Persistence in the banking industry : fractional integration and breaks in memory
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - In: Journal of empirical finance 29 (2014), pp. 95-112
Persistent link: https://www.econbiz.de/10011300502
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Modeling the relationship between European carbon permits and certified emission reductions
Koop, Gary; Tole, Lise - In: Journal of empirical finance 24 (2013), pp. 166-181
Persistent link: https://www.econbiz.de/10010371982
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The impact of ECB macro-announcements on bid-ask spreads of European blue chips
Rühl, Tobias R.; Stein, Michael - In: Journal of empirical finance 31 (2015), pp. 54-71
Persistent link: https://www.econbiz.de/10011489337
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Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
Chiarella, Carl; Ellen, Saskia ter; He, Xue-zhong; Wu, Eliza - In: Journal of empirical finance 32 (2015), pp. 19-34
Persistent link: https://www.econbiz.de/10011556769
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Disentangling contagion among sovereign CDS spreads during the European debt crisis
Broto, Carmen; Pérez-Quirós, Gabriel - In: Journal of empirical finance 32 (2015), pp. 165-179
Persistent link: https://www.econbiz.de/10011556813
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Euro at risk : the impact of member countries' credit risk on the stability of the common currency
Bekkour, Lamia; Jin, Xisong; Lehnert, Thorsten; … - In: Journal of empirical finance 33 (2015), pp. 67-83
Persistent link: https://www.econbiz.de/10011556851