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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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Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: Journal of empirical finance 28 (2014), pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
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Financial weather derivatives for corn production in Northern China : a comparison of pricing methods
Sun, Baojing; Van Kooten, Gerrit C. - In: Journal of empirical finance 32 (2015), pp. 201-209
Persistent link: https://www.econbiz.de/10011556819
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Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj; Hirukawa, Masayuki - In: Journal of empirical finance 19 (2012) 4, pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
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Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei; Kolokolova, Olga; Lin, Ming-Tsung; Poon, … - In: Journal of empirical finance 72 (2023), pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
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Assessing the compensation for volatility risk implicit in interest rate derivatives
Fornari, Fabio - In: Journal of empirical finance 17 (2010) 4, pp. 722-743
Persistent link: https://www.econbiz.de/10009267247
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Financial derivatives introduction and stock return volatility in an emerging market without clearinghouse : the Mexican experience
Hernández Trillo, Fausto - In: Journal of empirical finance 6 (1999) 2, pp. 153-176
Persistent link: https://www.econbiz.de/10001426336
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The impact of the introduction of the Euro on foreign exchange rate risk exposures
Bartram, Söhnke M.; Karolyi, G. Andrew - In: Journal of empirical finance 13 (2006) 4/5, pp. 519-549
Persistent link: https://www.econbiz.de/10003370863
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Realized volatility in the futures markets
Thomakos, Dimitrios D.; Wang, T'ao - In: Journal of empirical finance 10 (2003) 3, pp. 321-353
Persistent link: https://www.econbiz.de/10001752107
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Trader positions in VIX futures
Chen, Yu-Lun; Yang, J. Jimmy - In: Journal of empirical finance 61 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012693151