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Volatilität
Volatility
24
Capital income
19
Kapitaleinkommen
19
Options
14
Estimation
13
Schätzung
13
Börsenkurs
12
Option pricing theory
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Optionspreistheorie
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Skiadopoulos, George
5
Manera, Matteo
3
Gourier, Elise
2
Neumann, Michael
2
Nicolini, Marcella
2
Vignati, Ilaria
2
Amaya, Diego
1
Bardgett, Chris
1
Barinov, Alexander
1
Behmiri, Niaz Bashiri
1
Benth, Fred Espen
1
Bollerslev, Tim
1
Christoffersen, Peter F.
1
Cremers, Martijn
1
Dezsö, Cristian L.
1
Disdier, Anne-Célia
1
Fleckenstein, Matthias
1
Fullwood, Jonathan
1
Gaigné, Carl
1
Gandhi, Priyank
1
Geske, Robert Leonard
1
Gkionis, Konstantinos
1
Hirakiy, Kazuhiro
1
Jacobs, Kris
1
James, Jessica
1
Kapetanios, George
1
Koijen, Ralph S. J.
1
Konstantinidi, Eirini
1
Kostakis, Alexandros
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1
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1
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1
McCurdy, Thomas H.
1
Moreira, Alan
1
Moskowitz, Tobias J.
1
Pedersen, Lasse Heje
1
Pircalabu, Anca
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Journal of financial economics
Working paper
Research paper series / Swiss Finance Institute
34
Quantitative finance
26
Journal of banking & finance
24
Swiss Finance Institute Research Paper
22
International review of financial analysis
19
Discussion paper / Tinbergen Institute
18
Finance research letters
17
International journal of theoretical and applied finance
17
Working Paper
13
Applied economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied mathematical finance
10
Energy economics
10
International review of economics & finance : IREF
10
Journal of risk and financial management : JRFM
10
The journal of futures markets
10
International journal of financial engineering
9
Asia-Pacific journal of financial studies
8
Journal of empirical finance
8
CPQF Working Paper Series
7
Journal of econometrics
7
Journal of international financial markets, institutions & money
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
SFB 649 Discussion Paper
7
SFB 649 discussion paper
7
Staff reports / Federal Reserve Bank of New York
7
The European journal of finance
7
Annals of finance
6
Economic modelling
6
FINRISK Working Paper Series
6
Finance and stochastics
6
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
6
Research in international business and finance
6
Working paper series / Centre for Practical Quantitative Finance
6
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
6
Discussion papers of interdisciplinary research project 373
5
ECB Working Paper
5
International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
24
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1
Capital structure and financial flexibility : expectations of future shocks
Lambrinoudakis, Costas
;
Neumann, Michael
;
Skiadopoulos, …
-
2014
-
This draft: 3 October 2014
equity
options
. We find that expectations for future shocks decrease leverage and are statistically significant even when we …
Persistent link: https://www.econbiz.de/10010472840
Saved in:
2
Are banks happy when managers go long? : the information content of managers' vested option holdings for loan pricing
Dezsö, Cristian L.
;
Ross, David Gaddis
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 395-410
Persistent link: https://www.econbiz.de/10009666527
Saved in:
3
Capital structure effects on the prices of equity call
options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
4
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
Saved in:
5
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
6
Volatility and the cross-section of returns on FX
options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
7
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
8
Implied volatility duration : a measure for the timing of uncertainty resolution
Schlag, Christian
;
Thimme, Julian
;
Weber, Rüdiger
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 127-144
Persistent link: https://www.econbiz.de/10013188678
Saved in:
9
News implied volatility and disaster concerns
Manela, Asaf
;
Moreira, Alan
- In:
Journal of financial economics
123
(
2017
)
1
,
pp. 137-162
Persistent link: https://www.econbiz.de/10011725186
Saved in:
10
Does realized
skewness
predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
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