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International trade and the risk in bilateral exchange rates
Hassan, Ramin; Loualiche, Erik; Pecora, Alexandre Reggi; … - In: Journal of financial economics 150 (2023) 2, pp. 1-38
Persistent link: https://www.econbiz.de/10014462600
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The economic consequences of increased disclosure : evidence from international cross-listings
Bailey, Warren; Karolyi, G. Andrew; Salva, Carolina - In: Journal of financial economics 81 (2006) 1, pp. 175-213
Persistent link: https://www.econbiz.de/10003340778
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Liquidity needs and vulnerability to financial underdevelopment
Raddatz, Claudio E. - In: Journal of financial economics 80 (2006) 3, pp. 677-722
Persistent link: https://www.econbiz.de/10003331367
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Do investors value smooth performance?
Rountree, Brian; Weston, James P.; Allayannis, George - In: Journal of financial economics 90 (2008) 3, pp. 237-251
Persistent link: https://www.econbiz.de/10003833346
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Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.; Jacobs, Kris; Ornthanalai, … - In: Journal of financial economics 90 (2008) 3, pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
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Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris; Karoui, Lotfi - In: Journal of financial economics 91 (2009) 3, pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
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Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: Journal of financial economics 94 (2009) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
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Option markets and implied volatility : past versus present
Mixon, Scott - In: Journal of financial economics 94 (2009) 2, pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
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What drives volatility persistence in the foreign exchange market?
Berger, David; Chaboud, Alain; Hjalmarsson, Erik - In: Journal of financial economics 94 (2009) 2, pp. 192-213
Persistent link: https://www.econbiz.de/10003906345
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Cross-section of option returns and volatility
Goyal, Amit; Saretto, Alessio - In: Journal of financial economics 94 (2009) 2, pp. 310-326
Persistent link: https://www.econbiz.de/10003906353