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Valuation of VIX derivatives
Mencía, Javier; Sentana, Enrique - In: Journal of financial economics 108 (2013) 2, pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
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Dynamic derivative strategies
Liu, Jun; Pan, Jun - In: Journal of financial economics 69 (2003) 3, pp. 401-430
Persistent link: https://www.econbiz.de/10001787696
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An empirical examination of information, differences of opinion, and trading activity
Bessembinder, Hendrik - In: Journal of financial economics 40 (1996) 1, pp. 105-134
Persistent link: https://www.econbiz.de/10001192319
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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
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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
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The leverage effect and the basket-index put spread
Bai, Jennie; Goldstein, Robert S.; Yang, Fan - In: Journal of financial economics 131 (2019) 1, pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
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Modeling volatility in dynamic term structure models
Doshi, Hitesh; Jacobs, Kris; Liu, Rui - In: Journal of financial economics 161 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10015075688
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Resolving the exposure puzzle : the many facets of exchange rate exposure
Bartram, Söhnke M.; Brown, Gregory W.; Minton, … - In: Journal of financial economics 95 (2010) 2, pp. 148-173
Persistent link: https://www.econbiz.de/10003939519
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A unique view of hedge fund derivatives usage : safeguard or speculation?
Aragon, George O.; Martin, J. Spencer - In: Journal of financial economics 105 (2012) 2, pp. 436-456
Persistent link: https://www.econbiz.de/10009666817
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Pinning in the S&P 500 futures
Golez, Benjamin; Jackwerth, Jens Carsten - In: Journal of financial economics 106 (2012) 3, pp. 566-585
Persistent link: https://www.econbiz.de/10009710162