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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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ECONIS (ZBW)
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1
Correlations
Ehling, Paul
;
Heyerdahl-Larsen, Christian
- In:
Management science : journal of the Institute for …
63
(
2017
)
6
,
pp. 1919-1937
Persistent link: https://www.econbiz.de/10011707351
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2
An extreme value approach to estimating interest-rate
volatility
: pricing implications for interest-rate options
Bali, Turan G.
- In:
Management science : journal of the Institute for …
53
(
2007
)
2
,
pp. 323-339
Persistent link: https://www.econbiz.de/10003435740
Saved in:
3
Forward-looking market risk premium
Duan, Jin-Chuan
;
Zhang, Weiqi
- In:
Management science : journal of the Institute for …
60
(
2014
)
2
,
pp. 521-538
Persistent link: https://www.econbiz.de/10010258775
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4
Quantitative easing and
volatility
spillovers across countries and asset classes
Yang, Zihui
;
Zhou, Yinggang
- In:
Management science : journal of the Institute for …
63
(
2017
)
2
,
pp. 333-354
Persistent link: https://www.econbiz.de/10011647326
Saved in:
5
Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele
- In:
Management science : journal of the Institute for …
63
(
2017
)
9
,
pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
Saved in:
6
Asset-pricing implications of dividend
volatility
Li, Yan
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
59
(
2013
)
9
,
pp. 2036-2055
Persistent link: https://www.econbiz.de/10010194838
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7
Interest rate
volatility
and no-arbitrage affine term structure models
Joslin, Scott
;
Le, Anh
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
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8
Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel
;
Carlin, Bruce Ian
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
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9
Speculative investors and transactions tax : evidence from the housing market
Fu, Yuming
;
Qian, Wenlan
;
Yeung, Bernard
- In:
Management science : journal of the Institute for …
62
(
2016
)
11
,
pp. 3254-3270
Persistent link: https://www.econbiz.de/10011617110
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10
Rational speculators, contrarians, and excess
volatility
Lof, Matthijs
- In:
Management science : journal of the Institute for …
61
(
2015
)
8
,
pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
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