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Government bond yields in Germany and Spain : empirical evidence from better days
Basse, Tobias; Wegener, Christoph; Kunze, Frederik - In: Quantitative finance 18 (2018) 5, pp. 827-835
Persistent link: https://www.econbiz.de/10011907949
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Dynamics of foreign exchange implied volatility and implied correlation surfaces
Beer, Simone; Fink, Holger Maria - In: Quantitative finance 19 (2019) 8, pp. 1293-1320
Persistent link: https://www.econbiz.de/10012194789
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A closed-form formula characterization of the Epps effect
Buccheri, Giuseppe; Livieri, Giulia; Pirino, Davide; … - In: Quantitative finance 20 (2020) 2, pp. 243-254
Persistent link: https://www.econbiz.de/10012194864
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Hedging housing price risks : some empirical evidence from the US
Bao, Li; Cheung, William Ming Yan; Unger, Stephan - In: Quantitative finance 20 (2020) 12, pp. 1997-2013
Persistent link: https://www.econbiz.de/10012313538
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Characterizing financial crises using high-frequency data
Dungey, Mardi H.; Holloway, Jet; Yalaman, Abdullah; … - In: Quantitative finance 22 (2022) 4, pp. 743-760
Persistent link: https://www.econbiz.de/10013367856