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Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility
Almeida, Thiago Ramos - In: Research in international business and finance 70 (2024) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10015055200
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Is Thailand's credit default swap market linked to bond and stock markets? : evidence from the term structure of credit spreads
Boonlert Jitmaneeroj - In: Research in international business and finance 46 (2018), pp. 324-341
Persistent link: https://www.econbiz.de/10011983668
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Distilling private information from plain-vanilla options to predict future underlying stock price volatility : evidence from the H-shares of Chinese banks
Koutmos, Dimitrios - In: Research in international business and finance 37 (2016), pp. 391-405
Persistent link: https://www.econbiz.de/10011595294
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Implied volatility surface construction for commodity futures options traded in China
Xu, Wei; Šević, Aleksandar; Šević, Željko - In: Research in international business and finance 61 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10014246888
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Pricing CDS spreads with Credit Valuation Adjustment using a mixture copula
Harb, Etienne; Louhichi, Wael - In: Research in international business and finance 39 (2017), pp. 963-975
Persistent link: https://www.econbiz.de/10011912420
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The forecasting efficiency of the dynamic Nelson Siegel model on credit default swaps
Shaw, Frances; Murphy, Finbarr; O'Brien, Fergal - In: Research in international business and finance 30 (2014), pp. 348-368
Persistent link: https://www.econbiz.de/10010391732
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Interest rate spreads : different stories for different types of loan
Kukk, Merike; Levenko, Natalia - In: Research in international business and finance 72 (2024) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10015064187
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How using derivatives affects bank stability in emerging countries? : evidence from the recent financial crisis
Keffala, Mohamed Rochdi - In: Research in international business and finance 35 (2015), pp. 75-87
Persistent link: https://www.econbiz.de/10011570006
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Order imbalance, market returns and macroeconomic news evidence from the Australian interest rate futures market
Smales, Lee A. - In: Research in international business and finance 26 (2012) 3, pp. 410-427
Persistent link: https://www.econbiz.de/10009615910
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Disclosure of financial instruments : practices and challenges of Latin American firms from the mining industry
Malaquias, Rodrigo Fernandes; Zambra, Pablo - In: Research in international business and finance 45 (2018), pp. 158-167
Persistent link: https://www.econbiz.de/10011983221