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How money illusions and heterogeneous beliefs affect asset prices
Ma, Chaoqun; Wang, Hailong; Cheng, Fengchao; Hu, Duni - In: The North American journal of economics and finance : a … 44 (2018), pp. 167-192
Persistent link: https://www.econbiz.de/10012036533
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The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung; Kutan, Ali Mustafa; Ryu, Doojin - In: The North American journal of economics and finance : a … 47 (2019), pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
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Pricing of vulnerable options with early counterparty credit risk
Jeon, Junkee; Kim, Geonwoo - In: The North American journal of economics and finance : a … 47 (2019), pp. 645-656
Persistent link: https://www.econbiz.de/10012120148
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State-dependent jump risks for American gold futures option pricing
Lian, Yu-Min; Liao, Szu-Lang; Chen, Jun-Home - In: The North American journal of economics and finance : a … 33 (2015), pp. 115-133
Persistent link: https://www.econbiz.de/10011534881
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An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.; Grossmann, Axel - In: The North American journal of economics and finance : a … 28 (2014), pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
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An analytical approximation approach for pricing European options in a two-price economy
Li, Zhe; Zhang, Weiguo; Zhang, Yue; Yi, Zhigao - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012201210
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A comparison study of pricing credit default swap index tranches with convex combination of copulae
Okhrin, Ostap; Xu, Yafei - In: The North American journal of economics and finance : a … 42 (2017), pp. 173-217
Persistent link: https://www.econbiz.de/10011938100
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Mispricing and trader positions in the S&P 500 index futures market
Lai, Ya-Wen; Lin, Chiou-Fa; Tang, Mei-Ling - In: The North American journal of economics and finance : a … 42 (2017), pp. 250-265
Persistent link: https://www.econbiz.de/10011938115
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Risk management and financial derivatives : an overview
Hammoudeh, Shawkat; McAleer, Michael - In: The North American journal of economics and finance : a … 25 (2013), pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
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Special issue: Risk management and financial derivatives
Hammoudeh, Shawkat (contributor) - In: The North American journal of economics and finance : a … 25 (2013), pp. 109-357
Persistent link: https://www.econbiz.de/10009777901