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Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian; Wang, Zi-Ling; Xiao, Wei-Lin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
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What did Frederick the great know about financial engineering? : a survey of recent covered bond market developments and research
Larsson, Carl F. - In: The North American journal of economics and finance : a … 25 (2013), pp. 22-39
Persistent link: https://www.econbiz.de/10009777889
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Forecasting the Value-at-Risk of REITs using realized volatility jump models
Odusami, Babatunde Olatunji - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013186421
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A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model
Li, Shaoyu; Zhang, Yuanyuan; Zhu, Chunhui - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013188207
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Higher-order moment nexus between the US Dollar, crude oil, gold, and bitcoin
Zhang, Yi; Zhou, Long; Li, Yuxue; Liu, Fang - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014485587
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The effects of formal and informal CEO power on debt policy persistence
Huang, Zhen; Gao, Weiwei - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013534175