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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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The North American journal of economics and finance : a journal of financial economics studies
MPRA Paper
965
NBER working paper series
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Finance research letters
747
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742
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ECONIS (ZBW)
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81
An analysis of implied
volatility
jump dynamics : novel functional data representation in crude oil markets
Kearney, Fearghal
;
Murphy, Finbarr
;
Cummins, Mark
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 199-216
Persistent link: https://www.econbiz.de/10011535207
Saved in:
82
Volatility
spillover dynamics and relationship across G7 financial markets
Liow, Kim Hiang
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 328-365
Persistent link: https://www.econbiz.de/10011535255
Saved in:
83
Implied
volatility
and the risk-free rate of return in options markets
Bianconi, Marcelo
;
McLachlan, Scott
;
Sammon, Marco
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
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84
Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.
;
Salvador, Manuel
;
Moneva, J. M.
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
Saved in:
85
To sigmoid-based functional description of the
volatility
smile
Itkin, Andrey
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 264-291
Persistent link: https://www.econbiz.de/10011514245
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86
Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries
Aloui, Chaker
;
Hammoudeh, Shawkat
;
Ben Hamida, Hela
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 311-329
Persistent link: https://www.econbiz.de/10011514255
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87
Explicit approximate analytic formulas for timer option pricing with stochastic interest rates
Ma, Jingtang
;
Deng, Dongya
;
Lai, Yongzeng
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011539653
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88
Downside/upside price spillovers between precious metals : a vine copula approach
Reboredo, Juan Carlos
;
Ugolini, Andrea
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 84-102
Persistent link: https://www.econbiz.de/10011539691
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89
Dynamic information transfer in the United States housing and stock markets
Tsai, I-Chun
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 215-230
Persistent link: https://www.econbiz.de/10011539947
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90
Aggregate
volatility
expectations and threshold CAPM
Arisoy, Yakup Eser
;
Altay-Salih, Aslihan
;
Akdeniz, Levent
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 231-253
Persistent link: https://www.econbiz.de/10011539964
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