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Extendible stock loan
Wu, Wei-Hwa - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013188336
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Pricing vulnerable options with stochastic liquidity risk
Wang, Xingchun - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
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Time-dependent lead-lag relationships between the VIX and VIX futures markets
Yang, Yan-Hong; Shao, Ying-Hui - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012632213
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Valuing spread options with counterparty risk and jump risk
Li, Zelei; Wang, Xingchun - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
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Impact of leveraged ETF trading on the market quality of component stocks
Li, Mingsheng; Zhao, Xin - In: The North American journal of economics and finance : a … 28 (2014), pp. 90-108
Persistent link: https://www.econbiz.de/10010461174
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Is there one safe-haven for various turbulences? : the evidence from gold, Bitcoin and Ether
Będowska-Sójka, Barbara; Kliber, Agata - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012821881
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The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali; Ben-Abdallah, Ramzi; Breton, Michèle; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
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Stock liquidity and stock prices crash-risk : evidence from India
Chauhan, Yogesh; Kumar, Satish; Pathak, Rajesh - In: The North American journal of economics and finance : a … 41 (2017), pp. 70-81
Persistent link: https://www.econbiz.de/10011878937
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Arbitrage-free implied volatility surfaces for options on single stock futures
Kotzé, Antonie; Labuschagne, Coenraad C. A.; Nair, … - In: The North American journal of economics and finance : a … 26 (2013), pp. 380-399
Persistent link: https://www.econbiz.de/10010367577
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Impact of volatility jumps in a mean-reverting model : derivative pricing and empirical evidence
Chiu, Hsin-Yu; Chen, Ting-Fu - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012656907