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Başak, Suleyman
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Detemple, Jérôme B.
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Dybvig, Philip H.
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Uppal, Raman
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The review of financial studies
Journal of banking & finance
1,019
NBER working paper series
698
Finance research letters
664
Working paper / National Bureau of Economic Research, Inc.
587
European journal of operational research : EJOR
579
Insurance / Mathematics & economics
528
NBER Working Paper
515
International review of financial analysis
411
Journal of financial economics
404
International journal of theoretical and applied finance
350
Management science : journal of the Institute for Operations Research and the Management Sciences
325
Journal of economic dynamics & control
319
Discussion paper / Centre for Economic Policy Research
310
Risks : open access journal
304
Research paper series / Swiss Finance Institute
303
The journal of finance : the journal of the American Finance Association
296
Applied economics
282
Economics letters
279
International review of economics & finance : IREF
279
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261
Economic modelling
258
Journal of empirical finance
258
The journal of portfolio management : a publication of Institutional Investor
258
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244
Finance and stochastics
243
The European journal of finance
243
Discussion paper / Tinbergen Institute
239
Research in international business and finance
234
Discussion papers / CEPR
231
The North American journal of economics and finance : a journal of financial economics studies
231
Journal of financial and quantitative analysis : JFQA
229
Mathematical finance : an international journal of mathematics, statistics and financial theory
223
Journal of risk and financial management : JRFM
221
Journal of international financial markets, institutions & money
218
Applied economics letters
211
Working paper
211
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196
Pacific-Basin finance journal
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ECONIS (ZBW)
252
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1
Explaining credit default
swap
spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5099-5131
Persistent link: https://www.econbiz.de/10003916314
Saved in:
2
Variance risk premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1311-1341
Persistent link: https://www.econbiz.de/10003827753
Saved in:
3
Identifying term structure volatility from the LIBOR-
swap
curve
Thompson, Samuel B.
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 819-854
Persistent link: https://www.econbiz.de/10003716657
Saved in:
4
Variance risk-premium dynamics : the role of jumps
Todorov, Viktor
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 345-383
Persistent link: https://www.econbiz.de/10003941654
Saved in:
5
When there is no place to hide : correlation risk and the cross-section of hedge fund returns
Buraschi, Andrea
;
Kosowski, Robert L.
;
Trojani, Fabio
- In:
The review of financial studies
27
(
2014
)
2
,
pp. 581-616
Persistent link: https://www.econbiz.de/10010357870
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6
Inflation expectations, real rates, and risk premia : evidence from inflation swaps
Haubrich, Joseph Gerard
;
Pennacchi, George G.
; …
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1588-1629
Persistent link: https://www.econbiz.de/10009536409
Saved in:
7
Interest rate risk management in uncertain times
Bretscher, Lorenzo
;
Schmid, Lukas
;
Vedolin, Andrea
- In:
The review of financial studies
31
(
2018
)
8
,
pp. 3019-3060
Persistent link: https://www.econbiz.de/10012002008
Saved in:
8
Deflation risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
;
Lustig, Hanno
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2719-2760
Persistent link: https://www.econbiz.de/10011755601
Saved in:
9
Negative
swap
spreads and limited arbitrage
Jermann, Urban J.
- In:
The review of financial studies
33
(
2020
)
1
,
pp. 212-238
Persistent link: https://www.econbiz.de/10012135552
Saved in:
10
Covered interest parity arbitrage
Rime, Dagfinn
;
Schrimpf, Andreas
;
Syrstad, Olav
- In:
The review of financial studies
35
(
2022
)
11
,
pp. 5185-5227
Persistent link: https://www.econbiz.de/10013400160
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