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Do credit market shocks affect the real economy? : quasi-experimental evidence from the Great Recession and normal economic times
Greenstone, Michael; Mas, Alexandre; Nguyen, Hoai-Luu - 2014
Persistent link: https://www.econbiz.de/10010457904
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Loans on sale : credit market seasonality, borrower need, and lender rent seeking
Murfin, Justin; Petersen, Mitchell A. - 2014
Persistent link: https://www.econbiz.de/10010392627
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Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.; Rosenberg, Joshua V. - 1994
Persistent link: https://www.econbiz.de/10000147446
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GARCH gamma
Engle, Robert F. - 1995
Persistent link: https://www.econbiz.de/10000911609
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Testing option pricing models
Bates, David S. - 1995
Persistent link: https://www.econbiz.de/10000912754
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Realignment risk and currency option pricing in target zones
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000874291
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Currency option pricing in credible target zones
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000883767
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Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.; Kane, Alex; Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886028
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Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine; Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000935916