Narrow search
Showing 1 - 10 of 8,606
Cover Image
Parametric inference and dynamic state recovery from option panels
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - 2012
Persistent link: https://www.econbiz.de/10009539803
Cover Image
Beyond arbitrage : "good-deal" asset price bounds in incomplete markets
Cochrane, John H.; Saá-Requejo, Jesús - 1996
Persistent link: https://www.econbiz.de/10000584807
Cover Image
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
Cover Image
Rare disasters and exchange rates
Farhi, Emmanuel; Gabaix, Xavier - 2008
"We propose a new model of exchange rates, which yields a theory of the forward premium puzzle. Our explanation … values for the volatility of the exchange rate, the forward premium puzzle regression coefficients, and near-random walk …
Persistent link: https://www.econbiz.de/10003659330
Cover Image
Evaluating the effects of incomplete markets on risk sharing and asset pricing
Heaton, John; Lucas, Deborah J. - 1993
Persistent link: https://www.econbiz.de/10000855305
Cover Image
Idiosyncratic production risk, growth and the business cycle
Angeletos, Marios; Calvet, Laurent E. - 2003
Persistent link: https://www.econbiz.de/10001765837
Cover Image
The forecasting ability of correlations implied in foreign exchange options
Campa, José Manuel; Chang, P. H. Kevin - 1997
Persistent link: https://www.econbiz.de/10000623860
Cover Image
Excess volatility : beyond discount rates
Giglio, Stefano; Kelly, Bryan T. - 2016
Persistent link: https://www.econbiz.de/10011451780
Cover Image
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - 2019
Persistent link: https://www.econbiz.de/10012124936
Cover Image
Contagion and volatility with imperfect credit markets
Agénor, Pierre-Richard; Aizenman, Joshua - 1997
Persistent link: https://www.econbiz.de/10000631761