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Levelling the playing field : a VIX-linked structure for funded pension schemes
Bégin, Jean-François - In: Insurance / Mathematics & economics 94 (2020), pp. 58-78
Persistent link: https://www.econbiz.de/10012419121
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Optimal VIX-linked structure for the target benefit pension plan
Lv, Chen; Li, Danping; Wang, Yumin; Zhu, Xiaobai - In: ASTIN bulletin : the journal of the International … 54 (2024) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10014485596
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Stock price volatility in a multiple security overlapping generations model
Spiegel, Matthew - In: The review of financial studies 11 (1998) 2, pp. 419-447
Persistent link: https://www.econbiz.de/10001244457
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Participation costs, trend chasing, and volatility of stock prices
Orosel, Gerhard O. - In: The review of financial studies 11 (1998) 3, pp. 521-557
Persistent link: https://www.econbiz.de/10001249771
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Macro policy responses to natural resource windfalls and the crash in commodity prices
Ploeg, Frederick van der - In: Journal of international money and finance 96 (2019), pp. 263-282
Persistent link: https://www.econbiz.de/10012139820
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Macroeconomic volatility and trade in OLG economies
Le Riche, Antoine - In: International journal of economic theory 13 (2017) 4, pp. 401-425
Persistent link: https://www.econbiz.de/10011977641
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Young, old, conservative, and bold : the implications of heterogeneity and finite lives for asset pricing
Garleanu, Nicolae; Panageas, Stauros - In: Journal of political economy 123 (2015) 3, pp. 670-685
Persistent link: https://www.econbiz.de/10011283129
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Performance of rational and boundedly rational agents in a model with persistent exchange-rate volatility
Arifovic, Jasmina - In: Macroeconomic dynamics 5 (2001) 2, pp. 204-224
Persistent link: https://www.econbiz.de/10001584397
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Genetic learning as an explanation of stylized facts of foreign exchange markets
Lux, Thomas; Schornstein, Sascha - In: Journal of mathematical economics 41 (2005) 1/2, pp. 169-196
Persistent link: https://www.econbiz.de/10002643241
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The investor behavior and futures market volatility : a theory and empirical study based on the OLG model and high-frequency data
Wang, Yun; Hua, Renhai; Zhang, Zongcheng - In: China finance review international 1 (2011) 4, pp. 388-407
Persistent link: https://www.econbiz.de/10009657765