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Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009724823
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Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin; Allen, David; McAleer, Michael - 2013
simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single …Research papers in empirical finance and financial econometrics are among the most widely cited, downloaded and viewed … Developments in Financial Economics and Econometrics”. The breadth of coverage is substantial, and includes original research and …
Persistent link: https://www.econbiz.de/10010326212
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Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009744769
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Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009701642
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Value-at-risk models : a systematic review of the literature
Shayya, Reem; Sorrosal Forradellas, Maria Teresa; … - In: Journal of risk : JOR 25 (2023) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10014487101
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Application of systemic risk measurement methods : a systematic review and meta-analysis using a network approach
Dičpinigaitienė, Viktorija; Novickytė, Lina - In: Quantitative finance and economics 2 (2018) 4, pp. 798-820
Persistent link: https://www.econbiz.de/10012176096
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Value-at-risk models : a systematic review of the literature
Shayya, Reem; Sorrosal Forradellas, Maria Teresa; … - In: Journal of risk 25 (2023) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
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Inflation targeting : Genuine effects or publication selection bias?
Balima, Wenéyam Hippolyte; Kilama, Eric G.; Tapsoba, René - In: European economic review : EER 128 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012514423
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How puzzling is the forward premium puzzle? : a meta-analysis
Zigraiova, Diana; Havránek, Tomáš; Havránková, Zuzana - 2021
Persistent link: https://www.econbiz.de/10012482976
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Single-Name Credit Default Swaps : A Review of the Empirical Academic Literature
Culp, Christopher L. - 2016
Total notional principal outstanding for single-name credit default swaps (CDSs) based on corporate and sovereign reference entities grew significantly through June 2011, but, following the global credit crisis and Eurozone sovereign debt crisis, notional amounts on single-name CDSs outstanding...
Persistent link: https://www.econbiz.de/10012981372