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Caporale, Guglielmo Maria
154
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114
Gupta, Rangan
103
McAleer, Michael
88
Pesaran, M. Hashem
79
Belke, Ansgar
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65
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Kilian, Lutz
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Engel, Charles
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33
MacDonald, Ronald
32
Aghion, Philippe
31
Lütkepohl, Helmut
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Reitz, Stefan
31
Cheung, Yin-Wong
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Springer Fachmedien Wiesbaden
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Verlag Dr. Kovač
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Journal of applied econometrics
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Journal of empirical finance
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International review of financial analysis
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IZA Discussion Paper
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Europäische Hochschulschriften / 5
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International journal of forecasting
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Journal of monetary economics
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International journal of finance & economics : IJFE
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Macroeconomic dynamics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Option-based tests of interest rate diffusion functions
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001447927
Saved in:
2
Interest rate
volatility
and risk management : evidence from CBOE Treasury options
Markellos, Raphaēl N.
;
Psychoyios, Dimitris
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 190-202
Persistent link: https://www.econbiz.de/10012034535
Saved in:
3
Investor sentiment and interest rate
volatility
smile : evidence from Eurodollar options markets
Chen, Cathy Yi-Hsuan
;
Kuo, I.-doun
- In:
Review of quantitative finance and accounting
43
(
2014
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10010490403
Saved in:
4
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
5
Stock index
volatility
expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000126342
Saved in:
6
Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10000978870
Saved in:
7
New insights into smile, mispricing, and value at risk : the hyperbolic model
Eberlein, Ernst
- In:
The journal of business : B
71
(
1998
)
3
,
pp. 371-405
Persistent link: https://www.econbiz.de/10001247514
Saved in:
8
The effects of Central Bank intervention on the
volatility
of exchange rates : evidence from the options market
Ko, Jong-moon
- In:
The Korean economic review
11
(
1996
)
2
,
pp. 141-155
Persistent link: https://www.econbiz.de/10001250687
Saved in:
9
Implied
volatility
skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
Saved in:
10
Leverage and feedback effects on multifactor Wishart stochastic
volatility
for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
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