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Finanzmarkt
Börsenkurs
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Lux, Thomas
36
Caporale, Guglielmo Maria
34
Bekaert, Geert
26
Diebold, Francis X.
22
Sornette, Didier
20
Noussair, Charles
18
Yılmaz, Kamil
17
Huber, Jürgen
16
Spagnolo, Nicola
16
Caballero, Ricardo J.
15
Hayo, Bernd
15
Härdle, Wolfgang
15
Ehrmann, Michael
14
Lo Duca, Marco
14
Perrakis, Stylianos
14
Aghion, Philippe
13
Aizenman, Joshua
13
Beirne, John
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Hoerova, Marie
13
Rancière, Romain
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Bacchetta, Philippe
12
Gupta, Rangan
12
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Martin, Ian
12
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12
Tucker, Steven James
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11
Bühler, Wolfgang
11
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11
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Schulze-Ghattas, Marianne
11
Shleifer, Andrei
11
Subrahmanyam, Avanidhar
11
Bansal, Ravi
10
Bollerslev, Tim
10
Engstrom, Eric
10
Gabaix, Xavier
10
Gollier, Christian
10
Hommes, Cars H.
10
Kirchler, Michael
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4
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Advanced Research Workshop on a Reappraisal of the Efficiency of Financial Markets <1988, Sesimbra>
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Associazione Operatori Bancari in Titoli
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Bank of England
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Berliner Handels- und Frankfurter Bank
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CFA Institute <Charlottesville, Va.> / Research Foundation
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Capital Markets Conference <UTI Institute of Capital Markets, Navi Mumbai> <1, 1997, Navi Muṃbaī>
1
Centre for Analytical Finance <Hyderabad>
1
Centro de Estudios Macroeconómicos de Argentina / Universidad
1
Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
1
Conference on Financial Stability <1993, Sydney>
1
Conference on Payments and Monetary and Financial Stability <2007, Frankfurt, Main>
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Creditanstalt-Bankverein
1
De Gruyter Oldenbourg
1
Ecole des hautes études commerciales <Montréal> / Institut d'économie appliquée
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Edward Elgar Publishing
1
Euro-Currency Standing Committee of the Central Banks of the Group of Ten Countries
1
European University Institute / Department of Economics
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Working paper / National Bureau of Economic Research, Inc.
85
NBER working paper series
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Finance research letters
66
NBER Working Paper
63
International review of financial analysis
48
Journal of banking & finance
39
Economic modelling
37
Research in international business and finance
37
Applied economics
35
Journal of financial economics
35
Discussion paper / Centre for Economic Policy Research
31
Journal of economic behavior & organization : JEBO
31
Staff working paper / Bank of Canada
29
The North American journal of economics and finance : a journal of financial economics studies
29
International review of economics & finance : IREF
28
Applied economics letters
25
Journal of international financial markets, institutions & money
25
SpringerLink / Bücher
24
Journal of economic dynamics & control
23
Journal of risk and financial management : JRFM
23
The European journal of finance
23
International journal of economics and finance
22
CESifo working papers
21
International journal of theoretical and applied finance
21
Computational economics
20
Journal of empirical finance
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Economics letters
19
Journal of econometrics
19
Pacific-Basin finance journal
19
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
18
International journal of economics and financial issues : IJEFI
18
Research paper series / Swiss Finance Institute
18
Discussion paper
17
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
17
Journal of international money and finance
17
Working paper series / European Central Bank
17
IMF working papers
16
International Journal of Financial Studies : open access journal
16
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ECONIS (ZBW)
5,064
EconStor
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OLC EcoSci
3
RePEc
3
USB Cologne (EcoSocSci)
3
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1
Dynamic linkages between implied
volatility
indices of developed and emerging financial markets : an econometric approach
Gupta, Divya
;
Kamilla, Usha
- In:
Global business review
16
(
2015
)
5
,
pp. 46-57
Persistent link: https://www.econbiz.de/10011410378
Saved in:
2
Collective behavior and options
volatility
smile : an agent-based explanation
Liu, Yi-fang
;
Zhang, Wei
;
Xu, Hai-chuan
- In:
Economic modelling
39
(
2014
),
pp. 232-239
Persistent link: https://www.econbiz.de/10010421855
Saved in:
3
Lévy processes in gold option modeling
Kumari, Sandya N.
- In:
International journal of economics and finance
12
(
2020
)
2
,
pp. 65-81
Persistent link: https://www.econbiz.de/10012202747
Saved in:
4
Market expectations and option prices : techniques and applications ; with 13 tables
Mandler, Martin
-
2003
Persistent link: https://www.econbiz.de/10001746869
Saved in:
5
VIX implied
volatility
as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I.
- In:
Review of Pacific Basin financial markets and policies …
25
(
2022
)
3
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013370987
Saved in:
6
Market Expectations and Option Prices : Techniques and Applications
Mandler, Martin
-
2003
represented by historical
volatility
measures, variances etc. In contrast, using option prices allows us to study uncertainty in …
Persistent link: https://www.econbiz.de/10013519008
Saved in:
7
VIX implied
volatility
as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I.
-
2024
Persistent link: https://www.econbiz.de/10015045557
Saved in:
8
Capital market finance : an introduction to primitive assets, derivatives, portfolio management and risk
Poncet, Patrice
;
Portait, Roland
;
Toder, Igor
-
2022
Persistent link: https://www.econbiz.de/10012628654
Saved in:
9
Optimal
volatility
dependent derivatives in the stochastic
volatility
model
Dyachenko, Artem
;
Rieger, Marc Oliver
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 24-44
Persistent link: https://www.econbiz.de/10012612918
Saved in:
10
Pricing and hedging of derivatives in contagious markets
Kokholm, Thomas
- In:
Journal of banking & finance
66
(
2016
),
pp. 19-34
Persistent link: https://www.econbiz.de/10011634490
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