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Bubbles, crashes and risk
Branch, William A.; Evans, George W. - 2013
Persistent link: https://www.econbiz.de/10010241562
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Futures contracting and dividend uncertainty in experimental asset markets
Porter, David P. - In: The journal of business : B 68 (1995) 4, pp. 509-541
Persistent link: https://www.econbiz.de/10001190516
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Bubbles, crashes and risk
Branch, William A.; Evans, George W. - In: Economics letters 120 (2013) 2, pp. 254-258
Persistent link: https://www.econbiz.de/10010128321
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The effect of forward exchange on spot rate volatility under risk and rational expectations
Kawai, Masahiro - 1982
Persistent link: https://www.econbiz.de/10002203476
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Exchange rate expectations and economic policy uncertainty
Beckmann, Joscha; Czudaj, Robert - In: European journal of political economy 47 (2017), pp. 148-162
Persistent link: https://www.econbiz.de/10011937994
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A nonlinear expectations model of the term structure of interest rates with time-varying risk premia
Lee, Bong-soo - In: Journal of money, credit and banking : JMCB 21 (1989) 3, pp. 348-367
Persistent link: https://www.econbiz.de/10001074068
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Value at risk for a mixture of normal distributions : the use of quasi-Bayesian estimation techniques
Venkataraman, Subu - In: Economic perspectives 21 (1997) 2, pp. 2-13
Persistent link: https://www.econbiz.de/10001218351
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The Hill estimator in financial risk assessment and an application to extremal exchange rate risk
Wagner, Niklas F. - In: Financial risk and financial risk management, (pp. 173-187). 2002
Persistent link: https://www.econbiz.de/10001755640
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A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes; Nutz, Marcel - In: Finance and stochastics 22 (2018) 2, pp. 281-295
Persistent link: https://www.econbiz.de/10011945712