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Caporale, Guglielmo Maria
163
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104
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91
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86
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80
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79
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50
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48
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46
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45
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34
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Journal of banking & finance
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International journal of finance & economics : IJFE
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International journal of forecasting
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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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Showing
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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
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:
3
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:
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
Volatility
and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael
-
2005
Persistent link: https://www.econbiz.de/10003380192
Saved in:
7
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
8
Leverage and feedback effects on multifactor wishart stochastic
volatility
for option pricing
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724148
Saved in:
9
Excess
volatility
: beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
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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