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Trading volatility spreads : a test of index option market efficiency

Poon, Ser-Huang; Pope, Peter F. - In: European financial management : the journal of the … 6 (2000) 2, pp. 235-260

Persistent link: https://www.econbiz.de/10001474534

Time-varying risk premia and the term structure of forward exchange rates

Peel, David - In: The Manchester School of Economic and Social Studies 63 (1995) 1, pp. 69-81

Persistent link: https://www.econbiz.de/10001179036

The impact of short sales constraints on stock index futures prices : evidence from FT-SE 100 futures

Pope, Peter F. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 15-26

Persistent link: https://www.econbiz.de/10001219387

Corporate risk management : eine empirische Analyse der finanzwirtschaftlichen Exposures deutscher Industrie- und Handelsunternehmen

Bartram, Söhnke M. - 1999

Persistent link: https://www.econbiz.de/10000682742

International evidence on financial derivatives usage

Bartram, Söhnke M.; Brown, Gregory W.; Fehle, Frank R. - In: Financial management 38 (2009) 1, pp. 185-206

Persistent link: https://www.econbiz.de/10003851896

Why does idiosyncratic risk increase with market risk?

Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016

Persistent link: https://www.econbiz.de/10011528647

Why does idiosyncratic risk increase with market risk?

Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016

From 1963 through 2015, idiosyncratic risk (IR) is high when market risk (MR) is high. We show that the positive relation between IR and MR is highly stable through time and is robust across exchanges, firm size, liquidity, and market-to-book groupings. Though stock liquidity affects the...

Persistent link: https://www.econbiz.de/10011520321

The impact of the introduction of the euro on foreign exchange rate risk exposures

Bartram, Söhnke M. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002659953

The impact of the introduction of the Euro on foreign exchange rate risk exposures

Bartram, Söhnke M.; Karolyi, G. Andrew - In: Journal of empirical finance 13 (2006) 4/5, pp. 519-549

Persistent link: https://www.econbiz.de/10003370863

The impact of the introduction of the Euro on foreign exchange rate risk exposures

Bartram, Söhnke M. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001786264