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Three essays on corporate bonds and their impacts on firms' investment decisions

Fang, Ming - 2006

Persistent link: https://www.econbiz.de/10009267326

Will the economic growth benefit public health? : health vulnerability, urbanization and COVID-19 in the USA

Fan, Ye; Fang, Ming; Zhang, Xin; Yu, Yongda - In: The annals of regional science : an international … 70 (2023) 1, pp. 81-99

Persistent link: https://www.econbiz.de/10014225851

World payments imbalances and US statistics

Taylor, Stephen - In: The measurement of saving, investment, and wealth, (pp. 401-429). 1989

Persistent link: https://www.econbiz.de/10001309734

People resourcing

Taylor, Stephen - 2005 - 3rd ed

Persistent link: https://www.econbiz.de/10002734226

How efficient are the most liquid futures contracts? : a study of treasury bond futures

Taylor, Stephen

Persistent link: https://www.econbiz.de/10001273586

Conditional volatility and the informational efficiency of the PHLX currency options market

Xu, Xinzhong - In: Journal of banking & finance 19 (1995) 5, pp. 803-821

Persistent link: https://www.econbiz.de/10001185510

Modelling S&P 100 volatility : the information content of stock returns

Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen - In: Journal of banking & finance 25 (2001) 9, pp. 1665-1679

Persistent link: https://www.econbiz.de/10001603579

Information arrivals and intraday exchange rate volatility

Chang, Yuanchen; Taylor, Stephen - In: Journal of international financial markets, … 13 (2003) 2, pp. 85-112

Persistent link: https://www.econbiz.de/10001950036

The information content of implied volatilities and model-free volatility expectations : evidence from options written on individual stocks

Taylor, Stephen; Yadav, Pradeep; Zhang, Yuanyuan - 2009

The volatility information content of stock options for individual firms is measured using option prices for 149 U.S. firms and the S&P 100 index. ARCH and regression models are used to compare volatility forecasts defined by historical stock returns, at-the-money implied volatilities and...

Persistent link: https://www.econbiz.de/10003857823

The information content of implied volatilities and model-free volatility expectations : evidence from options written on individual stocks

Taylor, Stephen; Yadav, Pradeep; Zhang, Yuanyuan - In: Journal of banking & finance 34 (2010) 4, pp. 871-881

Persistent link: https://www.econbiz.de/10003966119