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Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.; Nawalkha, Sanjay K.; Soto, Gloria M. - In: The journal of derivatives : the official publication … 16 (2008/09) 1, pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
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Simple formulas for financial analysts for pricing zero-dividend and positive-dividend stocks
Nawalkha, Sanjay K.; Luca, J. Alberto de; Soto, Gloria M. - In: Investment management and financial innovations 8 (2011) 1, pp. 157-167
Persistent link: https://www.econbiz.de/10009153805
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Managing interest rate risk : the next challenge?
Nawalkha, Sanjay K.; Soto, Gloria M. - In: Journal of investment management : JOIM 7 (2009) 3, pp. 86-100
Persistent link: https://www.econbiz.de/10009518027
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US stock market sensitivity to interest and inflation rates : a quantile regression approach
Jareño, Francisco; Ferrer, Román; Miroslavova, Stanislava - In: Applied economics 48 (2016) 25/27, pp. 2469-2481
Persistent link: https://www.econbiz.de/10011591154
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Asymmetric determinants of CDS spreads : U.S. industry-level evidence through the NARDL approach
Shahzad, Syed Jawad Hussain; Nor, Safwan Mohd; Ferrer, … - In: Economic modelling 60 (2017), pp. 211-230
Persistent link: https://www.econbiz.de/10011734203
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A grey-based correlation with multi-scale analysis : S&P 500 VIX and individual VIXs of large US company stocks
Wang, Zhenkun; Bouri, Elie; Ferreira, Paulo; Shahzad, … - In: Finance research letters 48 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013459296
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Default risk transmission in the travel and leisure industry
Shahzad, Syed Jawad Hussain; Bouri, Elie; Ferrer, Román - In: International journal of hospitality management 113 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014325608