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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F. - In: Review of derivatives research 1 (1996) 2, pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
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A test of efficiency for the S & P 500 index option market using variance forecasts
Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886080
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How big is the tax advantage to debt?
Kane, Alex; Marcus, Alan J.; McDonald, Robert L. - 1984
Persistent link: https://www.econbiz.de/10003149607
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The quality option in the Treasury bond futures market : an empirical assessment
Kane, Alex - In: The journal of futures markets 6 (1986) 2, pp. 231-248
Persistent link: https://www.econbiz.de/10001135458
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Valuation and optimal exercise of the wild card option in the Treasury bond futures market
Kane, Alex - In: The journal of finance : the journal of the American … 41 (1986) 1, pp. 195-207
Persistent link: https://www.econbiz.de/10001008804
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Conversion factor risk and hedging in the treasury-bond futures market
Kane, Alex - In: The journal of futures markets 4 (1984) 1, pp. 55-64
Persistent link: https://www.econbiz.de/10001083014
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Coins: anatomy of a fad asset : a "potent" inflation hedge and a good diversifier
Kane, Alex - In: The journal of portfolio management : a publication of … 10 (1986) 2, pp. 44-51
Persistent link: https://www.econbiz.de/10001114343
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Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien; Engle, Robert F.; Kane, Alex - 1991
Persistent link: https://www.econbiz.de/10000811503
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Efficient inflation forecasts : an internat. comparison
Kane, Alex; Rosenthal, Leonard - 1985
Persistent link: https://www.econbiz.de/10000685293
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Risk and required returns on debt and equity
Bodie, Zvi - In: Financing corporate capital formation, (pp. 51-66). 1986
Persistent link: https://www.econbiz.de/10001267978