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The relationship between Asian equity and commodity futures markets
Thuraisamy, Kannan S.; Sharma, Susan Sunila; Ali Ahmed, … - In: Journal of Asian economics 28 (2013), pp. 67-75
Persistent link: https://www.econbiz.de/10010400865
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Intraday liquidity patterns in Indian stock market
Krishnan, Rajaram; Mishra, Vinod - In: Journal of Asian economics 28 (2013), pp. 99-114
Persistent link: https://www.econbiz.de/10010400863
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Tighter credit and consumer bankruptcy insurance
Antunes, António R.; Cavalcanti, Tiago; Mendicino, Caterina - 2021
How does bankruptcy affect the dynamics of aggregate consumption? We quantify the trade-off between the insurance and creditworthiness effects of bankruptcy in response to tighter credit. We show that bankruptcy dampens the effect of tighter credit on aggregate consumption on impact because it...
Persistent link: https://www.econbiz.de/10013330698
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Liquidity, surprise volume and return premia in the oil market
Batten, Jonathan A.; Kinateder, Harald; Szilágyi, Péter G. - In: Energy economics 77 (2019), pp. 93-104
Persistent link: https://www.econbiz.de/10012306351
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Price volatility, money, and digital currency
Blech, Lior - In: Austrian Economics 150 Years after Carl Menger : 10th …, (pp. 37-44). 2021
Persistent link: https://www.econbiz.de/10012797038
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Derivatives and bankruptcy
Schwarcz, Steven L.; Sharon, Ori - In: Shadow banking within and across national borders : [on …, (pp. 239-248). 2015
Persistent link: https://www.econbiz.de/10010496964
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Financial engineering in pricing agricultural derivatives based on demand and volatility
Assa, Hirbod - In: Agricultural finance review 76 (2016) 1, pp. 42-53
Persistent link: https://www.econbiz.de/10011695526
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Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien; Ngare, Philip; Papapantoleon, Antonis - In: International journal of theoretical and applied finance 21 (2018) 2, pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
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Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso; Kallsen, Jan - In: Advanced modelling in mathematical finance : in honour …, (pp. 241-256). 2016
Persistent link: https://www.econbiz.de/10011800371
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Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen - In: Advanced modelling in mathematical finance : in honour …, (pp. 477-496). 2016
Persistent link: https://www.econbiz.de/10011800392