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Modélisation du prix des actifs financiers
Jondeau, Eric; Nicolaï, Jean-Paul - 1993
Persistent link: https://www.econbiz.de/10000871284
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Is intervention a signal of future monetary policy? : Evidence from the federal funds futures market
Fatum, Rasmus; Hutchison, Michael M. - 1996
Persistent link: https://www.econbiz.de/10000946402
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Is lead-lag stronger under bad news? : Evidence from a complementary test
Jokivuolle, Esa; Lanne, Markku - 1997
Persistent link: https://www.econbiz.de/10000963925
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Derivatives risks, old and new
Figlewski, Stephen - 1998
Persistent link: https://www.econbiz.de/10000981146
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Interest-rate derivatives and bank lending
Brewer, Elijah; Minton, Bernadette A.; Moser, James T. - 1996
Persistent link: https://www.econbiz.de/10000982430
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Corporate hedging in the insurance industry : the use of financial derivatives by US insurers
Cummins, John David; Phillips, Richard D.; Smith, … - 1996
Persistent link: https://www.econbiz.de/10000982667
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Derivatives and corporate risk management : participation and volume decisions in the insurance industry
Sun, Lee Young; Phillips, Richard D.; Smith, Stephen DeWitt - 1997
Persistent link: https://www.econbiz.de/10000986000
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Estimation of time-varying hedge ratios for corn and soybeans : BGARCH and random coefficient approaches
Bera, Anil K.; García, Philip; Roh, Jae-sun - 1998
Persistent link: https://www.econbiz.de/10000988606
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Estimating the adverse selection cost in markets with multiple informed traders
Chakravarty, Sugato; Sarkar, Asani; Wu, Lifan - 1997
Persistent link: https://www.econbiz.de/10000988954
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Macroeconomic announcements and volatility of treasury futures
Li, Li; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000997634