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539
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525
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518
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493
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461
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452
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445
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443
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441
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427
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407
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399
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395
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394
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362
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355
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354
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349
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346
Härdle, Wolfgang
345
Cremer, Helmuth
336
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335
Frey, Bruno S.
331
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331
Woodford, Michael
323
Kaplow, Louis
321
Konrad, Kai A.
317
Thisse, Jacques-François
317
Batabyal, Amitrajeet A.
310
Shavell, Steven
308
Franses, Philip Hans
306
Tirole, Jean
305
Diebold, Francis X.
302
Artus, Patrick
297
Lambertini, Luca
296
Aghion, Philippe
294
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Discussion paper series / IZA
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Europäische Hochschulschriften / 5
2,164
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European economic review : EER
1,953
CESifo Working Paper
1,947
International journal of production research
1,931
Applied economics
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Games and economic behavior
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Economic theory : official journal of the Society for the Advancement of Economic Theory
1,818
Discussion paper
1,816
Journal of econometrics
1,815
The economic journal : the journal of the Royal Economic Society
1,800
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1,770
SpringerLink / Bücher
1,760
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1,746
Discussion paper / Center for Economic Research, Tilburg University
1,667
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1,665
Energy economics
1,543
Management science : journal of the Institute for Operations Research and the Management Sciences
1,528
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,525
IZA Discussion Paper
1,509
Journal of monetary economics
1,450
Public choice
1,395
International economic review
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13,215
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USB Cologne (EcoSocSci)
1,929
OLC EcoSci
398
BASE
353
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213
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50
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Showing
1
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10
of
664,576
Sort
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articles prioritized
date (newest first)
date (oldest first)
1
The jump-risk premia implicit in options : evidence from an integrated time-series study
Pan, Jun
- In:
Journal of financial economics
63
(
2002
)
1
,
pp. 3-50
Persistent link: https://www.econbiz.de/10001634368
Saved in:
2
Why is the index smile so steep?
Branger, Nicole
;
Schlag, Christian
- In:
Review of finance : journal of the European Finance …
8
(
2004
)
1
,
pp. 109-127
Persistent link: https://www.econbiz.de/10002390132
Saved in:
3
The skew risk premium in the equity index market
Kozhan, Roman
;
Neuberger, Anthony
;
Schneider, Paul
- In:
The review of financial studies
26
(
2013
)
9
,
pp. 2174-2203
Persistent link: https://www.econbiz.de/10010207278
Saved in:
4
Delta-hedged gains and the negative market
volatility
risk premium
Bakshi, Gurdip S.
;
Kapadia, Nikunj
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 527-566
Persistent link: https://www.econbiz.de/10001764238
Saved in:
5
The Skew Risk Premium in the Equity Index Market
Kozhan, Roman
-
2019
skew swaps be used to explore the relationship between the skew in implied
volatility
and realized skew. Like the variance … almost half of the implied
volatility
skew can be explained by the skew risk premium. We provide evidence that skew and …
Persistent link: https://www.econbiz.de/10012904441
Saved in:
6
The Skew Risk Premium in the Equity Index Market
Kozhan, Roman
-
2019
skew swaps be used to explore the relationship between the skew in implied
volatility
and realized skew. Like the variance … almost half of the implied
volatility
skew can be explained by the skew risk premium. We provide evidence that skew and …
Persistent link: https://www.econbiz.de/10012906107
Saved in:
7
Volatility
and the pricing kernel
Schreindorfer, David
;
Sichert, Tobias
-
2022
-
This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
Saved in:
8
The role of the variance premium in Jump-GARCH option pricing models
Byun, Suk Joon
;
Jeon, Byoung Hyun
;
Min, Byungsun
;
Yoon, …
- In:
Journal of banking & finance
59
(
2015
),
pp. 38-56
Persistent link: https://www.econbiz.de/10011544288
Saved in:
9
Volatility
co-movements : a time-scale decomposition analysis
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Journal of empirical finance
34
(
2015
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Saved in:
10
Risk-adjusted implied
volatility
and its performance in forecasting realized
volatility
in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
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