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Lehnert, Thorsten - 2001

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Return and volatility spillover across stock markets of the US and its major trading partners

Hwang, Jae-Kwang - In: Journal of international business and economics : JIBE 23 (2023) 1, pp. 17-25

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The statistical properties of the Black-Scholes option

Ncube, Mthuli - In: Mathematical finance : an international journal of … 7 (1997) 3, pp. 287-305

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Top executive pay in the United Kingdom : a corporate governance dilemma

McKnight, Phillip J.; Tomkins, Cyril R. - In: International journal of the economics of business 6 (1999) 2, pp. 223-243

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Pricing options using implied trees: evidence from FTSE-100 options

Lim, Kian-Guan; Zhi, Da - In: The journal of futures markets 22 (2002) 7, pp. 601-626

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An empirical analysis of the Nikkei 225 put options using realized GARCH models

Takeuchi-Nogimori, Asuka - 2012

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Currency futures-spot basis and risk premium

Inci, Ahmet Can; Lu, Biao - In: Journal of international financial markets, … 17 (2007) 2, pp. 180-197

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Stock return predictability and variance risk premia : statistical inference and international evidence

Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - 2011

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Central bank credibility : an historical and quantitative exploration

Bordo, Michael D.; Siklos, Pierre L. - In: Central banks at a crossroads : what can we learn from …, (pp. 62-144). 2016

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What do we know about recent exchange rate models? : in-sample fit and out-of-sample performance evaluated

Cheung, Yin-Wong; Chinn, Menzie David; Pascual, Antonio … - 2003

Previous assessments of nominal exchange rate determination have focused upon a narrow set of models typically of the 1970 s vintage, including monetary and portfolio balance models. In this paper we re-assess the in-sample fit and out-of-sample prediction of a wider set of models that have been...

Persistent link: https://www.econbiz.de/10011507659