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Zhang, Min; Kolkiewicz, Adam W.; Wirjanto, Tony S.; Li, … - In: International journal of financial engineering 2 (2015) 3, pp. 1-57

Persistent link: https://www.econbiz.de/10011403191

A change of measure preserving the affine structure in the Barndorff-Nielsen and Shephard model for commodity markets

Benth, Fred Espen; Ortiz-Latorre, Salvador - In: International journal of theoretical and applied finance 18 (2015) 6, pp. 1-40

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Are starting wages reduced by an insurance premium for preventing wage decline? : testing the prediction of Harris and Holmstrom (1982)

Hartog, Joop; Raposo, Pedro - 2015

In the model of Harris and Holmstrom (1982) workers pay an insurance premium to prevent a wage decline. As employers are unable to assess the ability of a labour market entrant, they would offer a wage equal to expected productivity of the worker's category and adjust it with unfolding...

Persistent link: https://www.econbiz.de/10011407951

Estimating quality adjusted commercial property price indexes using Japanese REIT data

Shimizu, Chihiro; Diewert, W. Erwin; Nishimura, Kiyohiko; … - 2015

Persistent link: https://www.econbiz.de/10011384348

A general equilibrium theory of contracts in Community Supported Agriculture

Sproul, Thomas W.; Kropp, Jaclyn - In: American journal of agricultural economics 97 (2015) 5, pp. 1345-1359

Persistent link: https://www.econbiz.de/10011386246

A financial econometric analysis of the determinants of interest rate risk in the US

Arize, Augustine Chuck; Christofi, Andreas C.; … - In: European research studies : an international … 16 (2013) 1, pp. 3-19

Persistent link: https://www.econbiz.de/10011387444

Valuing new random genetically modified (GM) traits in corn

Shakya, Sumadhur; Wilson, William W.; Dahl, Bruce L. - In: Journal of agricultural and resource economics : JARE ; … 38 (2013) 1, pp. 107-123

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Term structure of risk factor premiums used for pricing asset : emerging vs. developed markets

González Sánchez, Mariano - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 5, pp. 1339-1358

Persistent link: https://www.econbiz.de/10013167085

The hedging pressure hypothesis and the risk premium in the soybean reverse crush spread

Li, Ziran; Hayes, Dermot James - In: The journal of futures markets 42 (2022) 3, pp. 428-445

Persistent link: https://www.econbiz.de/10012817939

Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones

Blazsek, Szabolcs; Licht, Adrian - In: Applied economics letters 29 (2022) 2, pp. 111-117

Persistent link: https://www.econbiz.de/10012803390