Narrow search
Showing 51 - 60 of 155
Cover Image
Continuous Workout Mortgages : efficient pricing and systemic implications
Shiller, Robert J.; Wojakowski, Rafal M.; Ebrahim, … - In: Journal of economic behavior & organization : JEBO 157 (2019), pp. 244-274
Persistent link: https://www.econbiz.de/10012138488
Cover Image
Asymmetric effects of volatility risk on stock returns : evidence from VIX and VIX futures
Fu, Xi; Sandri, Matteo; Shackleton, Mark B. - In: The journal of futures markets 36 (2016) 11, pp. 1029-1056
Persistent link: https://www.econbiz.de/10011569013
Cover Image
Stock-return volatility and daily equity trading by investor groups in Korea
Umutlu, Mehmet; Shackleton, Mark B. - In: Pacific-Basin finance journal 34 (2015), pp. 43-70
Persistent link: https://www.econbiz.de/10011535295
Cover Image
Option-implied volatility measures and stock return predictability
Fu, Xi; Arisoy, Yakup Eser; Shackleton, Mark B.; … - In: The journal of derivatives : the official publication … 24 (2016) 1, pp. 58-78
Persistent link: https://www.econbiz.de/10011687331
Cover Image
Continuous workout mortgages : efficient pricing and systemic implications
Shiller, Robert J.; Wojakowski, Rafal M.; Ebrahim, … - 2017
Persistent link: https://www.econbiz.de/10011797272
Cover Image
The Binominal Black-Scholes model and the Greeks
Chung, San-lin; Shackleton, Mark B. - In: The journal of futures markets 22 (2002) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10001646605
Cover Image
Efficient quadratic approximation of floating strike Asian option values
Chung, San-Lin; Shackleton, Mark B.; Wojakowski, Rafal - In: Finance : revue de l'Association Française de Finance 24 (2003) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10001771593
Cover Image
The simplest American and real option approximations : Geske-Johnson interpolation in maturity and yield
Chung, San-Lin; Shackleton, Mark B. - In: Applied economics letters 10 (2003) 11, pp. 709-716
Persistent link: https://www.econbiz.de/10001820267
Cover Image
Strategic entry and market leadership in a two-player real options game
Shackleton, Mark B.; Tsekrekos, Andrianos E.; … - In: Journal of banking & finance 28 (2004) 1, pp. 179-201
Persistent link: https://www.econbiz.de/10001857284
Cover Image
Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen; … - In: Journal of banking & finance 28 (2004) 10, pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147