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Showing
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1
Convenience yield in commodity price modeling : a regime switching approach
Almansour, Abdullah
- In:
Energy economics
53
(
2016
),
pp. 238-247
Persistent link: https://www.econbiz.de/10011660523
Saved in:
2
Leveraging chinese stock markets : tracking the performance and return deviation of U.S.-listed Chinese LETFs
Tang, Hongfei
;
Xu, Xiaoqing Eleanor
- In:
Asia-Pacific journal of financial studies
42
(
2013
)
6
,
pp. 845-879
Persistent link: https://www.econbiz.de/10010248977
Saved in:
3
Understanding leveraged ETFs' compounding effect
Charupat, Narat
;
Ma, Zhe
;
Miu, Peter
- In:
Managerial finance
49
(
2023
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10013503610
Saved in:
4
Tracking performance of
VIX
futures ETPs
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Journal of empirical finance
61
(
2021
),
pp. 103-117
Persistent link: https://www.econbiz.de/10012693241
Saved in:
5
Market sentiment and the Fama-French factor premia
Shamsuddin, Abdul
;
Kim, Jae H.
- In:
Economics letters
136
(
2015
),
pp. 129-132
Persistent link: https://www.econbiz.de/10011435995
Saved in:
6
Can implied volatility predict returns on the currency carry trade?
Egbers, Tom
;
Swinkels, Laurens
- In:
Journal of banking & finance
59
(
2015
),
pp. 14-26
Persistent link: https://www.econbiz.de/10011544270
Saved in:
7
Effects of the US stock market return and volatility on the VKOSPI
Han, Heejoon
;
Kutan, Ali Mustafa
;
Ryu, Doojin
-
2015
the US market (i.e., the S&P 500 spot return and the
VIX
from the S&P 500 options) play a key role in predicting the level …
Persistent link: https://www.econbiz.de/10011376746
Saved in:
8
Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
Zhou, Yinggang
- In:
Journal of banking & finance
38
(
2014
),
pp. 216-228
Persistent link: https://www.econbiz.de/10010340777
Saved in:
9
US implied volatility as a predictor of international returns
Dicle, Mehmet F.
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 388-402
Persistent link: https://www.econbiz.de/10012137841
Saved in:
10
Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
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