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Modeling the Effect of Macroec...
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Figlewski, Stephen
139
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14
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12
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8
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8
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5
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The journal of derivatives : the official publication of the International Association of Financial Engineers
12
NYU Working Paper
10
The journal of finance : the journal of the American Finance Association
10
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9
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6
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4
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4
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4
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4
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4
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3
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2
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1
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Japan and the world economy : international journal of theory and policy
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ECONIS (ZBW)
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RePEc
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4
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2
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71
Modeling the dynamics of correlations among implied volatilities
Engle, Robert F.
;
Figlewski, Stephen
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
3
,
pp. 991-1018
Persistent link: https://www.econbiz.de/10011405161
Saved in:
72
The formation of inflationary expectations
Figlewski, Stephen
;
Wachtel, Paul
- In:
The review of economics and statistics
63
(
1981
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10002165464
Saved in:
73
Rational expectations, informational efficiency, and tests using survey data : a comment
Dietrich, J. Kimball
;
Joines, Douglas H.
;
Figlewski, Stephen
- In:
The review of economics and statistics
65
(
1983
)
3
,
pp. 525-529
Persistent link: https://www.econbiz.de/10002080144
Saved in:
74
Optimal aggregation of money supply forecasts : Accuracy, profitability and market efficiency
Figlewski, Stephen
;
Urich, Thomas
- In:
The journal of finance : the journal of the American …
38
(
1983
)
3
,
pp. 695-710
Persistent link: https://www.econbiz.de/10002146839
Saved in:
75
Options on commodity futures : recent experience in the London market
Figlewski, Stephen
;
Fitzgerald, M. Desmond
- In:
Option pricing : theory and applications
,
(pp. 223-235)
.
1983
Persistent link: https://www.econbiz.de/10002146854
Saved in:
76
The price behaviour of London commodity options
Figlewski, Stephen
;
Fitzgerald, M. Desmond
- In:
Review of research in futures markets : publ. three …
1
(
1982
)
1
,
pp. 105-116
Persistent link: https://www.econbiz.de/10002146858
Saved in:
77
Portfolio management with stock index futures
Figlewski, Stephen
- In:
Selected writings on futures markets : explorations in …
,
(pp. 213-224)
.
1985
Persistent link: https://www.econbiz.de/10001305671
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78
Market risk and model risk for a financial institution writing options
Figlewski, Stephen
;
Green, Tracy Clifton
-
1998
Persistent link: https://www.econbiz.de/10001352796
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79
Is the "leverage effect" a leverage effect?
Figlewski, Stephen
;
Wang, Xiaozu
-
2000
Persistent link: https://www.econbiz.de/10001554375
Saved in:
80
Pricing discrete barrier options with an adaptive mesh model
Ahn, Dong-Hyun
;
Figlewski, Stephen
;
Gao, Bin
- In:
The journal of derivatives : the official publication …
6
(
1999
)
4
,
pp. 33-43
Persistent link: https://www.econbiz.de/10001432450
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