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What Goes into Risk Neutral Vo...
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ECONIS (ZBW)
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21
Arbitrage based pricing of stock index options
Figlewski, Stephen
-
1985
Persistent link: https://www.econbiz.de/10004722166
Saved in:
22
Estimation of the optimal futures hedge
Cecchetti, Stephen G.
;
Cumby, Robert
;
Figlewski, Stephen
-
1986
Persistent link: https://www.econbiz.de/10000731985
Saved in:
23
Modeling the effect of macroeconomic factors on corporate default and credit rating transitions
Figlewski, Stephen
;
Frydman, Halina
;
Liang, Weijian
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 87-105
Persistent link: https://www.econbiz.de/10009428084
Saved in:
24
Centralized clearing for credit derivatives : executive summary
Acharya, Viral V.
;
Engle, Robert F.
;
Figlewski, Stephen
; …
- In:
Financial markets, institutions & instruments
18
(
2009
)
2
,
pp. 168-170
Persistent link: https://www.econbiz.de/10009519957
Saved in:
25
Anatomy of a meltdown : the risk neutral density for the S&P 500 in the fall of 2008
Birru, Justin
;
Figlewski, Stephen
- In:
Journal of financial markets
15
(
2012
)
2
,
pp. 151-180
Persistent link: https://www.econbiz.de/10009614494
Saved in:
26
Centralized clearing for credit derivatives
Acharya, Viral V.
;
Engle, Robert F.
;
Figlewski, Stephen
; …
- In:
Restoring financial stability : how to repair a failed …
,
(pp. 251-268)
.
2009
Persistent link: https://www.econbiz.de/10003827517
Saved in:
27
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
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28
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
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29
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:
30
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
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