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accessRights:"restricted"
subject:"United Kingdom"
~isPartOf:"Journal of financial economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Option pricing theory"
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United Kingdom
Option pricing theory
Estimation
341
Schätzung
341
Theorie
115
Theory
115
Capital income
109
Kapitaleinkommen
109
Time series analysis
64
Volatility
64
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64
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64
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57
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57
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56
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Todorov, Viktor
2
Alexandre, Fernando
1
Andersen, Torben
1
Ardakani, Omid M.
1
Atanasova, Christina
1
Bakshi, Gurdip S.
1
Bandi, F. M.
1
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1
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1
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1
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1
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1
Gabriel, Vasco J.
1
Gao, Xiaohui
1
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1
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Journal of financial economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Discussion paper / Centre for Economic Policy Research
86
Working paper / National Bureau of Economic Research, Inc.
22
Applied economics
16
Journal of banking & finance
15
Finance research letters
14
Discussion papers / CEPR
12
Economic modelling
12
Journal of econometrics
12
International review of economics & finance : IREF
11
The European journal of finance
10
Economics letters
9
Journal of international money and finance
9
The journal of futures markets
9
Labour economics : official journal of the European Association of Labour Economists
8
SpringerLink / Bücher
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International journal of finance & economics : IJFE
7
Journal of empirical finance
7
Review of quantitative finance and accounting
7
International review of financial analysis
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Quantitative finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Energy economics
5
Journal of international economics
5
Journal of international financial markets, institutions & money
5
Applied economics letters
4
European economic review : EER
4
International journal of forecasting
4
Journal of economic dynamics & control
4
Journal of economic studies
4
Journal of financial econometrics
4
Lecture Notes in Economics and Mathematical Systems
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
American economic journal : a journal of the American Economic Association
3
Contributions to Economics
3
Emerging markets, finance and trade : EMFT
3
Empirica : journal of european economics
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ECONIS (ZBW)
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
3
The missing risk premium in exchange rates
Dahlquist, Magnus
;
Pénasse, Julien
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 697-715
Persistent link: https://www.econbiz.de/10013401721
Saved in:
4
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
5
The discontinuation of the EUR/CHF minimum exchange rate : information from option-implied break probabilities
Funke, Michael
;
Loermann, Julius
;
Moessner, Richhild
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 63-79
Persistent link: https://www.econbiz.de/10012594159
Saved in:
6
Does the Ross recovery theorem work empirically?
Jackwerth, Jens Carsten
;
Menner, Marco
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 723-739
Persistent link: https://www.econbiz.de/10012588349
Saved in:
7
Home away from home? : foreign demand and London house prices
Bădărinză, Cristian
;
Ramadorai, Tarun
- In:
Journal of financial economics
130
(
2018
)
3
,
pp. 532-555
Persistent link: https://www.econbiz.de/10012051347
Saved in:
8
Examining the success of the central banks in inflation targeting countries : the dynamics of the inflation gap and institutional characteristics
Ardakani, Omid M.
;
Kishor, N. Kundan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886637
Saved in:
9
Four centuries of return predictability
Golez, Benjamin
;
Koudijs, Peter
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 248-263
Persistent link: https://www.econbiz.de/10011968859
Saved in:
10
Variance risk premiums and the forward premium puzzle
Londono, Juan M.
;
Zhou, Hao
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 415-440
Persistent link: https://www.econbiz.de/10011751455
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