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person:"Allen, David E."
~person:"Forte, Santiago"
~subject:"Volatility"
~type:"article"
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Allen, David E.
Forte, Santiago
Hammoudeh, Shawkat
7
Fonseca, José da
5
Kliber, Agata
5
Shahzad, Syed Jawad Hussain
5
Bouri, Elie
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Naifar, Nader
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Park, Yuen Jung
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Xu, Yaofei
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Cao, Charles Q.
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I, Taly
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
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Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility
Forte, Santiago
;
Lovreta, Lidija
- In:
The journal of corporate finance : contracting, …
79
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014250993
Saved in:
2
Volatility discovery : can the CDS market beat the equity options market?
Forte, Santiago
;
Lovreta, Lidija
- In:
Finance research letters
28
(
2019
),
pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
Saved in:
3
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
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