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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"The journal of futures markets"
~subject:"Wechselkurs"
~type_genre:"Working Paper"
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United States
Wechselkurs
Estimation
190
Schätzung
190
USA
82
Volatility
61
Volatilität
61
Theorie
39
Theory
39
Börsenkurs
38
Share price
38
Commodity derivative
34
Option pricing theory
34
Optionspreistheorie
34
Rohstoffderivat
34
Index futures
33
Index-Futures
33
Derivat
26
Derivative
26
Welt
25
World
25
Hedging
24
Forecasting model
23
Prognoseverfahren
23
ARCH model
21
ARCH-Modell
21
Capital income
18
Kapitaleinkommen
18
Efficient market hypothesis
17
Effizienzmarkthypothese
17
Großbritannien
17
Option trading
17
Optionsgeschäft
17
United Kingdom
17
Statistical distribution
12
Statistische Verteilung
12
Stochastic process
12
Stochastischer Prozess
12
Risikoprämie
11
Risk premium
11
Capital market returns
10
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Article
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Article in journal
Working Paper
Aufsatz in Zeitschrift
85
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English
85
Author
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Wang, George H. K.
4
Sarno, Lucio
3
Ederington, Louis H.
2
Lim, Kian-Guan
2
Miffre, Joëlle
2
Shrestha, Keshab
2
Yau, Jot
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Ané, Thierry
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Benet, Bruce A.
1
Bierwag, Gerald O.
1
Bollen, Nicolas P. B.
1
Boyd, M. E.
1
Byun, Suk Joon
1
Cao, Charles Q.
1
Chao, Wan-Ling
1
Chatrath, Arjun
1
Chen, Haiwei
1
Chen, Sheng-syan
1
Cho, Jang Hyung
1
Christiansen, Charlotte
1
Christie-David, Rohan
1
Corrado, Charles Joseph
1
Câmara, António
1
Daigler, Robert T.
1
Daouk, Hazem
1
De Ville de Goyet, Cédric
1
DeBoyrie, Maria Eugenia
1
Denault, Michel
1
Dhaene, Geert
1
Dhanda, Kanwalroop K.
1
Dixon, Bruce L.
1
Do, Binh
1
Dorfman, Jeffrey H.
1
Economopoulos, Andrew James
1
Etling, Cheri
1
Faff, Robert W.
1
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,520
Discussion paper series / IZA
424
Discussion paper / Centre for Economic Policy Research
418
Applied economics
312
CESifo working papers
198
Applied economics letters
175
The review of economics and statistics
170
Finance and economics discussion series
163
Journal of international money and finance
160
The American economic review
152
The journal of finance : the journal of the American Finance Association
146
Working paper
143
Applied financial economics
128
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
Economic modelling
108
Journal of applied econometrics
106
The review of financial studies
93
International review of economics & finance : IREF
91
Economics letters
87
Journal of money, credit and banking : JMCB
85
Discussion paper
78
The North American journal of economics and finance : a journal of financial economics studies
77
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of financial and quantitative analysis : JFQA
74
International journal of finance & economics : IJFE
68
Journal of banking & finance
68
Journal of monetary economics
68
Southern economic journal
68
Journal of macroeconomics
67
Energy economics
61
Journal of labor economics
61
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
60
Discussion paper / Tinbergen Institute
59
Journal of international financial markets, institutions & money
59
Kiel working paper
59
Journal of econometrics
58
IMF working papers
57
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ECONIS (ZBW)
85
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1
The skewness implied in the Heston model and its application
Zhang, Jin E.
;
Zhen, Fang
;
Sun, Xiaoxia
;
Zhao, Huimin
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 211-237
Persistent link: https://www.econbiz.de/10011669807
Saved in:
2
Volatility smile and one-month foreign currency volatility forecasts
Wong, Alfred Huah-Syn
;
Heaney, Richard A.
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 286-312
Persistent link: https://www.econbiz.de/10011669812
Saved in:
3
Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Frino, Alex
;
Mollica, Vito
;
Romano, Maria Grazia
;
Zhou, …
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 359-373
Persistent link: https://www.econbiz.de/10011950679
Saved in:
4
Informed trading in the options market and stock return predictability
Han, Joongho
;
Kim, Da-Hea
;
Byun, Suk Joon
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Saved in:
5
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
6
Option pricing under skewness and kurtois using a Cornish-Fisher expansion
Aboura, Sofiane
;
Maillard, Didier
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1194-1209
Persistent link: https://www.econbiz.de/10011665615
Saved in:
7
Psychological barriers and option pricing
Jang, Bong-Gyu
;
Kim, Changki
;
Kim, Kyeong Tae
;
Lee, Seungkyu
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 52-74
Persistent link: https://www.econbiz.de/10011346173
Saved in:
8
Commodity, strategies based on momentum, term structure, and idiosyncratic volatility
Fuertes, Ana María
;
Miffre, Joëlle
;
Fernandez-Perez, …
- In:
The journal of futures markets
35
(
2015
)
3
,
pp. 274-297
Persistent link: https://www.econbiz.de/10011348423
Saved in:
9
Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?
Hanke, Michael
;
Poulsen, Rolf
;
Weissensteiner, Alex
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1103-1116
Persistent link: https://www.econbiz.de/10011546229
Saved in:
10
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
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