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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Brooks, Robert"
~person:"Gibson, Rajna"
~person:"Lien, Da-hsiang Donald"
~type_genre:"Article in journal"
~type_genre:"Article"
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10
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5
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3
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Brooks, Robert
Gibson, Rajna
Lien, Da-hsiang Donald
Hou, Wenxuan
19
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15
Satchell, Stephen
15
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13
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Advances in futures and options research : a research annual
The European journal of finance
The journal of futures markets
55
International review of economics & finance : IREF
38
Applied financial economics
24
International review of financial analysis
20
The North American journal of economics and finance : a journal of financial economics studies
17
Applied economics
15
Journal of international financial markets, institutions & money
14
Journal of banking & finance
12
Economics letters
11
Review of quantitative finance and accounting
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Pacific-Basin finance journal
8
Applied financial economics letters
7
Economic papers : a journal of applied economics and policy
7
Energy economics
7
Journal of multinational financial management
7
Applied economics letters
6
Education economics
6
Finance research letters
6
Australian economic papers
5
Australian journal of management
5
Economic modelling
5
Global finance journal
5
Journal of international money and finance
5
Journal of quantitative economics : official journal of the Indian Econometric Society
5
Advances in investment analysis and portfolio management : a research annual
4
Advances in quantitative analysis of finance and accounting : a research annual
4
Journal of economics and finance
4
Journal of forecasting
4
Research in finance
4
Research in international business and finance
4
Economic and political studies : EPS
3
Emerging markets review
3
Journal of development economics
3
Journal of economic behavior & organization : JEBO
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of population economics
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ECONIS (ZBW)
12
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1
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12
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1
Effects of skewness and kurtosis on production and hedging decisions : a skewed t distribution approach
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1132-1143
Persistent link: https://www.econbiz.de/10011419778
Saved in:
2
Time-varying country risk : an assessment of alternative modelling techniques
Brooks, Robert
;
Faff, Robert W.
;
McKenzie, Michael D.
- In:
The European journal of finance
8
(
2002
)
3
,
pp. 249-274
Persistent link: https://www.econbiz.de/10001704466
Saved in:
3
Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation
Bhargava, Vivek
;
Brooks, Robert
;
Malhotra, Davinder Kumar
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 231-246
Persistent link: https://www.econbiz.de/10001603503
Saved in:
4
Futures hedging and stochastic volatility
Lien, Da-hsiang Donald
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 253-265
Persistent link: https://www.econbiz.de/10001434836
Saved in:
5
The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc
;
Gibson, Rajna
- In:
The European journal of finance
5
(
1999
)
2
,
pp. 95-107
Persistent link: https://www.econbiz.de/10001439614
Saved in:
6
Average inter-security correlation coefficients : implications for the timing of hedging decisions
Brooks, Robert
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
Saved in:
7
State space symmetry and two-factor option pricing models
Chesney, Marc
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 85-112
Persistent link: https://www.econbiz.de/10001211306
Saved in:
8
Components of the bid-ask spread of default-risky interest rate swaps
Brooks, Robert
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 237-249
Persistent link: https://www.econbiz.de/10001196343
Saved in:
9
The pricing of index options when the underlying assets all follow a lognormal diffusion
Brooks, Robert
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 65-85
Persistent link: https://www.econbiz.de/10001193404
Saved in:
10
Portfolio insurance : does it pay?
Brooks, Robert
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 329-353
Persistent link: https://www.econbiz.de/10001145829
Saved in:
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