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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Volatilität"
~type:"article"
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Volatilität
Yield curve
37
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Theorie
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Credit risk
8
Kreditrisiko
8
Option pricing theory
7
Optionspreistheorie
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Japan
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Chiarella, Carl
2
Batten, Jonathan A.
1
Johnson, Brock N.
1
Kwon, Oh Kang
1
Nikitopoulos, Christina Sklibosios
1
Shiraishi, Noriyoshi
1
Takahashi, Akihiko
1
Takehara, Kohta
1
Takezawa, Nobuya
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Asia-Pacific financial markets
Working paper / National Bureau of Economic Research, Inc.
Journal of banking & finance
24
The journal of futures markets
23
International journal of theoretical and applied finance
17
Journal of financial economics
15
The review of financial studies
13
Journal of empirical finance
12
Journal of international money and finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of fixed income
10
Economic modelling
9
Economics letters
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Finance research letters
9
Journal of financial and quantitative analysis : JFQA
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Quantitative finance
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Applied financial economics
8
Applied mathematical finance
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Energy economics
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Journal of econometrics
7
The journal of computational finance
7
The journal of finance : the journal of the American Finance Association
7
International review of financial analysis
6
Journal of international financial markets, institutions & money
6
Journal of money, credit and banking : JMCB
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Finance and stochastics
5
International journal of forecasting
5
International review of economics & finance : IREF
5
Macroeconomics and finance in emerging market economies
5
Review of derivatives research
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Emerging markets, finance and trade : EMFT
4
Journal of economics & business
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of risk and financial management : JRFM
4
Research in international business and finance
4
The European journal of finance
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The quarterly journal of finance
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ECONIS (ZBW)
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1
An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates
Takahashi, Akihiko
;
Takehara, Kohta
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 69-121
Persistent link: https://www.econbiz.de/10003609535
Saved in:
2
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
- In:
Asia-Pacific financial markets
10
(
2003
)
2/3
,
pp. 87-127
Persistent link: https://www.econbiz.de/10002762516
Saved in:
3
Forecasting credit spread volatility : evidence from the Japanese Eurobond market
Johnson, Brock N.
;
Batten, Jonathan A.
- In:
Asia-Pacific financial markets
10
(
2003
)
4
,
pp. 335-357
Persistent link: https://www.econbiz.de/10003083939
Saved in:
4
A complete Markovian stochastic volatility model in the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
7
(
2000
)
4
,
pp. 293-304
Persistent link: https://www.econbiz.de/10001557971
Saved in:
5
A note on the term structure of implied volatilities for the yen-US dollar currency option
Takezawa, Nobuya
;
Shiraishi, Noriyoshi
- In:
Asia-Pacific financial markets
5
(
1998
)
3
,
pp. 227-236
Persistent link: https://www.econbiz.de/10001372068
Saved in:
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