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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~subject:"Optionspreistheorie"
~subject:"Risk"
~type_genre:"Article in journal"
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Optionspreistheorie
Risk
Theorie
2,411
Theory
2,411
Monetary policy
433
Geldpolitik
431
Portfolio selection
251
Portfolio-Management
251
Estimation
248
Schätzung
244
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234
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233
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214
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214
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208
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179
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Spieltheorie
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Dai, Min
5
Branger, Nicole
4
Kort, Peter M.
4
Ma, Chenghu
4
Broadie, Mark
3
Chang, Chien-hung
3
Den Haan, Wouter J.
3
Ewald, Christian-Oliver
3
Fabozzi, Frank J.
3
Glasserman, Paul
3
Leippold, Markus
3
Leisen, Dietmar
3
Lin, Yueh-neng
3
Luo, Yulei
3
Zemel, Amos
3
Zenios, Stauros Andrea
3
Zhang, Jin E.
3
Backus, David
2
Badescu, Alexandru
2
Bernales, Alejandro
2
Boyle, Phelim P.
2
Breton, Michèle
2
Cai, Ning
2
Chen, Wen-ting
2
Cheng, Jun
2
Chiarella, Carl
2
Coleman, Chase
2
Consiglio, Andrea
2
Cui, Zhenyu
2
Damgaard, Anders
2
Das, Sanjiv R.
2
Di Corato, Luca
2
Duan, Jin-Chuan
2
Elliott, Robert J.
2
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2
Finnoff, David
2
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2
Grasselli, Martino
2
Huisman, Kuno J. M.
2
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2
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Journal of economic dynamics & control
Finance research letters
555
International journal of theoretical and applied finance
511
Insurance / Mathematics & economics
473
European journal of operational research : EJOR
453
Journal of banking & finance
427
Economics letters
331
The journal of futures markets
307
Mathematical finance : an international journal of mathematics, statistics and financial theory
292
Finance and stochastics
281
Energy economics
274
Risks : open access journal
270
Applied mathematical finance
258
The journal of computational finance
255
Applied economics
250
Quantitative finance
247
International review of financial analysis
241
International review of economics & finance : IREF
232
Economic modelling
220
Journal of financial economics
219
The journal of derivatives : the official publication of the International Association of Financial Engineers
214
Management science : journal of the Institute for Operations Research and the Management Sciences
211
The North American journal of economics and finance : a journal of financial economics studies
203
Journal of risk and uncertainty : JRU
195
Applied economics letters
188
The review of financial studies
187
Review of derivatives research
178
Journal of economic behavior & organization : JEBO
171
Journal of economic theory
167
American journal of agricultural economics
151
Pacific-Basin finance journal
147
The European journal of finance
143
Computational economics
141
Journal of risk and financial management : JRFM
140
Journal of mathematical finance
139
Research in international business and finance
135
International journal of financial engineering
132
Journal of empirical finance
129
The journal of real estate finance and economics
124
Journal of financial and quantitative analysis : JFQA
122
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ECONIS (ZBW)
289
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1
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289
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1
Believe me when I say green! : heterogeneous expectations and climate policy uncertainty
Campiglio, Emanuele
;
Lamperti, Francesco
;
Terranova, Roberta
- In:
Journal of economic dynamics & control
165
(
2024
),
pp. 1-31
Persistent link: https://www.econbiz.de/10015051143
Saved in:
2
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
3
Exact simulation of the Hull and White stochastic volatility model
Brignone, Riccardo
;
Gonzato, Luca
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015050813
Saved in:
4
Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment
Choi, Sangyup
;
Furceri, Davide
;
Yoo, Seung Yong
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10015050288
Saved in:
5
On the sources of the aggregate risk premium : risk aversion, bubbles or regime-switching?
Caravello, Tomás E.
;
Driffill, John
;
Kenç, Turalay
; …
- In:
Journal of economic dynamics & control
166
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015051271
Saved in:
6
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
7
Strategic innovation and technology adoption under technological uncertainty
Ye, Fanglin
;
Paulson, Nicholas
;
Khanna, Madhu
- In:
Journal of economic dynamics & control
165
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10015051140
Saved in:
8
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
9
Uncertainty over uncertainty in environmental policy adoption : Bayesian learning of unpredictable socioeconomic costs
Basei, Matteo
;
Ferrari, Giorgio
;
Rodosthenous, Neofytos
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015050050
Saved in:
10
Counter-cyclical margins for option portfolios
Chen, Yuanyuan
;
Wu, Qi
;
Li, Duan
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478163
Saved in:
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