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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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Search: subject:"Wertpapier"
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Kapitaleinkommen
Volatilität
Derivat
71
Derivative
71
Securities trading
55
Wertpapierhandel
55
Theorie
51
Theory
51
Credit risk
47
Kreditrisiko
47
Anleihe
45
Bond
45
Credit derivative
40
Kreditderivat
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Börsenkurs
35
Share price
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Risikoprämie
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Bond market
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Rentenmarkt
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Volatility
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Risk premium
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Yield curve
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Zinsstruktur
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Anlageverhalten
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Behavioural finance
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Portfolio selection
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Portfolio-Management
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Estimation
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Schätzung
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Option pricing theory
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Optionspreistheorie
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Public bond
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Öffentliche Anleihe
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Aktienmarkt
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Capital income
23
Option trading
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Optionsgeschäft
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Stock market
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Welt
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McAleer, Michael
3
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Chordia, Tarun
2
Du, Du
2
Hammoudeh, Shawkat
2
Subrahmanyam, Avanidhar
2
Wohar, Mark E.
2
Abuelfadl, Moustafa
1
Ahmed, Sheraz
1
Al Rababa'a, Abdel Razzaq
1
Allen, David E.
1
Aloui, Chaker
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Ayadi, Mohamed
1
Bali, Turan G.
1
Ben Hamida, Hela
1
Ben-David, Itzhak
1
Berardi, Andrea
1
Bhattacharya, Utpal
1
Bikbov, Ruslan
1
Borup, Daniel
1
Brown, Stephen J.
1
Buraschi, Andrea
1
Caporin, Massimiliano
1
Chaibi, Anis
1
Chau, Po-Hon
1
Chen, Che-Ying
1
Chen, Ting-Fu
1
Chen, Xiangyu
1
Cheng, Yuxiang
1
Chernov, Mikhail
1
Chiu, Hsin-Yu
1
Christoffersen, Peter F.
1
David, Or
1
Demirtas, K. Ozgur
1
Dubiel-Teleszynski, Tomasz
1
Elkamhi, Redouane
1
Eriksen, Jonas Nygaard
1
Fang, Qiang
1
Fong, Tom
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Management science : journal of the Institute for Operations Research and the Management Sciences
The North American journal of economics and finance : a journal of financial economics studies
Journal of banking & finance
100
The journal of futures markets
79
International review of financial analysis
65
Finance research letters
62
Working paper / National Bureau of Economic Research, Inc.
62
NBER working paper series
54
Energy economics
49
International journal of theoretical and applied finance
49
International review of economics & finance : IREF
47
Journal of financial economics
43
Pacific-Basin finance journal
43
Journal of empirical finance
42
Applied economics
40
The journal of finance : the journal of the American Finance Association
40
NBER Working Paper
39
Applied financial economics
36
Journal of international financial markets, institutions & money
36
Research in international business and finance
33
The review of financial studies
33
Journal of financial markets
32
Applied economics letters
31
Discussion paper / Centre for Economic Policy Research
31
Quantitative finance
31
The European journal of finance
30
The journal of fixed income
30
Economic modelling
26
Research paper series / Swiss Finance Institute
26
Review of quantitative finance and accounting
26
Applied mathematical finance
25
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Working paper
24
Review of derivatives research
23
Journal of financial and quantitative analysis : JFQA
22
Finance and economics discussion series
21
Journal of econometrics
21
Journal of economic dynamics & control
20
Investment management and financial innovations
19
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ECONIS (ZBW)
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1
Which liquidity indicator is more informative to market volatility? : spectrum analysis of China's base metal futures market
Chen, Xiangyu
;
Tongurai, Jittima
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014485263
Saved in:
2
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
3
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
4
Time-varying skew in vix derivatives pricing
Yuan, Peixuan
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7761-7791
Persistent link: https://www.econbiz.de/10013546174
Saved in:
5
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
6
The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
Saved in:
7
Predicting bond return predictability
Borup, Daniel
;
Eriksen, Jonas Nygaard
;
Kjær, Mads Markvart
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 931-951
Persistent link: https://www.econbiz.de/10014513793
Saved in:
8
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz
;
Kalogeropoulos, Konstantinos
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
Saved in:
9
Impact of volatility jumps in a mean-reverting model : derivative pricing and empirical evidence
Chiu, Hsin-Yu
;
Chen, Ting-Fu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656907
Saved in:
10
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
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