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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Working paper"
~type_genre:"Article in journal"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Derivat
80
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Theorie
37
Theory
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Option pricing theory
25
Optionspreistheorie
25
Hedging
17
Volatility
14
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Jarrow, Robert A.
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Review of quantitative finance and accounting
Working paper
The journal of futures markets
383
Journal of banking & finance
176
International journal of theoretical and applied finance
170
Energy economics
120
Applied mathematical finance
79
The journal of finance : the journal of the American Finance Association
79
Journal of financial economics
72
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
International review of financial analysis
62
Finance research letters
61
The European journal of finance
61
Applied financial economics
60
International review of economics & finance : IREF
60
Quantitative finance
59
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
55
Advances in futures and options research : a research annual
52
Die Bank
48
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Economics letters
39
Journal of mathematical finance
39
The review of financial studies
39
Applied economics letters
38
Journal of economic dynamics & control
38
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Research in international business and finance
33
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
32
Economic modelling
32
Journal of securities operations & custody
32
Risks : open access journal
32
The journal of credit risk : published quarterly by Incisive Media
32
The journal of structured finance
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ECONIS (ZBW)
80
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1
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
2
CDS and equity markets' volatility linkages : lessons from the EMU crisis
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804
Saved in:
3
Spot asset carry cost rates and futures hedge ratios
Leistikow, Dean
;
Chen, Ren-Raw
;
Xu, Yuewu
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1741-1779
Persistent link: https://www.econbiz.de/10013191996
Saved in:
4
Do futures lead the index under stress? : evidence from the 2015 Chinese market turmoil and its aftermath
Guo, Shuxin
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 91-110
Persistent link: https://www.econbiz.de/10012432629
Saved in:
5
On the market timing of hedging : evidence from U.S. oil and gas producers
Hong, Liu
;
Li, Yongjia
;
Xie, Kangzhen
;
Yan, Claire J.
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 297-334
Persistent link: https://www.econbiz.de/10012232842
Saved in:
6
Credit default swap spreads and annual report readability
Hu, Nan
;
Liu, Ling
;
Zhu, Lu
- In:
Review of quantitative finance and accounting
50
(
2018
)
2
,
pp. 591-621
Persistent link: https://www.econbiz.de/10011979211
Saved in:
7
Derivatives usage for banking industry : evidence from the European markets
Chang, Chuang-chang
;
Ho, Keng-Yu
;
Hsiao, Yu-Jen
- In:
Review of quantitative finance and accounting
51
(
2018
)
4
,
pp. 921-941
Persistent link: https://www.econbiz.de/10012117531
Saved in:
8
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
9
The economic significance of CDS price discovery
Xiang, Vincent
;
Chng, Michael T.
;
Fang, Victor
- In:
Review of quantitative finance and accounting
48
(
2017
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011796591
Saved in:
10
Setting the futures margin with price limits : the case for single-stock futures
Chen, Chen-Yu
;
Chou, Jian-Hsin
;
Fung, Hung-gay
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
48
(
2017
)
1
,
pp. 219-237
Persistent link: https://www.econbiz.de/10011796613
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