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19
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18
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International review of financial analysis
The journal of futures markets
395
Journal of banking & finance
177
International journal of theoretical and applied finance
170
IMF Working Papers
151
Energy economics
123
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
80
Journal of financial economics
73
IMF Staff Country Reports
69
Finance research letters
68
Review of derivatives research
68
SpringerLink / Bücher
66
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
Quantitative finance
63
The European journal of finance
62
International review of economics & finance : IREF
61
Working paper / National Bureau of Economic Research, Inc.
61
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60
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60
European journal of operational research : EJOR
56
Advances in futures and options research : a research annual
52
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
43
Applied economics letters
40
Wiley finance series
40
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Journal of economic dynamics & control
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ECONIS (ZBW)
70
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70
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1
Do foreign currency risk management strategies increase value in family business?
Mefteh-Wali, Salma
;
Hussain, Nazim
- In:
International review of financial analysis
93
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014543583
Saved in:
2
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
3
Dynamic spillovers between leading cryptocurrencies and derivatives tokens : insights from a quantile VAR approach
Yousaf, Imran
;
Pham, Linh
;
Goodell, John W.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543916
Saved in:
4
Bitcoin price volatility transmission between spot and futures markets
Apostolakis, George N.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543923
Saved in:
5
To hedge or not to hedge? : cryptocurrencies, gold and oil against stock market risk
Echaust, Krzysztof
;
Just, Małgorzata
;
Kliber, Agata
- In:
International review of financial analysis
94
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014543972
Saved in:
6
Trading activity of VIX futures and options around FOMC announcements
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Yang, J. Jimmy
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543990
Saved in:
7
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun
;
Zhang, Zhendong
;
Luo, Jiawen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
Saved in:
8
An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages
Zhang, Huiming
;
Qian, Siji
;
Ma, Zhen
- In:
International review of financial analysis
94
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014543946
Saved in:
9
Dissecting hedge funds' strategies
Noori, Mohammad
;
Hitaj, Asmerilda
- In:
International review of financial analysis
85
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014234967
Saved in:
10
Random sources correlations and carbon futures pricing
Feng, Ling
;
Wang, Jieyu
- In:
International review of financial analysis
86
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248391
Saved in:
11
On the right jump tail inferred from the VIX market
Li, Zhenxiong
;
Yao, Xingzhi
;
Izzeldin, Marwan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248409
Saved in:
12
Are commodity futures a hedge against inflation? : a Markov-switching approach
Liu, Chunbo
;
Zhang, Xuan
;
Zhou, Zhiping
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248412
Saved in:
13
Risk appetite and option prices : evidence from the Chinese SSE50 options market
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248927
Saved in:
14
The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns
Zhang, Chuanhai
;
Ma, Huan
;
Arkorful, Gideon Bruce
;
Peng, Zhe
- In:
International review of financial analysis
86
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248982
Saved in:
15
Predicting inflation expectations : a habit-based explanation under hedging
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
International review of financial analysis
89
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467052
Saved in:
16
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
17
COVID lockdown, Robinhood traders, and liquidity in stock and option markets
Shang, Danjue
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469185
Saved in:
18
The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets
Procasky, William J.
;
Yin, Anwen
- In:
International review of financial analysis
90
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014470587
Saved in:
19
Financialization and speculators risk premia in commodity futures markets
Carter, Colin Andre
;
Revoredo Giha, César L.
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014471971
Saved in:
20
The crisis alpha of managed futures : myth or reality?
Asif, Raheel
;
Frömmel, Michael
;
Mende, Alexander
- In:
International review of financial analysis
80
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013366290
Saved in:
21
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
Saved in:
22
Trading restriction and the choice for derivatives
Ye, Wuyi
;
Chen, Pengzhan
;
Shi, Yining
;
Liu, Xiaoquan
- In:
International review of financial analysis
82
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013426250
Saved in:
23
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
24
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
25
Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect
Ding, Shusheng
;
Cui, Tianxiang
;
Zhang, Yongmin
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455125
Saved in:
26
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
27
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
28
Returns and volatilities of energy futures markets : roles of speculative and hedging sentiments
Chen, Rongda
;
Wei, Bo
;
Jin, Chenglu
;
Liu, Jia
- In:
International review of financial analysis
76
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012805056
Saved in:
29
Price discovery and microstructure in ether spot and derivative markets
Alexander, Carol
;
Choi, Jaehyuk
;
Massie, Hamish R. A.
; …
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012435768
Saved in:
30
What role do futures markets play in Bitcoin pricing? : causality, cointegration and price discovery from a time-varying perspective?
Hu, Yang
;
Hou, Yang
;
Oxley, Les
- In:
International review of financial analysis
72
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012437354
Saved in:
31
What drives financial hedging? : a meta-regression analysis of corporate hedging determinants
Geyer-Klingeberg, Jerome
;
Hang, Markus
;
Rathgeber, …
- In:
International review of financial analysis
61
(
2019
),
pp. 203-221
Persistent link: https://www.econbiz.de/10012206988
Saved in:
32
Does corporate hedging enhance shareholder value? : a meta-analysis
Bessler, Wolfgang
;
Conlon, Thomas
;
Huan, Xing
- In:
International review of financial analysis
61
(
2019
),
pp. 222-232
Persistent link: https://www.econbiz.de/10012206995
Saved in:
33
Does derivatives use reduce the cost of equity?
Ahmed, Shamim
;
Judge, Amrit
;
Mahmud, Syed Ehsan
- In:
International review of financial analysis
60
(
2018
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012007416
Saved in:
34
Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets
Park, Jin Suk
;
Shi, Yukun
- In:
International review of financial analysis
54
(
2017
),
pp. 176-191
Persistent link: https://www.econbiz.de/10011878213
Saved in:
35
Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest
Magkonis, Georgios
;
Tsouknidis, Dimitris A.
- In:
International review of financial analysis
52
(
2017
),
pp. 104-118
Persistent link: https://www.econbiz.de/10011868715
Saved in:
36
Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility : an asymptotic method
Chen, Jilong
;
Ewald, Christian-Oliver
- In:
International review of financial analysis
52
(
2017
),
pp. 144-151
Persistent link: https://www.econbiz.de/10011868721
Saved in:
37
Dynamic conditional copula correlation and optimal hedge ratios with currency futures
Kotkatvuori-Örnberg, Juha
- In:
International review of financial analysis
47
(
2016
),
pp. 60-69
Persistent link: https://www.econbiz.de/10011624046
Saved in:
38
A quantum derivation of a reputational risk premium
Piñeiro Chousa, Juan Ramón
;
Vizcaíno-González, Marcos
- In:
International review of financial analysis
47
(
2016
),
pp. 304-309
Persistent link: https://www.econbiz.de/10011624199
Saved in:
39
Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
Saved in:
40
Analyzing hedging strategies for fixed income portfolios : a Bayesian approach for model selection
Bessler, Wolfgang
;
Leonhardt, Alexander
;
Wolff, Dominik
- In:
International review of financial analysis
46
(
2016
),
pp. 239-256
Persistent link: https://www.econbiz.de/10011581819
Saved in:
41
Futures markets and fundamentals of base metals
Fernández, Viviana
- In:
International review of financial analysis
45
(
2016
),
pp. 215-229
Persistent link: https://www.econbiz.de/10011581979
Saved in:
42
Liquidity and resolution of uncertainty in the European carbon futures market
Kalaitzoglou, Iordanis Angelos
;
Ibrahim, Boulis Maher
- In:
International review of financial analysis
37
(
2015
),
pp. 89-102
Persistent link: https://www.econbiz.de/10011317249
Saved in:
43
Are CDS spreads predictable? : an analysis of linear and non-linear forecasting models
Avino, Davide
;
Nneji, Ogonna
- In:
International review of financial analysis
34
(
2014
),
pp. 262-274
Persistent link: https://www.econbiz.de/10010529033
Saved in:
44
The use of financial derivatives and risks of US bank holding companies
Li, Shaofang
;
Marinč, Matej
- In:
International review of financial analysis
35
(
2014
),
pp. 46-71
Persistent link: https://www.econbiz.de/10010529629
Saved in:
45
Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka
- In:
International review of financial analysis
26
(
2013
),
pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
Saved in:
46
Pricing of derivatives on commodity indices
Rauch, Johannes
;
Krayzler, Mikhail
;
Brunner, Bernhard
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
Saved in:
47
Managing foreign exchange risk with derivatives in UK non-financial firms
Zhou, Victoria Yun
;
Wang, Peijie
- In:
International review of financial analysis
29
(
2013
),
pp. 294-302
Persistent link: https://www.econbiz.de/10010244929
Saved in:
48
Foreign currency derivative use and shareholder value
Belghitar, Yacine
;
Clark, Ephraim
;
Mefteh, Salma
- In:
International review of financial analysis
29
(
2013
),
pp. 283-293
Persistent link: https://www.econbiz.de/10010244931
Saved in:
49
Hedging stock sector risk with credit default swaps
Ratner, Mitchell
;
Chiu, Chih-Chieh
- In:
International review of financial analysis
30
(
2013
),
pp. 18-25
Persistent link: https://www.econbiz.de/10010460003
Saved in:
50
Predicting the limit-hit frequency in futures contracts
Levy, Tamir
;
Qadan, Mahmod
;
Yagil, Joseph
- In:
International review of financial analysis
30
(
2013
),
pp. 141-148
Persistent link: https://www.econbiz.de/10010460326
Saved in:
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