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~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~isPartOf:"Economics letters"
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The financial review : the official publication of the Eastern Finance Association
Economics letters
The journal of futures markets
128
International journal of theoretical and applied finance
65
Journal of banking & finance
61
Advances in futures and options research : a research annual
33
Journal of financial and quantitative analysis : JFQA
33
The journal of finance : the journal of the American Finance Association
33
Finance and stochastics
29
The review of financial studies
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Energy economics
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NBER working paper series
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Applied mathematical finance
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SpringerLink / Bücher
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The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Journal of financial economics
20
Journal of economic dynamics & control
19
The journal of fixed income
19
International review of financial analysis
18
Review of derivatives research
18
The journal of credit risk : published quarterly by Incisive Media
18
Working paper / National Bureau of Economic Research, Inc.
18
The European journal of finance
17
European journal of operational research : EJOR
16
Gabler Edition Wissenschaft
16
International review of economics & finance : IREF
16
Economic notes : economic review of Banca Monte dei Paschi di Siena
15
Applied financial economics
14
Discussion paper / B
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Europäische Hochschulschriften / 5
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Finance : revue de l'Association Française de Finance
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Finance research letters
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The journal of computational finance
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Die Bank
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Discussion paper
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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1
Credit derivatives and loan yields
Azam, Nimita
;
Mamun, Abdullah al
;
Tannous, George F.
- In:
The financial review : the official publication of the …
57
(
2022
)
1
,
pp. 205-241
Persistent link: https://www.econbiz.de/10012819512
Saved in:
2
An analysis of price discovery between Bitcoin futures and spot markets
Kapar, Burcu
;
Olmo, Jose
- In:
Economics letters
174
(
2019
),
pp. 62-64
Persistent link: https://www.econbiz.de/10012121020
Saved in:
3
Market power and forward prices
Ruddell, Keith
;
Downward, Anthony
;
Philpott, Andy
- In:
Economics letters
166
(
2018
),
pp. 6-9
Persistent link: https://www.econbiz.de/10012011935
Saved in:
4
A novel approach for testing the parity relationship between CDS and credit spread
Castagnetti, Carolina
- In:
Economics letters
172
(
2018
),
pp. 115-117
Persistent link: https://www.econbiz.de/10012021923
Saved in:
5
Does short sale restriction lower price efficiency when substitutes exist? : evidence from the Korean market
Lee, Soonhee
- In:
Economics letters
158
(
2017
),
pp. 77-79
Persistent link: https://www.econbiz.de/10011849812
Saved in:
6
Algorithmic trading, liquidity, and price discovery : an intraday analysis of the SPI 200 futures
Viljoen, Tina
;
Westerholm, P. Joakim
;
Zheng, Hui
- In:
The financial review : the official publication of the …
49
(
2014
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10010363593
Saved in:
7
Alternative derivation of the leximin principle
Mori, Osamu
- In:
Economics letters
124
(
2014
)
1
,
pp. 157-159
Persistent link: https://www.econbiz.de/10010490532
Saved in:
8
Credit default swaps and risk-shifting
Campello, Murillo
;
Matta, Rafael
- In:
Economics letters
117
(
2012
)
3
,
pp. 639-641
Persistent link: https://www.econbiz.de/10009679057
Saved in:
9
Deriving the labour supply curve from happiness data
Dockery, Alfred Michael
- In:
Economics letters
117
(
2012
)
3
,
pp. 898-900
Persistent link: https://www.econbiz.de/10009682545
Saved in:
10
Portfolio effects and valuation of weather derivatives
Brockett, Patrick L.
;
Wang, Mulong
;
Yang, Chuanhou
; …
- In:
The financial review : the official publication of the …
41
(
2006
)
1
,
pp. 55-76
Persistent link: https://www.econbiz.de/10003274772
Saved in:
11
Economic activity and time variation in expected futures returns
Miffre, Joëlle
- In:
Economics letters
73
(
2001
)
1
,
pp. 73-79
Persistent link: https://www.econbiz.de/10001613334
Saved in:
12
Preference-free optimal hedging using futures
Rao, Vadhindran K.
- In:
Economics letters
66
(
2000
)
2
,
pp. 223-228
Persistent link: https://www.econbiz.de/10001440042
Saved in:
13
On the optimal hedge under unbiased futures prices
Lence, Sergio H.
- In:
Economics letters
47
(
1995
)
3
,
pp. 385-388
Persistent link: https://www.econbiz.de/10001178197
Saved in:
14
Black-Scholes revisited : some important details
Beck, Thomas M.
- In:
The financial review : the official publication of the …
28
(
1993
)
1
,
pp. 77-90
Persistent link: https://www.econbiz.de/10001143178
Saved in:
15
Testing option pricing models for several contingent claims using a generalized methodology
Veld, Chris H.
- In:
Economics letters
41
(
1993
)
3
,
pp. 293-299
Persistent link: https://www.econbiz.de/10001145325
Saved in:
16
Execution lags and imperfect arbitrage : the case of stock index arbitrage
Vila, Anne Fremault
- In:
Economics letters
43
(
1993
)
1
,
pp. 103-109
Persistent link: https://www.econbiz.de/10001151849
Saved in:
17
Optimal hedging and spreading in cointegrated markets
Lien, Da-hsiang Donald
- In:
Economics letters
40
(
1992
)
1
,
pp. 91-95
Persistent link: https://www.econbiz.de/10001137541
Saved in:
18
A stochastic dominance analysis of trading losses from using sample estimates of the variance in the Black-Scholes model
Levy, Haim
- In:
Economics letters
40
(
1992
)
2
,
pp. 217-221
Persistent link: https://www.econbiz.de/10001138420
Saved in:
19
Pricing options on an asset with Bernoulli jump-diffusion returns
Trippi, Robert R.
- In:
The financial review : the official publication of the …
27
(
1992
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10001143749
Saved in:
20
Short sale restrictions : implications for stock index arbitrage
Puttonen, Vesa
- In:
Economics letters
37
(
1991
)
2
,
pp. 159-163
Persistent link: https://www.econbiz.de/10001114356
Saved in:
21
Economic determinants of trading volume in futures markets
Malliaris, Anastasios G.
- In:
Economics letters
35
(
1991
)
3
,
pp. 301-305
Persistent link: https://www.econbiz.de/10001102350
Saved in:
22
Testing the warrant pricing model
Lim, Kian-Guan
- In:
Economics letters
35
(
1991
)
4
,
pp. 451-455
Persistent link: https://www.econbiz.de/10001105615
Saved in:
23
The value of the option to "wait and see"
Kelly, Morgan
- In:
Economics letters
36
(
1991
)
2
,
pp. 147-151
Persistent link: https://www.econbiz.de/10001107953
Saved in:
24
Forward rate biases and inconsistencies with tax-modified Fisher conditions
MacClure, J. H.
- In:
Economics letters
32
(
1990
)
1
,
pp. 49-51
Persistent link: https://www.econbiz.de/10001080482
Saved in:
25
Volatility-invariant hedging
Shaffer, Sherrill
- In:
Economics letters
3
(
1989
),
pp. 249-251
Persistent link: https://www.econbiz.de/10001064734
Saved in:
26
Perfect option hedging and the hedge ratio
Müller, Sigrid M.
- In:
Economics letters
3
(
1989
),
pp. 243-248
Persistent link: https://www.econbiz.de/10001064735
Saved in:
27
Seasonality in the option market
Dickinson, Amy
- In:
The financial review : the official publication of the …
24
(
1989
)
4
,
pp. 529-540
Persistent link: https://www.econbiz.de/10001103534
Saved in:
28
Investment decision making with derivative securities
Brooks, Robert
- In:
The financial review : the official publication of the …
24
(
1989
)
4
,
pp. 511-527
Persistent link: https://www.econbiz.de/10001103535
Saved in:
29
A study of call price behavior under a stationary return generating process
Chang, Suckjeong J.
- In:
The financial review : the official publication of the …
24
(
1989
)
3
,
pp. 335-354
Persistent link: https://www.econbiz.de/10001103624
Saved in:
30
Structuring an option to facilitate replication with transaction costs
Shaffer, Sherrill
- In:
Economics letters
31
(
1989
)
2
,
pp. 183-187
Persistent link: https://www.econbiz.de/10001078154
Saved in:
31
Perfect option hedging and the hedge ratio
Müller, Sigrid M.
- In:
Economics letters
31
(
1989
)
1
,
pp. 71-75
Persistent link: https://www.econbiz.de/10001078190
Saved in:
32
Black-scholes revisited : some important details
Kutner, George W.
- In:
The financial review : the official publication of the …
23
(
1988
)
1
,
pp. 95-104
Persistent link: https://www.econbiz.de/10001061453
Saved in:
33
On the accuracy of the mean-variance approximation for futures markets
Newbery, David M. G.
- In:
Economics letters
1
(
1988
),
pp. 63-68
Persistent link: https://www.econbiz.de/10001051495
Saved in:
34
On the striking price bias of the Black-Scholes formula with an estimated variance rate
Chaudhury, Mohammed M.
- In:
Economics letters
4
(
1987
),
pp. 359-362
Persistent link: https://www.econbiz.de/10001040577
Saved in:
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