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The North American journal of economics and finance : a journal of financial economics studies
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390
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177
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170
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ECONIS (ZBW)
71
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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
Pricing basket spread options with default risk under Heston-Nandi GARCH models
Wang, Xingchun
;
Zhang, Han
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413519
Saved in:
4
Pricing of vulnerable exchange options with early counterparty credit risk
Kim, Donghyun
;
Kim, Geonwoo
;
Yoon, Ji-Hun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413573
Saved in:
5
Trade friction and price discovery in the USD-CAD spot and forward markets
Yan, Meng
;
Chen, Jian
;
Song, Victor
;
Xu, Ke
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013413582
Saved in:
6
Pricing vulnerable options with stochastic liquidity risk
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449096
Saved in:
7
Deriving equity risk premium using dividend futures
Časta, Martin
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013449236
Saved in:
8
Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes
Chen, Jun-Home
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013449359
Saved in:
9
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:
10
Sensitivity-based Conditional Value at Risk (SCVaR) : an efficient measurement of credit exposure for options
Shi, Ruoshi
;
Zhao, Yanlong
;
Bao, Ying
;
Peng, Cheng
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539080
Saved in:
11
The values and incentive effects of options on the maximum or the minimum of the stock prices and market index
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012667343
Saved in:
12
Did the introduction of Bitcoin futures crash the Bitcoin market at the end of 2017?
Hattori, Takahiro
;
Ishida, Ryo
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012821885
Saved in:
13
The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali
;
Ben-Abdallah, Ramzi
;
Breton, Michèle
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
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14
Hedging futures performance with denoising and noise-assisted strategies
Zheng, Chengli
;
Su, Kuangxi
;
Yao, Yinhong
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013186418
Saved in:
15
Extendible stock loan
Wu, Wei-Hwa
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013188336
Saved in:
16
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:
17
Explicit expressions to counterparty credit exposures for Forward and European Option
Li, Shuang
;
Peng, Cheng
;
Bao, Ying
;
Zhao, Yanlong
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012656950
Saved in:
18
Risk premium or irrational expectations? : an investigation into the causes of forward discount bias across 27 developed and developing economies forward rates
Miah, Fazlul
;
Al-Titi, Omar
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012658795
Saved in:
19
Interest rate derivatives and risk exposure : evidence from the life insurance industry
Liu, Hui-Hsuan
;
Chang, Ariana
;
Shiu, Yung-Ming
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012659093
Saved in:
20
An options-based approach to analyze auction guarantees in the art market
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012660124
Saved in:
21
Disagreement with procyclical beliefs and asset pricing
Wang, Hailong
;
Hu, Duni
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012660172
Saved in:
22
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
Saved in:
23
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
Saved in:
24
Futures minimum variance hedge ratio determination : an ex-ante analysis
Chen, Ren-Raw
;
Leistikow, Dean
;
Wang, Andrew
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012666955
Saved in:
25
The role of the board and the audit committee in corporate risk management
Tai, Vivian W.
;
Lai, Yi-Hsun
;
Yang, Tung-Hsiao
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012667168
Saved in:
26
Derivatives market and economic growth nexus : policy implications for emerging markets
Duc Hong Vo
;
Nguyen Phuc Van
;
Ha Minh Nguyen
;
Anh The Vo
; …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012667174
Saved in:
27
Time-dependent lead-lag relationships between the VIX and VIX futures markets
Yang, Yan-Hong
;
Shao, Ying-Hui
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012632213
Saved in:
28
Forecast on silver futures linked with structural breaks and day-of-the-week effect
Li, Wenlan
;
Cheng, Yuxiang
;
Fang, Qiang
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012632214
Saved in:
29
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:
30
Pricing of vulnerable options with early counterparty credit risk
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 645-656
Persistent link: https://www.econbiz.de/10012120148
Saved in:
31
An analytical approximation approach for pricing European options in a two-price economy
Li, Zhe
;
Zhang, Weiguo
;
Zhang, Yue
;
Yi, Zhigao
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012201210
Saved in:
32
How money illusions and heterogeneous beliefs affect asset prices
Ma, Chaoqun
;
Wang, Hailong
;
Cheng, Fengchao
;
Hu, Duni
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 167-192
Persistent link: https://www.econbiz.de/10012036533
Saved in:
33
A comparison study of pricing credit default swap index tranches with convex combination of copulae
Okhrin, Ostap
;
Xu, Yafei
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 173-217
Persistent link: https://www.econbiz.de/10011938100
Saved in:
34
Mispricing and trader positions in the S&P 500 index futures market
Lai, Ya-Wen
;
Lin, Chiou-Fa
;
Tang, Mei-Ling
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 250-265
Persistent link: https://www.econbiz.de/10011938115
Saved in:
35
State-dependent jump risks for American gold futures option pricing
Lian, Yu-Min
;
Liao, Szu-Lang
;
Chen, Jun-Home
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 115-133
Persistent link: https://www.econbiz.de/10011534881
Saved in:
36
The nature and impact of the market forecasting errors in the Federal funds futures market
Dunbar, Kwamie
;
Amin, Abu S.
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 174-192
Persistent link: https://www.econbiz.de/10011514207
Saved in:
37
An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.
;
Grossmann, Axel
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
Saved in:
38
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
39
Special issue: Risk management and financial derivatives
Hammoudeh, Shawkat
(
contributor
)
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-357
Persistent link: https://www.econbiz.de/10009777901
Saved in:
40
Implied Sharpe ratios of portfolios with options : application to Nikkei futures and listed options
Akuzawa, Toshinao
;
Nishiyama, Yoshihiko
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 335-357
Persistent link: https://www.econbiz.de/10009779207
Saved in:
41
Valuation of double trigger catastrophe options with counterparty risk
Jiang, I-ming
;
Yang, Sheng-Yung
;
Liu, Yu-hong
;
Wang, Alan T.
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 226-242
Persistent link: https://www.econbiz.de/10009779275
Saved in:
42
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
43
Arbitrage-free implied volatility surfaces for options on single stock futures
Kotzé, Antonie
;
Labuschagne, Coenraad C. A.
;
Nair, …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 380-399
Persistent link: https://www.econbiz.de/10010367577
Saved in:
44
Improving the design of treasury bond futures contracts
Oviedo, Rodolfo
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1293-1316
Persistent link: https://www.econbiz.de/10003336994
Saved in:
45
Selective hedging, information asymmetry, and futures prices
Knill, April M.
;
Minnick, Kristina
;
Nejadmalayeri, Ali
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1475-1502
Persistent link: https://www.econbiz.de/10003337019
Saved in:
46
The nontradability premium of derivatives contracts
Eldor, Rafi
;
Hauser, Shmuel
;
Kahn, Michael
;
Kamara, Avraham
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 2067-2097
Persistent link: https://www.econbiz.de/10003378537
Saved in:
47
Stock market quality in the presence of a traded option
Jong, Cyriel de
;
Koedijk, Kees
;
Schnitzlein, Charles R.
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 2243-2274
Persistent link: https://www.econbiz.de/10003378599
Saved in:
48
The hedge ratio and the empirical relationship between the stock and futures markets : a new approach using wavelet analysis
In, Francis Haeuck
;
Kim, Sangbae
- In:
The journal of business : B
79
(
2006
)
2
,
pp. 799-820
Persistent link: https://www.econbiz.de/10003310384
Saved in:
49
Exotics and electrons : electric power crises and financial risk management
Banerjee, Suman
;
Noe, Thomas H.
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2659-2696
Persistent link: https://www.econbiz.de/10003406549
Saved in:
50
Digital contracts and price manipulation
Vanden, Joel M.
- In:
The journal of business : B
78
(
2005
)
5
,
pp. 1891-1916
Persistent link: https://www.econbiz.de/10003232606
Saved in:
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