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Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data

Walter, Christian (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001577552

Representable options

Lenga, Matthias - 2017

Persistent link: https://www.econbiz.de/10012613284

A comparison of discount rate models using international stock market data

Kasa, Kenneth - 1994 - Rev

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Australian banking risk : evidence from share prices

Gizycki, Marianne C.; Levonian, Mark E. - 1994

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The persistence of bank profits : what the stock market implies

Levonian, Mark E. - 1993

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Short-sale constraints and financial market outcomes

Rottke, Simon - 2016

Persistent link: https://www.econbiz.de/10011473509

Essays on empirical asset pricing

Koehl, Alexandra Aurelia - 2019

Persistent link: https://www.econbiz.de/10012138121

The response of European stock markets to the Brexit

Raddant, Matthias - 2016

This paper reviews the response of the European stock markets to the Brexit referendum. We analyze the correlation of market indices, stock volatility and the special role of stocks from the financial sector. While the impact of the vote was very similar for the stock markets in France, Germany...

Persistent link: https://www.econbiz.de/10011620331

Cointegration in international stock markets : evidence from Nordic countries

Soikkeli, Jarkko - 2000

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Mean reversion in national stock markets revisited : empirical evidence from mature markets

Bernal, Alberto J.; Soikkeli, Jarkko - 2000

Persistent link: https://www.econbiz.de/10001485780