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Welfare effect of interest rate shocks and policy implications
Ericson, Richard Eric; Liu, Xuan - In: Applied financial economics 22 (2012) 22/24, pp. 1899-1917
Persistent link: https://www.econbiz.de/10009719320
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Welfare effect of interest rate shocks and policy implications
Ericson, Richard E.; Liu, Xuan - In: Applied financial economics 22 (2012) 22, pp. 1899-1918
Persistent link: https://www.econbiz.de/10009984386
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Returns to trading portfolios of FTSE 100 index options
Liu, Xiaoquan - In: Applied financial economics 17 (2007) 13/15, pp. 1211-1225
Persistent link: https://www.econbiz.de/10003590582
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Bid-ask spread, strike prices and risk-neutral densities
Liu, Xiaoquan - In: Applied financial economics 17 (2007) 10/12, pp. 887-900
Persistent link: https://www.econbiz.de/10003538047