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A Simple Credit Risk Model wit...
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On the pricing of expected idiosyncratic skewness
Cui, Xiangyu
;
Guan, Zheng
- In:
Economics letters
216
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448356
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Probability weighting in commodity futures markets
Yuan, Jun
;
Xu, Qi
;
Wang, Ying
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 516-548
Persistent link: https://www.econbiz.de/10014293131
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3
Risk return and portfolio allocation under alternative pension systems with imperfect financial markets
Miles, David
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2001
Persistent link: https://www.econbiz.de/10013423389
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4
Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?
Procasky, William J.
;
Yin, Anwen
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1466-1490
Persistent link: https://www.econbiz.de/10013287989
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Market reactions to the ECB's Comprehensive Assessment
Sahin, Cenkhan
;
Haan, Jakob de
- In:
Economics letters
140
(
2016
),
pp. 1-5
Persistent link: https://www.econbiz.de/10011615673
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Valuation of European firms during the Russia-Ukraine war
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
Economics letters
218
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013466502
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7
Multi-period hedge ratios for a multi-asset portfolio when accounting for returns co-movement
Fernández, Viviana
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 182-207
Persistent link: https://www.econbiz.de/10003647712
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8
The information content in implied idiosyncratic volatility and the cross-section of stock returns : evidence from the option markets
Diavatopoulos, Dean
;
Doran, James S.
;
Peterson, David R.
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1013-1039
Persistent link: https://www.econbiz.de/10003769957
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9
Free flows, limited diversification : explaining the fall and rise of stock market correlations, 1890 - 2001
Quinn, Dennis P.
;
Voth, Hans-Joachim
-
2008
Persistent link: https://www.econbiz.de/10003773989
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10
Learning in financial markets
Pástor, Ľuboš
;
Veronesi, Pietro
-
2009
Persistent link: https://www.econbiz.de/10003807976
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