//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
~subject:"Option pricing theory"
~subject:"USA"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The fundamental theorem of ass...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
USA
CAPM
109
Theorie
92
Theory
92
Devisenmarkt
39
Foreign exchange market
39
Capital income
31
Kapitaleinkommen
31
Börsenkurs
29
Share price
29
Risikoprämie
25
Risk premium
25
Asset pricing
16
Estimation
16
Schätzung
16
Volatility
16
Volatilität
16
Exchange rate
12
Risk
12
Wechselkurs
12
Portfolio selection
11
Portfolio-Management
11
Risiko
11
Estimation theory
8
Forecasting model
8
Prognoseverfahren
8
Risikoaversion
8
Risk aversion
8
Schätztheorie
8
Aktienmarkt
6
Arbitrage
6
Derivat
6
Derivative
6
Geldpolitik
6
Monetary policy
6
Stock market
6
United States
6
ARCH model
5
ARCH-Modell
5
Efficient market hypothesis
5
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
MacDonald, Ronald
2
Chan, Wing Hong
1
Eom, Young Ho
1
Gradojevic, Nikola
1
Grobys, Klaus
1
Hwang, Eunju
1
Jang, Woon Wook
1
Kang, Yong Joo
1
Li, Zhiyong
1
MacAvinchey, Ian D.
1
McDermott, C. John
1
Shin, Dong-wan
1
Taylor, Mark P.
1
Wang, Haixu
1
Wey, Matthew A.
1
Xu, Zheng
1
Yu, Mei
1
more ...
less ...
Published in...
All
Economics letters
The review of financial studies
132
The journal of finance : the journal of the American Finance Association
130
The journal of futures markets
68
Journal of financial economics
59
Journal of banking & finance
55
Journal of financial and quantitative analysis : JFQA
46
International journal of theoretical and applied finance
42
Journal of empirical finance
29
Journal of international money and finance
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Advances in futures and options research : a research annual
23
Journal of economic dynamics & control
23
Journal of political economy
22
Journal of risk and financial management : JRFM
22
Review of quantitative finance and accounting
22
The European journal of finance
22
Finance and stochastics
21
Journal of international financial markets, institutions & money
21
The journal of business : B
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Applied financial economics
19
Applied mathematical finance
19
International review of financial analysis
19
Journal of mathematical finance
19
Quantitative finance
19
Risks : open access journal
19
The financial review : the official publication of the Eastern Finance Association
19
The journal of real estate finance and economics
17
Applied economics
16
Finance research letters
14
The journal of financial research
14
The journal of portfolio management : a publication of Institutional Investor
14
The review of economics and statistics
14
Journal of monetary economics
13
Quarterly journal of business and economics : QJBE
13
Annals of finance
12
International review of economics & finance : IREF
12
Real estate economics : journal of the American Real Estate and Urban Economics Association
12
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The efficiency of the forward exchange market : some evidence for the pound sterling - US dollar exchange rate using residuals from the LUS class
MacAvinchey, Ian D.
- In:
Economics letters
1
(
1987
),
pp. 71-74
Persistent link: https://www.econbiz.de/10001035131
Saved in:
2
Are volatility spillovers between currency and equity market driven by economic states? : evidence from the US economy
Grobys, Klaus
- In:
Economics letters
127
(
2015
),
pp. 72-75
Persistent link: https://www.econbiz.de/10011382877
Saved in:
3
Foreign exchange market efficiency and cointegration : some evidence from the recent float
MacDonald, Ronald
- In:
Economics letters
1
(
1989
),
pp. 63-68
Persistent link: https://www.econbiz.de/10001059892
Saved in:
4
Conditional correlated jump dynamics in foreign exchange
Chan, Wing Hong
- In:
Economics letters
83
(
2004
)
1
,
pp. 23-28
Persistent link: https://www.econbiz.de/10001967528
Saved in:
5
The microstructure of the Canada/U.S. dollar exchange rate : a robustness test
Gradojevic, Nikola
- In:
Economics letters
94
(
2007
)
3
,
pp. 426-432
Persistent link: https://www.econbiz.de/10003437676
Saved in:
6
Excess volatility : a testing strategy
McDermott, C. John
- In:
Economics letters
44
(
1994
)
1
,
pp. 35-41
Persistent link: https://www.econbiz.de/10001164048
Saved in:
7
Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook
;
Eom, Young Ho
;
Kang, Yong Joo
- In:
Economics letters
148
(
2016
),
pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
Saved in:
8
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
9
Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data
Xu, Zheng
- In:
Economics letters
120
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010128844
Saved in:
10
A derivation of the Black-Litterman formula and its symmetry property
Wey, Matthew A.
- In:
Economics letters
231
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014461242
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->