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Volatility
436
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436
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399
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257
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257
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Bouri, Elie
14
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14
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13
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11
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10
Vo Xuan Vinh
10
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9
Corbet, Shaen
7
Lau, Chi Keung
7
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7
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6
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6
Hamori, Shigeyuki
6
Ji, Qiang
6
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6
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6
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6
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6
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6
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6
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5
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5
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5
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5
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5
Huang, Shupei
5
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5
Naeem, Muhammad Abubakr
5
Sensoy, Ahmet
5
Uddin, Mohammed Gazi Salah
5
Wei, Yu
5
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5
Yin, Libo
5
Zaremba, Adam
5
Abid, Ilyes
4
An, Haizhong
4
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4
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4
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International review of financial analysis
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5,749
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5,067
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International review of economics & finance : IREF
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932
Discussion paper / Tinbergen Institute
898
World Bank E-Library Archive
887
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880
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
870
International Journal of Energy Economics and Policy : IJEEP
856
NBER Working Papers
841
IMF Working Paper
839
Journal of international financial markets, institutions & money
807
Applied financial economics
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ECONIS (ZBW)
1,007
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1
Volatility
risk premium in the interest rate market : evidence from delta-hedged gains on USD interest rate
swaps
Byun, Suk Joon
;
Chang, Ki Cheon
- In:
International review of financial analysis
40
(
2015
),
pp. 88-102
Persistent link: https://www.econbiz.de/10011475633
Saved in:
2
What determines the yen
swap
spread?
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
- In:
International review of financial analysis
40
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
Saved in:
3
The dynamics of sovereign yields over
swap
rates in the Eurozone market
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
- In:
International review of financial analysis
72
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012437221
Saved in:
4
Linking the interest rate
swap
markets to the macroeconomic risk : the UK and us evidence
Azad, A. S. M. Sohel
;
Fang, Victor
;
Hung, Chi-hsiou
- In:
International review of financial analysis
22
(
2012
),
pp. 38-47
Persistent link: https://www.econbiz.de/10010219705
Saved in:
5
Modeling
volatility
and changes in the
swap
spread
In, Francis Haeuck
;
Brown, Rob
;
Fang, Victor
- In:
International review of financial analysis
12
(
2003
)
5
,
pp. 545-561
Persistent link: https://www.econbiz.de/10001797475
Saved in:
6
Impacts of sovereign risk premium on bank profitability : evidence from euro area
Junttila, Juha
;
Nguyen, Vo Cao Sang
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013410652
Saved in:
7
Long-term foreign exchange risk premia and inflation risk
Daehwan, Kim
;
Moneta, Fabio
- In:
International review of financial analysis
78
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013253471
Saved in:
8
Valuation of callable range accrual linked to CMS Spread under generalized
swap
market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
9
Forecasting implied
volatility
risk indexes : international evidence using Hammerstein-ARX approach
Tissaoui, Kais
- In:
International review of financial analysis
64
(
2019
),
pp. 232-249
Persistent link: https://www.econbiz.de/10012208480
Saved in:
10
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua
;
De Boyrie, Maria E.
;
Pavlova, …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366188
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