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International capital asset pricing : evidence from options
Mo, Henry; Wu, Liuren - In: Journal of empirical finance 14 (2007) 4, pp. 465-498
Persistent link: https://www.econbiz.de/10003609911
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Disturbing extremal behavior of spot rate dynamics
Bali, Turan G.; Neftci, Salih N. - In: Journal of empirical finance 10 (2003) 4, pp. 455-477
Persistent link: https://www.econbiz.de/10001782291
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A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.; Cakici, Nusret; Levy, Haim - In: Journal of empirical finance 15 (2008) 5, pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
Cover Image
International capital asset pricing: Evidence from options
Mo, Henry; Wu, Liuren - In: Journal of empirical finance 14 (2007) 4, pp. 465-498
Persistent link: https://www.econbiz.de/10007763667
Cover Image
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.; Cakici, Nusret; Levy, Haim - In: Journal of empirical finance 15 (2008) 5, pp. 878
Persistent link: https://www.econbiz.de/10008109031
Cover Image
Disturbing extremal behavior of spot rate dynamics
Bali, Turan G.; Neftci, Salih N. - In: Journal of empirical finance 10 (2003) 4, pp. 455-478
Persistent link: https://www.econbiz.de/10007232877
Cover Image
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.; Cakici, Nusret; Levy, Haim - In: Journal of empirical finance 15 (2008) 5, pp. 878-897
Persistent link: https://www.econbiz.de/10008880808