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Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus; Strømberg, Jacob - In: Journal of financial economics 111 (2014) 1, pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
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Volatility spillover effects in European equity markets
Baele, Lieven - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 2, pp. 373-401
Persistent link: https://www.econbiz.de/10002975610
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SOES trading and market volatility
Battalio, Robert H. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 225-238
Persistent link: https://www.econbiz.de/10001224463
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Macroeconomic news and bond market volatility
Jones, Charles M. - In: Journal of financial economics 47 (1998) 3, pp. 315-337
Persistent link: https://www.econbiz.de/10001234960
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Exchange rate variability and the riskiness of US multinational firms : evidence from the breakdown of the Bretton Woods system
Bartov, Eli; Bodnar, Gordon M.; Kaul, Aditya - In: Journal of financial economics 42 (1996) 1, pp. 105-132
Persistent link: https://www.econbiz.de/10001205753
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Modeling the conditional distribution of interest rates as a regime-switching process
Gray, Stephen - In: Journal of financial economics 42 (1996) 1, pp. 27-62
Persistent link: https://www.econbiz.de/10001205760
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Another look at models of the short-term interest rate
Brenner, Robin James - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 1, pp. 85-107
Persistent link: https://www.econbiz.de/10001208194
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An empirical examination of information, differences of opinion, and trading activity
Bessembinder, Hendrik - In: Journal of financial economics 40 (1996) 1, pp. 105-134
Persistent link: https://www.econbiz.de/10001192319
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Information and volatility linkages in the stock, bond, and money markets
Fleming, Jeff - In: Journal of financial economics 49 (1998) 1, pp. 111-137
Persistent link: https://www.econbiz.de/10001244931
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The relation between implied and realized volatility
Christensen, Bent Jesper - In: Journal of financial economics 50 (1998) 2, pp. 125-150
Persistent link: https://www.econbiz.de/10001250560