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On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements
Brenner, Menachem; Pasquariello, Paolo; Subrahmanyam, Marti - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 6, pp. 1265-1291
Persistent link: https://www.econbiz.de/10008390422
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The pricing of options on default-free bonds
Courtadon, Georges - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 1, pp. 75-100
Persistent link: https://www.econbiz.de/10002037549
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Tests of an American option pricing model on the foreign currency options market
Bodurtha, James N. - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 2, pp. 153-167
Persistent link: https://www.econbiz.de/10001025736
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On the stability of the distribution of the market component in stock price changes
Brenner, Menachem - In: Journal of financial and quantitative analysis : JFQA 9 (1974) 6, pp. 945-961
Persistent link: https://www.econbiz.de/10001951099
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On measuring the risk of common stocks by options prices : A note
Brenner, Menachem; Galai, Dan - In: Journal of financial and quantitative analysis : JFQA 19 (1984) 4, pp. 403-412
Persistent link: https://www.econbiz.de/10001951082
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A multifactor spot rate model for the pricing of interest rate derivatives
Peterson, Sandra; Stapleton, Richard C.; Subrahmanyam, … - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 847-880
Persistent link: https://www.econbiz.de/10001859311
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Liquidity and arbitrage in the market for credit risk
Nashikkar, Amrut; Subrahmanyam, Marti G.; Mahanti, Sriketan - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 3, pp. 627-656
Persistent link: https://www.econbiz.de/10009385041