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Volatility derivatives and mod...
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Theorie
253
Theory
253
Volatility
195
Volatilität
195
Capital structure
183
Kapitalstruktur
183
Capital income
115
Kapitaleinkommen
115
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109
United States
109
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97
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97
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83
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546
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Bakshi, Gurdip S.
8
Jacobs, Kris
8
Morellec, Erwan
7
Acharya, Viral V.
6
Christoffersen, Peter F.
6
Graham, John R.
6
Harvey, Campbell R.
6
Strebulaev, Ilya A.
6
DeAngelo, Harry
5
Pearson, Neil D.
5
Ang, Andrew
4
Aït-Sahalia, Yacine
4
Bali, Turan G.
4
Bollerslev, Tim
4
Chan, Kalok
4
Denis, David J.
4
Flannery, Mark J.
4
Goldstein, Robert S.
4
Longstaff, Francis A.
4
Ornthanalai, Chayawat
4
Pedersen, Lasse Heje
4
Richardson, Matthew
4
Schwartz, Eduardo S.
4
Subrahmanyam, Avanidhar
4
Ai, Hengjie
3
Almeida, Heitor
3
Aragon, George O.
3
Brandt, Michael W.
3
Brown, Gregory W.
3
Campello, Murillo
3
Carr, Peter
3
Collin-Dufresne, Pierre
3
DeAngelo, Linda
3
Della Corte, Pasquale
3
Doshi, Hitesh
3
Gay, Gerald
3
Giglio, Stefano
3
Gompers, Paul A.
3
Gornall, Will
3
Grenadier, Steven R.
3
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NBER Symposium on New Perspectives on Corporate Capital Structures <2013, Cambridge, Mass.>
1
National Bureau of Economic Research
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Journal of financial economics
The journal of futures markets
1,259
Finance research letters
1,041
Journal of banking & finance
917
NBER working paper series
910
Energy economics
893
Working paper / National Bureau of Economic Research, Inc.
814
NBER Working Paper
751
International journal of theoretical and applied finance
716
International review of financial analysis
672
International review of economics & finance : IREF
640
Applied economics
589
Economic modelling
503
The North American journal of economics and finance : a journal of financial economics studies
467
Working paper
433
Research in international business and finance
426
Applied financial economics
423
The journal of finance : the journal of the American Finance Association
421
Discussion paper / Centre for Economic Policy Research
420
Journal of econometrics
397
Economics letters
396
Applied economics letters
387
The review of financial studies
383
The journal of derivatives : the official publication of the International Association of Financial Engineers
368
Finance and stochastics
367
Journal of empirical finance
365
Journal of international financial markets, institutions & money
362
Quantitative finance
362
Mathematical finance : an international journal of mathematics, statistics and financial theory
360
The European journal of finance
343
Journal of economic dynamics & control
342
Pacific-Basin finance journal
340
Applied mathematical finance
336
Journal of international money and finance
333
Journal of financial and quantitative analysis : JFQA
330
Journal of risk and financial management : JRFM
322
IMF Working Papers
314
IMF working papers
310
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
307
Research paper series / Swiss Finance Institute
299
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ECONIS (ZBW)
546
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1
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
2
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
3
Hedging
options
Chen, Nai-fu
;
Johnson, Herb
- In:
Journal of financial economics
14
(
1985
)
2
,
pp. 317-321
Persistent link: https://www.econbiz.de/10001999356
Saved in:
4
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
5
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
6
Analyzing
volatility
risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
7
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
Saved in:
8
Are banks happy when managers go long? : the information content of managers' vested option holdings for loan pricing
Dezsö, Cristian L.
;
Ross, David Gaddis
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 395-410
Persistent link: https://www.econbiz.de/10009666527
Saved in:
9
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
Saved in:
10
Pinning in the S&P 500 futures
Golez, Benjamin
;
Jackwerth, Jens Carsten
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 566-585
Persistent link: https://www.econbiz.de/10009710162
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