Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Modeling the effect of macroec...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
33
Theory
33
Optionspreistheorie
21
Option pricing theory
19
USA
18
Derivat
17
Derivative
17
Volatilität
17
United States
16
Volatility
16
Risiko
11
Risk
11
Estimation
9
Hedging
9
Schätzung
9
Estimation theory
7
Optionsgeschäft
7
Schätztheorie
7
Credit risk
6
Index futures
6
Index-Futures
6
Kreditrisiko
6
Option trading
6
Börsenkurs
5
Credit rating
5
Kreditwürdigkeit
5
Markov chain
5
Markov-Kette
5
Share price
5
Aktienindex
4
Arbitrage
4
CAPM
4
Portfolio selection
4
Portfolio-Management
4
Risikomanagement
4
Risikoneutralität
4
Risk neutrality
4
Statistical distribution
4
Statistische Verteilung
4
Stock index
4
more ...
less ...
Online availability
All
Free
19
Undetermined
8
Type of publication
All
Article
42
Book / Working Paper
39
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Aufsatz im Buch
3
Book section
3
Aufsatzsammlung
1
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
Systematic review
1
conceptual-paper
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Undetermined
100
Author
All
Figlewski, Stephen
64
Frydman, Halina
17
Frydman, Roman
5
Birru, Justin
4
Cumby, Robert
4
Engle, Robert F.
4
Battalio, Robert H.
3
Trimbath, Susanne
3
Acharya, Viral V.
2
Cecchetti, Stephen G.
2
Frommherz, Anja
2
Gao, Bin
2
Green, Tracy Clifton
2
Hasbrouck, Joel
2
Kao, Duen-li
2
Lakner, Peter
2
Liang, Weijian
2
Lynch, Anthony W.
2
Matuszyk, Anna
2
Neal, Robert S.
2
Schuermann, Til
2
Subrahmanyam, Marti G.
2
Wang, Xiaozu
2
Ahn, Dong-Hyun
1
Altman, Edward I.
1
Berman, Simeon M.
1
Canina, Linda
1
Chang, Bo Young
1
Christoffersen, Peter F.
1
Fitzgerald, M. Desmond
1
Freund, Steven
1
Haase, Marco
1
Huss, Matthias
1
Jacobs, Kris
1
John, Kose
1
Kallberg, Jarl G.
1
Kon, Stanley Jay
1
Landskroner, Yoram
1
Levich, Richard M.
1
Li, Chang
1
more ...
less ...
Institution
All
Salomon Brothers Center for the Study of Financial Institutions
1
The Wharton Financial Institutions Center
1
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
The journal of futures markets
4
The journal of finance : the journal of the American Finance Association
3
Financial markets, institutions & instruments
2
Institute for New Economic Thinking Working Paper Series
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
The New York University Salomon Center series on financial markets and institutions
2
The review of economics and statistics
2
Annual review of financial economics
1
Arbeitspapier
1
Brookings-Wharton papers on financial services
1
Economic research reports
1
Finance
1
Financial analysts journal : FAJ
1
International review of economics & finance : IREF
1
Japan and the world economy : international journal of theory and policy
1
Journal of financial economics
1
Journal of financial markets
1
Journal of the American Statistical Association : JASA
1
Journal of the Operational Research Society
1
Kelley School of Business Research Paper
1
Managerial Finance
1
Mathematics and financial economics
1
NYU Salomon Center for the Study of Financial Institutions - DerivativesPublications
1
Operations research
1
Proceedings of China Derivatives Markets Conference 2016
1
Quantitative finance
1
Research working papers / Research Division, Federal Reserve Bank of Kansas City
1
Restoring financial stability : how to repair a failed system
1
Review of finance : journal of the European Finance Association
1
Review of quantitative finance and accounting
1
Review of research in futures markets : publ. three times a year by the Chicago Board of Trade in coop. with the Chicago Board of Trade Foundation
1
Salomon Center for the Study of Financial Institutions - Publications
1
Salomon Center for the Study of Financial Institutions <New York, NY> - Credit & Debt Markets Research Program
1
Selected writings on futures markets : explorations in financial futures markets
1
Statistics Working Papers Series, Vol. , pp. -, 1997
1
Statistics Working Papers Series, Vol. , pp. -, 2001
1
Statistics Working Papers Series, Vol. , pp. -, 2003
1
more ...
less ...
Source
All
ECONIS (ZBW)
76
USB Cologne (business full texts)
2
USB Cologne (EcoSocSci)
2
Other ZBW resources
1
Showing
1
-
10
of
81
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling the effect of macroeconomic factors on corporate default and credit rating transitions
Figlewski, Stephen
;
Frydman, Halina
;
Liang, Weijian
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 87-105
Persistent link: https://www.econbiz.de/10009428084
Saved in:
2
Optimal investment in a defaultable bond
Lakner, Peter
;
Liang, Weijian
- In:
Mathematics and financial economics
1
(
2008
)
3/4
,
pp. 283-310
Persistent link: https://www.econbiz.de/10003722534
Saved in:
3
Estimation in the mixture of Markov chains moving with different speeds
Frydman, Halina
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
471
,
pp. 1046-1053
Persistent link: https://www.econbiz.de/10003107983
Saved in:
4
Forecasting volatility
Figlewski, Stephen
- In:
Financial markets, institutions & instruments
6
(
1997
)
1
Persistent link: https://www.econbiz.de/10001217426
Saved in:
5
Hedging with stock index futures : theory and application in a new market
Figlewski, Stephen
- In:
The journal of futures markets
5
(
1985
)
2
,
pp. 183-199
Persistent link: https://www.econbiz.de/10001128568
Saved in:
6
Options arbitrage in imperfect markets
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1289-1311
Persistent link: https://www.econbiz.de/10001080358
Saved in:
7
Margins and market integrity : margin setting for stock index futures and options
Figlewski, Stephen
- In:
The journal of futures markets
4
(
1984
)
3
,
pp. 385-416
Persistent link: https://www.econbiz.de/10001082850
Saved in:
8
Assessing the incremental value of option pricing theory relative to an informationally passive benchmark
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10001718716
Saved in:
9
Assessing the incremental value of option pricing theory relative to an "informationally passive" benchmark
Figlewski, Stephen
-
2002
Persistent link: https://www.econbiz.de/10001701082
Saved in:
10
Derivates risks, old and new
Figlewski, Stephen
- In:
Brookings-Wharton papers on financial services
1
(
1998
),
pp. 159-217
Persistent link: https://www.econbiz.de/10001744321
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
