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Bidarkota, Prasad V.
43
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6
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6
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ECONIS (ZBW)
RePEc
131
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9
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2
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1
Information content of cross-sectional option prices : a comparison of alternative currency option pricing models on the Japanese yen
Dupoyet, Brice
- In:
The journal of futures markets
26
(
2006
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10003303867
Saved in:
2
A new take on the relationship between interest rates and credit spreads
Dupoyet, Brice
;
Jiang, Xiaoquan
;
Zhang, Qianying
- In:
Applied economics
56
(
2024
)
5
,
pp. 520-536
Persistent link: https://www.econbiz.de/10014440088
Saved in:
3
A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
Saved in:
4
A behavioral explanation for the negative asymmetric return-volatility relation
Hibbert, Ann Marie
;
Daigler, Robert T.
;
Dupoyet, Brice
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2254-2266
Persistent link: https://www.econbiz.de/10003778723
Saved in:
5
Optimum allocation of weights to assets in a portfolio : the case of nominal annualization of returns
Chang, Chun-hao
;
DuPoyet, Brice
;
Prakash, Arun J.
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1635-1646
Persistent link: https://www.econbiz.de/10003800194
Saved in:
6
Effect of intervalling and skewness on portfolio selection indeveloped and developing markets
Chang, Chun-hao
;
Dupoyet, Brice
;
Prakash, Arun J.
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1697-1707
Persistent link: https://www.econbiz.de/10003800238
Saved in:
7
Interest rates and credit spread dynamics
Neal, Robert S.
;
Rolph, Douglas
;
Dupoyet, Brice
;
Jiang, …
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 25-39
Persistent link: https://www.econbiz.de/10011399798
Saved in:
8
The implied convexity of VIX futures
Daigler, Robert T.
;
Dupoyet, Brice
;
Patterson, Fernando M.
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 73-90
Persistent link: https://www.econbiz.de/10011687233
Saved in:
9
Spicing up a portfolio with commodity futures : still a good recipe?
Daigler, Robert T.
;
Dupoyet, Brice
;
You, Leyuan
- In:
The journal of alternative investments
19
(
2017
)
4
,
pp. 8-23
Persistent link: https://www.econbiz.de/10011673671
Saved in:
10
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
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