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Is Corporate Governance Ineffective in Emerging Markets?

Gibson, Michael S. - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 1, pp. 231

Persistent link: https://www.econbiz.de/10006694749

EVALUATING FORECASTS OF CORRELATION USING OPTION PRICING - Black and Scholes assumed that the underlying asset's volatility was constant and known in deriving their option pricing model. But as soon as the model was applied to real data, it became clear that volatilities change over time and must be forecasted. With complex derivatives that depend on two or more underlying assets now being ...

Gibson, Michael S.; Boyer, Brian H. - In: The journal of derivatives : the official publication … 6 (1998) 2, pp. 18-38

Persistent link: https://www.econbiz.de/10007346977

EVALUATING FORECASTS OF CORRELATION USING OPTION PRICING - Black and Scholes assumed that the underlying asset's volatility was constant and known in deriving their option pricing model. But as soon as the model was applied to real data, it became clear that volatilities change over time and must be forecasted. With complex derivatives that depend on two or more underlying assets now being ...

Gibson, Michael S.; Boyer, Brian H. - In: The journal of derivatives : the official publication … 19980, pp. 18-38

Persistent link: https://www.econbiz.de/10007374520

More Evidence on the Link between Bank Health and Investment in Japan

Gibson, Michael S. - In: Journal of the Japanese and international economies : … 11 (1997) 3, pp. 296-310

Persistent link: https://www.econbiz.de/10007067547

Can Bank Health Affect Investment? Evidence from Japan

Gibson, Michael S. - In: The journal of business : B 68 (1995) 3, pp. 281-308

Persistent link: https://www.econbiz.de/10007332880

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