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Measuring Equity Risk with Option-implied Correlations
Buss, Adrian
;
Vilkov, Grigory
- In:
The review of financial studies
25
(
2013
)
10
,
pp. 3113-3112
Persistent link: https://www.econbiz.de/10010114804
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2
Measuring Equity Risk with Option-implied Correlations
Buss, Adrian
;
Vilkov, Grigory
- In:
The review of financial studies
25
(
2012
)
10
,
pp. 3113-3113
Persistent link: https://www.econbiz.de/10010022082
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3
Are correlations of stock returns justified by subsequent changes in national outputs?
Dumas, Bernard
;
Harvey, Campbell R.
;
Ruiz, Pierre
- In:
Journal of international money and finance
22
(
2003
)
6
,
pp. 777-812
Persistent link: https://www.econbiz.de/10006886187
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4
Comment on 'Exchange rate shocks, currency options and the Siegel paradox' by Indrajit Bardhan
Dumas, Bernard
;
Jennergren, L.Peter
;
Näslund, Bertil
- In:
Journal of international money and finance
14
(
1995
)
3
,
pp. 459
Persistent link: https://www.econbiz.de/10006937603
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5
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, L.Peter
;
Näslund, Bertil
- In:
Journal of international money and finance
14
(
1995
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10006940144
Saved in:
6
ARTICLES - Pass-through and Exposure
Bodnar, Gordon M.
;
Dumas, Bernard
;
Marston, Richard C.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
1
,
pp. 199-232
Persistent link: https://www.econbiz.de/10006561267
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7
ARTICLES - Implied Volatility Functions: Empirical Tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2059-2106
Persistent link: https://www.econbiz.de/10006568298
Saved in:
8
The Forward Valuation of Compound Options
Buraschi, Andrea
;
Dumas, Bernard
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 8-17
Persistent link: https://www.econbiz.de/10005947837
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9
EFFICIENT INTERTEMPORAL ALLOCATIONS WITH RECURSIVE UTILITY
Dumas, Bernard
;
Uppal, Raman
;
Wang, Tan
-
1998
Persistent link: https://www.econbiz.de/10005976133
Saved in:
10
IMPLIED VOLATILITY FUNCTIONS: EMPIRICAL TESTS
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10007001159
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