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Unspanned stochastic volatility from an empirical and practical perspective
Backwell, Alex - In: Journal of banking & finance 122 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012659269
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Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex; Ruddock, Ralph - In: Applied economics 55 (2023) 18, pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
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Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex; Hayes, Joshua - In: Journal of banking & finance 145 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013538970