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Recovering risk aversion from options
Bliss, Robert R. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658437
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Decomposing credit spreads
Churm, Rohan; Panigirtzoglou, Nikolaos - 2005
Persistent link: https://www.econbiz.de/10002634238
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Option-implied risk aversion estimates
Bliss, Robert R.; Panigirtzoglou, Nikolaos - In: The journal of finance : the journal of the American … 59 (2004) 1, pp. 407-446
Persistent link: https://www.econbiz.de/10001932564
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A new approach to modeling the dynamics of implied distributions : theory and evidence from the S&P 500 options
Panigirtzoglou, Nikolaos; Skiadopoulos, George - In: Journal of banking & finance 28 (2004) 7, pp. 1499-1520
Persistent link: https://www.econbiz.de/10002100451
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Summary statistics of option-implied probability density functions and their properties
Lynch, Damien (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003649282
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Productivity growth, convergence, and trade in a panel of manufacturing industries
Cameron, Gavin; Proudman, James; Redding, Stephen - 1999
Persistent link: https://www.econbiz.de/10001379402