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Why do global firms use currency swaps? : Theory and evidence

Goswami, Gautam; Nam, Jouahn; Shrikhande, Milind M. - In: Journal of multinational financial management 14 (2004) 4/5, pp. 315-334

Persistent link: https://www.econbiz.de/10002164335

The role of currency derivatives in internationally diversified portfolios

Abken, Peter A. - In: Economic review 82 (1997) 3, pp. 34-59

Persistent link: https://www.econbiz.de/10001230889

Teaching styles, learning levels, and student performance in the finance core

Fendler, Richard J.; Ruff, Craig; Shrikhande, Milind M. - In: Advances in financial education : journal of the … 7 (2009) 1/2, pp. 56-85

Persistent link: https://www.econbiz.de/10003893994

Options resilience during extreme volatility : evidence from the market events of May 2010

Cakici, Nusret; Goswami, Gautam; Tan, Sinan - In: Journal of banking & finance 49 (2014), pp. 262-274

Persistent link: https://www.econbiz.de/10010508034

Understanding the cross-section of the US housing bubble : the roles of lending, transaction costs, and rent growth

Goswami, Gautam; Tan, Sinan; Waisman, Maya - In: Journal of financial stability 15 (2014), pp. 76-90

Persistent link: https://www.econbiz.de/10011306479

Pricing the US Residential Asset Through the Rent Flow : A Cross-Sectional Study

Goswami, Gautam - 2013

The paper explores how the standard consumption-CAPM fares in pricing housing returns and regional rental income streams in a cross-section of regions. In particular, the paper estimates the Euler equations associated with the gross housing returns inclusive of house price appreciations and...

Persistent link: https://www.econbiz.de/10013095568

Jumps and dynamic asset allocation

Wu, Liuren - In: Review of quantitative finance and accounting 20 (2003) 3, pp. 207-243

Persistent link: https://www.econbiz.de/10001773900

Are interest rate derivatives spanned by the term structure of interest rates? Massoud Heidari and Liuren Wu

Heidari, Massoud; Wu, Liuren - In: The journal of fixed income 13 (2003) 1, pp. 75-86

Persistent link: https://www.econbiz.de/10001782464

Specification analysis of option pricing models based on time-changed Lévy processes

Huang, Jing-Zhi; Wu, Liuren - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1405-1442

Persistent link: https://www.econbiz.de/10002100164

Market anticipation of Fed policy changes and the term structure of interest rates

Heidari, Massoud; Wu, Liuren - In: Review of finance : journal of the European Finance … 14 (2010) 2, pp. 313-342

Persistent link: https://www.econbiz.de/10003989558