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Peña Sánchez de Rivera, Juan Ignacio
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Lee, Chien-Chiang
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2
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Industry characteristics and financial risk contagion
Chiu, Wan-chien
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
Journal of banking & finance
50
(
2015
),
pp. 411-427
Persistent link: https://www.econbiz.de/10010509513
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2
Why do we smile? : On the determinants of the implied volatility function
Peña Sánchez de Rivera, Juan Ignacio
;
Rubio, Gonzalo
; …
- In:
Journal of banking & finance
23
(
1999
)
8
,
pp. 1151-1179
Persistent link: https://www.econbiz.de/10001391604
Saved in:
3
Can output explain the predictability and volatility of stock returns?
Rodríguez, Rosa
;
Restoy, Fernando
;
Peña Sánchez de …
- In:
Journal of international money and finance
21
(
2002
)
2
,
pp. 163-182
Persistent link: https://www.econbiz.de/10001653926
Saved in:
4
Tail risk of electricity futures
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
; …
- In:
Energy economics
91
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
Saved in:
5
Risk premium, volatility and trading volume in overnight electricity forward markets
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
-
2018
Persistent link: https://www.econbiz.de/10011964127
Saved in:
6
Can output explain the predictability and volatility of stock returns?
Rodríguez, Rosa
-
1998
Persistent link: https://www.econbiz.de/10013422625
Saved in:
7
Is the realized volatility good for option pricing during the recent financial crisis?
Jou, Yow-jen
;
Wang, Chih-wei
;
Chiu, Wan-chien
- In:
Review of quantitative finance and accounting
40
(
2013
)
1
,
pp. 171-188
Persistent link: https://www.econbiz.de/10009699487
Saved in:
8
Risk factors in the oil industry : an upstream and downstream analysis
Ramos, Sofia B.
;
Veiga, Helena
;
Wang, Chih-Wei
- In:
The interrelationship between financial and energy markets
,
(pp. 3-32)
.
2014
Persistent link: https://www.econbiz.de/10010411181
Saved in:
9
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-Chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
10
The relationship between cash flow uncertainty and extreme risk : international evidence
Wang, Chih-Wei
;
Lee, Chien-Chiang
;
Wu, Lin-Tan
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014463679
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