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1
The effects of the LIBOR scandal on
volatility
and liquidity in LIBOR futures markets
Bachmair, Kilian
-
2023
Persistent link: https://www.econbiz.de/10013530819
Saved in:
2
Investment under uncertainty : the perspective of earnings quality
Chang, Che-Chia
;
Chen, Chao-Chun
- In:
Journal of financial studies : JFS : the official …
30
(
2022
)
4
,
pp. 65-104
Persistent link: https://www.econbiz.de/10013533142
Saved in:
3
Shrinking beta
Blitz, David
;
Swinkels, Laurens
;
Ūsaitė, Kristina
; …
- In:
Journal of risk
24
(
2022
)
6
,
pp. 25-44
Persistent link: https://www.econbiz.de/10013549669
Saved in:
4
Linking asset prices to news without direct asset mentions
Avioz, Ilanit
;
Kedar-Levy, Haim
;
Pungulescu, Crina
; …
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2907-2912
Persistent link: https://www.econbiz.de/10014414038
Saved in:
5
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
6
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
7
An empirical analysis of herding behaviour : evidence from developed and frontier financial markets
Hakmaoui, Abdelati
;
El Jebari, Ouael
- In:
International journal of computational economics and …
13
(
2023
)
4
,
pp. 374-403
Persistent link: https://www.econbiz.de/10014439720
Saved in:
8
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
Saved in:
9
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
10
Conditional heteroskedasticity in the
volatility
of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
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