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Continuous Workout Mortgages : efficient pricing and systemic implications
Shiller, Robert J.; Wojakowski, Rafal M.; Ebrahim, … - In: Journal of economic behavior & organization : JEBO 157 (2019), pp. 244-274
Persistent link: https://www.econbiz.de/10012138488
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Option-implied volatility measures and stock return predictability
Fu, Xi; Arisoy, Yakup Eser; Shackleton, Mark B.; … - In: The journal of derivatives : the official publication … 24 (2016) 1, pp. 58-78
Persistent link: https://www.econbiz.de/10011687331
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Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen; … - In: Journal of banking & finance 28 (2004) 10, pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147
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Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles - In: International journal of forecasting 28 (2012) 1, pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
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Participating mortgages and the efficiency of financial intermediation
Ebrahim, Muhammed Shahid; Shackleton, Mark B.; … - In: Journal of banking & finance 35 (2011) 11, pp. 3042-3054
Persistent link: https://www.econbiz.de/10009374629
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Mitigating financial fragility with Continuous Workout Mortgages
Shiller, Robert J.; Wojakowski, Rafał M.; Ebrahim, … - In: Journal of economic behavior & organization : JEBO 85 (2013) 1, pp. 269-285
Persistent link: https://www.econbiz.de/10009708763
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Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages
Wojakowski, Rafal M.; Ebrahim, Muhammed Shahid; … - In: Journal of banking & finance 71 (2016), pp. 62-74
Persistent link: https://www.econbiz.de/10011635327
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When does investor sentiment predict stock returns?
Chung, San-lin; Hung, Chi-hsiou; Yeh, Chung-ying - In: Journal of empirical finance 19 (2012) 2, pp. 217-240
Persistent link: https://www.econbiz.de/10009615715
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Volatility-of-volatility risk in asset pricing
Chen, Te-Feng; Chordia, Tarun; Chung, San-Lin; Lin, Ji-chai - In: Review of asset pricing studies : RAPS 12 (2022) 1, pp. 289-335
Persistent link: https://www.econbiz.de/10012878865
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Strategic asset allocation with distorted beliefs
Chung, San-Lin; Hung, Mao-Wei; Wei, Tzu-Wen; Yeh, Chung-Ying - In: International review of economics & finance : IREF 89 (2024) 2, pp. 804-831
Persistent link: https://www.econbiz.de/10014446818