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The effects of estimation error on measures of portfolio credit risk
Löffler, Gunter - In: Journal of banking & finance 27 (2003) 8, pp. 1427-1453
Persistent link: https://www.econbiz.de/10001770305
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Measuring portfolio credit risk correctly : why parameter uncertainty matters
Tarashev, Nikola A. - In: Journal of banking & finance 34 (2010) 9, pp. 2065-2076
Persistent link: https://www.econbiz.de/10008732113
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Trading volumes and transaction costs in the foreign exchange market : evidence from daily dollar-yen spot data
Hartmann, Philipp - In: Journal of banking & finance 23 (1999) 5, pp. 801-824
Persistent link: https://www.econbiz.de/10001379071
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Skewness in financial returns
Peiró, Amado - In: Journal of banking & finance 23 (1999) 6, pp. 847-862
Persistent link: https://www.econbiz.de/10001379080
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Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel - In: Journal of banking & finance 21 (1997) 8, pp. 1131-1157
Persistent link: https://www.econbiz.de/10001226778
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Valuing futures and options on volatility
Grünbichler, Andreas - In: Journal of banking & finance 20 (1996) 6, pp. 985-1001
Persistent link: https://www.econbiz.de/10001203103
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The impact of firm specific news on implied volatilities
Donders, Monique - In: Journal of banking & finance 20 (1996) 9, pp. 1447-1461
Persistent link: https://www.econbiz.de/10001207831
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Stochastic volatility, movements in short term interest rates, and bond option values
Vetzal, Kenneth R. - In: Journal of banking & finance 21 (1997) 2, pp. 169-196
Persistent link: https://www.econbiz.de/10001213042
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How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat - In: Journal of banking & finance 22 (1998) 5, pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
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The valuation of American options on bonds
Ho, Teng-suan - In: Journal of banking & finance 21 (1997) 11, pp. 1487-1513
Persistent link: https://www.econbiz.de/10001236735