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1. Embedded Leverage

2. The Collateral Costs of Clearing

3. Price and Liquidity Discovery in European Sovereign Bonds and Futures

4. The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts

5. Canonical Representation Of Option Prices and Greeks with Implications for Market Timing

6. Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model

7. Disaster resilience and asset prices

8. Investigating Liquidity Risk Management in the Namibian Banking System

9. Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds

10. Implied Basket Correlation Dynamics

11. Option-Based Credit Spreads

12. Volatility-Related Exchange Traded Assets: An Econometric Investigation

13. Risk, ambiguity, and the exercise of employee stock options

14. AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL

15. Do long memory and asymmetries matter when assessing downside return risk?

16. The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa

17. Are employee stock option exercise decisions better explained through the prospect theory?

18. Volatility-of-volatility risk

19. Convertible Bonds and Bank Risk-Taking

20. The financial econometrics of price discovery and predictability

21. The Determinants of Global Bank Credit-Default-Swap Spreads

22. Electricity derivatives pricing with forward-looking information

23. Euro at risk: The impact of member countries' credit risk on the stability of the common currency

24. Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing

25. On the Prediction of Corporate Financial Distress in the Light of the Financial Crisis: Empirical Evidence from Greek Listed Firms

26. The impact of fundamental and financial traders on the term structure of oil

27. Testing for weak-form efficiency of crude palm oil spot and future markets: new evidence from a GARCH unit root test with multiple structural breaks

28. Inflation, Business Cycles, and Commodity Investing in Financialized Markets

29. A Sharpe-ratio-based measure for currencies

30. Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data

31. THREE-POINT VOLATILITY SMILE CLASSIFICATION: EVIDENCE FROM THE WARSOW STOCK EXCHANGE DURING VOLATILE SUMMER 2011 / CLASIFICACIÓN DE LAS SONRISAS DE VOLATILIDAD SEGÚN TRES PUNTOS DE MONETIZACIÓN: EVIDENCIA EMPÍRICA PARA LA BOLSA DE VARSOVIA DURANTE EL VOLÁTIL VERANO DE 2011

32. Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor

33. Escenarios Monte Carlo para estrategias con expectativas de baja volatilidad cambiante mediante opciones europeas de compra y venta / Monte Carlo scenarios for strategies with expectations of changing low volatility using European call and put options

34. Hedging Petroleum Futures with Multivariate GARCH Models

35. A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information Flow Paradigm

36. Specifying An Efficient Renewable Energy Feed-in Tariff

37. Realized volatility and correlation in grain futures markets: testing for spill-over effects

38. Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns

39. Bayesian Estimation of a Stochastic Volatility Model, Using Option and Spot Prices: Application of a Bivariate Kalman Filter

40. Preemptive investment game with alternative projects

41. Counterparty Risk: A Review

42. Bank stability and market discipline: The effect of contingent capital on risk taking and default probability

43. Credit spread changes within switching regimes

44. Hedging Through a Limit Order Book with Varying Liquidity

45. Generating Options-Implied Probability Densities to Understand Oil Market Events

46. Actif sous-jacent et produits dérivés financiers de la Compagnie des Mers du Sud

47. Investment timing with fixed and proportional costs of external financing

48. The determinants of CDS spreads

49. Confidence sets in nonparametric calibration of exponential Lévy models

50. Long Memory and Periodicity in Intraday Volatility

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