Search Results - "Volatility"

41

Can tests based on option hedging errors correctly identify volatility risk premia?. by Branger, Nicoles

Published in Journal of financial and quantitative analysis

Article

Can tests based on option hedging errors correctly identify volatility risk premia?.

42

Asset substitution and structured financing. by Vanden, Joel M.

Published in Journal of financial and quantitative analysis

Article

Asset substitution and structured financing.

43

The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases. by Farka, Mira

Published in Review of financial economics

Article

The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases.

44

Empirical performance of multifactor term structure models for pricing and hedging. Eurodollar futures options. by I-Doun Kuo

Published in Review of financial economics

Article

Empirical performance of multifactor term structure models for pricing and hedging. Eurodollar futures options.

45

Mind the gap using derivatives overlays to hedge pension duration. by Adams, James

Published in Financial analysts journal

Article

Mind the gap using derivatives overlays to hedge pension duration.

46

Implications for asset returns in the implied volatility skew. by Doran, James S.

Published in Financial analysts journal

Article

Implications for asset returns in the implied volatility skew.

47

Disagreement, portfolio optimization and excess volatility. by Duchin, Ran

Published in Journal of financial and quantitative analysis

Article

Disagreement, portfolio optimization and excess volatility.

48

A reexamination of the causes of time-varying stock return volatilities. by Chu Zhang

Published in Journal of financial and quantitative analysis

Article

A reexamination of the causes of time-varying stock return volatilities.

49

Deviations from put-call parity and stock return predictability. by Cremers, Martijn

Published in Journal of financial and quantitative analysis

Article

Deviations from put-call parity and stock return predictability.

50

Forecasting volatility using long memory and comovements An application to option valuation under SFAS 123R. by Jiang, George J.

Published in Journal of financial and quantitative analysis

Article

Can tests based on option hedging errors correctly identify volatility risk premia?. by Branger, Nicoles

Asset substitution and structured financing. by Vanden, Joel M.

The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases. by Farka, Mira

Empirical performance of multifactor term structure models for pricing and hedging. Eurodollar futures options. by I-Doun Kuo

Mind the gap using derivatives overlays to hedge pension duration. by Adams, James

Implications for asset returns in the implied volatility skew. by Doran, James S.

Disagreement, portfolio optimization and excess volatility. by Duchin, Ran

A reexamination of the causes of time-varying stock return volatilities. by Chu Zhang

Deviations from put-call parity and stock return predictability. by Cremers, Martijn

Forecasting volatility using long memory and comovements An application to option valuation under SFAS 123R. by Jiang, George J.

Search Tools:

Refine Results

CAMPUS

DATABASE

UNIT LIBRARY

YEAR OF PUBLICATION

CLASSIFICATION

SUBJECT

AUTHOR

RESOURCE TYPE

LANGUAGE