Canlyniadau Chwilio - "Volatility"

Mireinio'r Canlyniadau
  1. 61

    Interest rate caps "smile" too! But can the Libor market models capture the smile. gan Jarrow, Robert

    Cyhoeddwyd yn Journal of Finance
    Erthygl


    Delwedd Flaen
  2. 62

    Debt maturity and asymmetric information Evidence from default risk changes. gan Goyal, Vidhan K.

    Erthygl


    Delwedd Flaen
  3. 63

    Predictable dynamics in higher-order risk-neutral moments Evidence from S&P 500 options. gan Neumann, Michael

    Erthygl


    Delwedd Flaen
  4. 64

    The high returns to low volatility stocks are actually a premium on high quality firms. gan Walkshausl, Christian

    Erthygl


    Delwedd Flaen
  5. 65

    Market reaction to corporate press releases. gan Neuhierl, Andreas

    Erthygl


    Delwedd Flaen
  6. 66

    Does risk-neutral skewness predict the cross section of equity option portfolio returns?. gan Bali, Turan G.

    Erthygl


    Delwedd Flaen
  7. 67

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

    Erthygl


    Delwedd Flaen
  8. 68

    Growth versus margins destabilizing consequences of giving the stock market what it wants. gan Aghion, Philippe

    Cyhoeddwyd yn Journal of Finance
    Erthygl


    Delwedd Flaen
  9. 69

    When uncertainty blows in the orchard Comovement and equilibrium volatility risk premia. gan Buraschi, Andrea

    Cyhoeddwyd yn Journal of Finance
    Erthygl


    Delwedd Flaen
  10. 70

    Asset pricing with dynamic margin constraints. gan Rytchkov, Oleg

    Cyhoeddwyd yn Journal of Finance
    Erthygl


    Delwedd Flaen

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