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JEL Code: G13
1,850,459 Total downloads
Showing Papers 561 - 610 of 4,933
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The Risk Premium of Volatility Implicit in Currency Options
Dajiang Guo
Date Posted: May 11, 1997770 downloads
The Risk of Optimal, Continuously Rebalanced Hedging Strategies and It's Efficient Evaluation via Fourier Transform Cass Business School Research Paper
Ales Cerny
Date Posted: June 29, 2004345 downloads
The Risk of a Currency Swap: A Multivariate-Binomial Methodology European Financial Management, Vol. 4, No. 1, March 1998
T. S. Ho ,
Richard C. Stapleton and
Marti G. Subrahmanyam
Date Posted: May 04, 1998
The Risk of a Currency Swap: A Multivariate-Binomial Methodology
T. S. Ho ,
Richard C. Stapleton and
Marti G. Subrahmanyam
Date Posted: June 13, 1997
The Risk Management of Minimum Return Guarantees BuR Business Research Journal, Vol. 1, No. 1 May 2008
Antje Brigitte Mahayni and
Erik Schlogl
Date Posted: July 31, 2003567 downloads
The Risk Externalities of Too Big to Fail NYU Poly Research Paper
Nassim Nicholas Taleb and
Charles S. Tapiero
Date Posted: November 01, 20092339 downloads
The Rise and Fall of US Dollar Interest Rate Volatility: Evidence from Swaptions BIS Quarterly Review, Forthcoming
Bank for International Settlements and
Fabio Fornari
Date Posted: July 13, 201129 downloads
The Returns to Carry and Momentum Strategies
Jan Danilo Ahmerkamp
and
James Grant
Date Posted: March 03, 2013Last Revised: April 10, 2013289 downloads
The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market JOURNAL OF BUSINESS, Vol 67 No 3, July 1994
Raymond M. Leuthold ,
Philip Garcia and
Richard Lu
Date Posted: May 03, 2000
The Relevance of Coarse Thinking for Investors' Willingness to Pay: An Experimental Study
Hammad Siddiqi
Date Posted: July 11, 201023 downloads
The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence Anderson School at UCLA Working Paper #4-00
Francis A. Longstaff ,
Eduardo S. Schwartz and
Pedro Santa-Clara
Date Posted: June 09, 20001306 downloads
The Relative Pricing of U.S. Treasury STRIPS: Empirical Evidence Journal of Financial Economics, Vol. 56, Issue 1, April 2000
Bradford D. Jordan ,
Randy D. Jorgensen and
David R. Kuipers
Date Posted: February 12, 2001
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 29th International Conference of the French Finance Association (AFFI) 2012
Lamia Bekkour
,
Thorsten Lehnert
and
Maria Chiara Amadori Jr.
Date Posted: September 19, 201256 downloads
The Relative Importance of Information, Inventory and Price Clustering for STIR Futures Pre- and Post-EMU University of Southampton Working Paper No. CRR-05-07
Frank McGroarty
,
Stephen Thomas
and
Owain Ap Gwilym
Date Posted: December 02, 200557 downloads
The Relationship Between Spot and Futures Index Contracts after the Introduction of Electronic Trading on the Johannesburg Stock Exchange
Owen Beelders
Date Posted: March 20, 2002364 downloads
The Relationship between Spot and Futures CO2 Emission Allowance Prices in the EU-ETS Midwest Finance Association 2013 Annual Meeting Paper
Stefan Trueck
,
Wolfgang Hardle
and
Rafal Weron
Date Posted: August 29, 2012Last Revised: January 25, 2013104 downloads
The Relationship between Options Moneyness and Liquidity: Evidence from Options on Futures on S&P 500 Index Derivatives Use, Trading and Regulation, Vol. 8, No. 4, 2003
Urbi Garay ,
Roxana Justiniano
and
Michele Lopez
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 02, 2008
The Relationship Between Option Trading Intensity and the Market Microstructure of the Underlying Security
Stewart Mayhew ,
Atulya Sarin and
Kuldeep Shastri
Date Posted: September 16, 1999
The Relationship Between Implied and Realized Volatility in the Danish Option and Equity Markets
Charlotte Strunk Hansen
Date Posted: February 08, 2000787 downloads
The Relation Between Physical and Risk-Neutral Cumulants
Eric C. Chang ,
Jin E. Zhang and
Huimin Zhao
Date Posted: March 10, 2010Last Revised: March 16, 2010106 downloads
The Relation Between Implied and Realized Volatility in the Danish Option and Equity Markets Accounting and Finance, Vol. 41, No. 3, November 2001, pp. 197-228
Charlotte Strunk Hansen
Date Posted: January 08, 2002
The Relation between Idiosyncratic Volatility and Returns: A Growth Option Model with Stochastic Volatility and Jumps
Kyung Hwan Shim
Date Posted: March 15, 201259 downloads
The Real Effects of Sovereign Credit Risk: Evidence from the European Sovereign Debt Crisis
Johannes H. Breckenfelder
,
Jan Schnitzler
,
Patrick Augustin
and
Hamid Boustanifar
Date Posted: July 02, 2012Last Revised: July 03, 2012146 downloads
The Random-Time Binomial Model
Dietmar Leisen
Date Posted: December 10, 1997366 downloads
The Quanto Adjustment and the Smile Journal of Futures Markets, Vol. 32, No. 9, pp. 877–908, 2012
,
Jacinto Marabel Romo
Date Posted: September 12, 2011Last Revised: February 28, 2013
The Quality of Volatility Traded on the Over-the-Counter Currency Market: A Multiple Horizons Study Journal of Futures Markets, Vol. 23, No. 3, March 2003
Vicentiu Covrig and
Buen Sin Low
Date Posted: November 24, 2003
The Puzzle of Warrants Trading Below Their Intrinsic Values in China's A-Share Market
Qiang Liu
,
Song-Ping Zhu
and
Wei Fan
Date Posted: May 07, 2008236 downloads
The Puzzle of Privately-Imposed Price Limits: Are the Limits Imposed by Financial Exchanges Effective IEB International Journal of Business, January 2011
Bahattin Buyuksahin
and
David Reiffen
Date Posted: January 07, 2011
The Puzzle of Index Option Returns Fama-Miller Working Paper , Chicago Booth Research Paper No. 11-24
George M. Constantinides ,
Jens Carsten Jackwerth and
Alexi Savov
Date Posted: October 21, 2009Last Revised: September 25, 2012599 downloads
The Put Problem with Buying Toxic Assets Applied Financial Economics, Vol. 20, No. 1, 2010
Linus Wilson
Date Posted: February 15, 2009Last Revised: January 06, 2010940 downloads
The Proposed Introduction of Futures - Style Margining in the U.S.: An Australian Comparison Journal of Financial Research
George W. Kutner ,
David C. Porter and
John G. Thatcher
Date Posted: April 21, 2000
The Profitability of Technical Trading Rules in Us Futures Markets: A Data Snooping Free Test
Cheol-Ho Park
and
Scott H. Irwin
Date Posted: May 17, 2005Last Revised: June 27, 2008836 downloads
The Profitability of Technical Stock Trading has Moved from Daily to Intraday Data WIFO Working Paper No. 289
Stephan Schulmeister
Date Posted: November 25, 2010339 downloads
The Profitability of Technical Analysis: A Review AgMAS Project Research Report No. 2004-04
Cheol-Ho Park
and
Scott H. Irwin
Date Posted: October 15, 20046966 downloads
The Probability Density Function of Interest Rates Implied in the Price of Options Bank of Italy Economic Research Paper No. 339
Fabio Fornari and
Roberto Violi
Date Posted: May 04, 2006196 downloads
The Principles and Practice of Derivatives Price Verification
Emanuel Derman
Date Posted: May 11, 20011864 downloads
The Pricing Puzzle: The Default Term Structure of Collateralised Loan Obligations CFS Working Paper No. 2002/14
Andreas A. Jobst
Date Posted: April 07, 2003785 downloads
The Pricing Policy of Banks on the German Secondary Market for Leverage Certificates: Interday and Intraday Effects
Oliver Entrop
,
Alexander Schober
and
Marco Wilkens
Date Posted: February 08, 2011180 downloads
The Pricing of Unexpected Credit Losses BIS Working Paper No. 190
Jeffery D. Amato and
Eli M. Remolona
Date Posted: November 29, 2005460 downloads
The Pricing of Temperature Futures at the Chicago Mercantile Exchange Journal of Banking and Finance, Vol. 34, No.6, pp. 1360-1370, 2010
Gregor Dorfleitner and
Maximilian Wimmer
Date Posted: December 09, 2009Last Revised: March 31, 2011112 downloads
The Pricing of Subprime Mortgage Risk in Good Times and Bad: Evidence from the ABX.HE Indices ECB Working Paper No. 1056, BIS Working Paper No. 279
Ingo Fender and
Martin Scheicher
Date Posted: May 26, 2009243 downloads
The Pricing of Structured Products in Germany The Journal of Derivatives, Vol. 11, pp. 55-69, Fall 2003
Sascha Wilkens
,
Carsten Erner
and
Klaus Röder
Date Posted: August 18, 2008Last Revised: August 25, 2008
The Pricing of Risk in European Credit and Corporate Bond Markets ECB Working Paper No. 805
Antje Berndt and
Iulian Obreja
Date Posted: August 22, 2007178 downloads
The Pricing of Portfolio Credit Risk BIS Working Paper No. 214
Nikola A. Tarashev
and
Haibin Zhu
Date Posted: August 24, 2006502 downloads
The Pricing of Path-Dependent Structured Financial Retail Products: The Case of Bonus Certificates Journal of Derivatives, Vol. 18, No. 4, 2011
Rainer Baule and
Christian Tallau
Date Posted: August 25, 2008Last Revised: August 18, 2011554 downloads
The Pricing of Options on Credit-Sensitive Bonds Schmalenbach Business Review, Vol. 55, July 2003
Sandra Peterson and
Richard C. Stapleton
affiliation not provided to SSRN
and
University of Strathclyde, Glasgow - Department of Accounting and Finance
Date Posted: June 03, 2004100 downloads
The Pricing of Multi-Class Commercial Mortgage-Backed Securities
Paul D. Childs ,
Steven H. Ott and
Timothy J. Riddiough
Date Posted: August 11, 1995
The Pricing of Multi-Class Commercial Mortgage-Backed Securities J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, December 1996
Paul D. Childs ,
Steven H. Ott and
Timothy J. Riddiough
Date Posted: March 28, 1997
The Pricing of Marked-to-Market Contingent Claims in a No-Arbitrage Economy AUSTRALIAN J. OF MANAGEMENT
Stephen E. Satchell ,
Richard C. Stapleton and
Marti G. Subrahmanyam
Date Posted: July 04, 1997
The Pricing of Insurance-Linked Securities under Interest Rate Uncertainty The Journal of Risk Finance, Vol. 3, No. 3, Spring 2002
Patrice Poncet and
Victor Vaugirard
Date Posted: April 01, 2002
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