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Schreiber, Ben Z.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,106 |
Total
Citations
3 |
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1.
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Galai, Dan
Hebrew University of Jerusalem - Jerusalem School of Business Administration Kedar-Levy, Haim
Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management Schreiber, Ben Z.
Bank of Israel
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315
(45,532)
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2
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Outliers, Monday Effect, January Effect, Halloween Effect, Month-of-the-Year
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2.
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Paroush, Jacob
Bar Ilan University - Department of Economics Schreiber, Ben Z.
Bank of Israel
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291
(49,924)
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Profitability, Capital, Risk, Commercial Banks, Mortgage Banks
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3.
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Galai, Dan
Hebrew University of Jerusalem - Jerusalem School of Business Administration Schreiber, Ben Z.
Bank of Israel
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153
(96,227)
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bid-ask spreads, implied volatility, currency options, markets micro-structure
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4.
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Liquidity and Efficiency in Three Related Foreign Exchange Options Markets
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Brenner, Menachem
New York University (NYU) - Department of Finance Schreiber, Ben Z.
Bank of Israel
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Posted:
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17 Jan 07
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Last Revised:
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30 Nov 08
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145
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1
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Brenner, Menachem
New York University (NYU) - Department of Finance Schreiber, Ben Z.
Bank of Israel
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40
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Brenner, Menachem
New York University (NYU) - Department of Finance Schreiber, Ben Z.
Bank of Israel
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105
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1
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Foreign Exchange, Implied Volatility, Liquidity, Bid-Ask Spread
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5.
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Schreiber, Ben Z.
Bank of Israel
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118
(119,634)
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Exchange and interest rates, Asymmetric volatility spillovers, TARCH
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6.
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Galai, Dan
Hebrew University of Jerusalem - Jerusalem School of Business Administration Kedar-Levy, Haim
Ben Gurion University of the Negev - Guilford Glazer Faculty of Business and Management Schreiber, Ben Z.
Bank of Israel
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84
(151,750)
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Volatility risk premium, Jump risk premium, Options strategies, Gamma hedging
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7.
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Schreiber, Ben Z.
Bank of Israel
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Records 1 -
7
of 7 matches
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