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Market efficiency, liquidity, arbitrage
Stochastic volatility, HJM model, futures, options, Kalman filter
Credit Default Swap Prices, Databases, Liquidity
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: EUFM.
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credit default swap prices, databases, liquidity
Stochastic volatility, HJM model, Kalman filter, swaptions, caps
Crude oil, natural gas, stochastic variance, risk premia
derivatives volume, stock volume, market efficiency
Firm valuation, Real options, Volatility, R\&D expenses, PCA
Firm valuation, Real options, Volatility, R&D expenses, PCA
real option, incentive design, R&D valuation
Firm valuation, Valuation multiples, Real options
firm valuation, valuation multiples, real options
Real options, crude oil contracts, expropriation risk
Asset allocation, housing
Climate change economics, carbon abatement, social cost of carbon, GDP growth, stochastic differential utility
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
Euro government bonds, Credit quality, Liquidity, Macro factors
File name: ecno.
volume, market efficiency
File name: reec.
Term-structure estimation, emerging markets, infrequent trading
Dynamic portfolio choice
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