Effects of market default risk on index option risk-neutral moments

By Andreou Panayiotis
Quantitative Finance (2015)

  • Panayiotis Andreou

    Cyprus University of Technology

    Cyprus

Created

September 2, 2017

Last update

September 2, 2017

Software

Excel

Ranking

176

Visits

513

Downloads

28

Description

This information is included in the first sheet inside the Excel file.

Fiscal policy coordination in currency unionsat the effective lower bound

Working Paper (2018)

Müller Gernot and Hettig Thomas

2018-05-18

Zip Archive

36

208

2

The Dynamics of Sovereign Debt Crises and Bailouts

Journal of International Economics (2018)

Roch Francisco

Testing for Granger Causality in Heterogeneous Mixed Panels

Economic Modelling (2011)

Emirmahmutoglu Furkan and Kose Nezir

Instructional Manipulation Checks: A longitudinal analysis with implications for MTurk

International Journal of Research in Marketing (2018)

Paas Leonard, Dolnicar Sara, and Karlsson Logi

2018-02-27

Zip Archive

327

199

8

Endogeneity in survey research

International Journal of Research in Marketing (2018)

Sande Jon Bingen and Ghosh Mrinal

The Leverage Effect and the Basket-Index Put Spread

Journal of Financial Economics (2018)

Bai Jennie, Goldstein Robert, and Yang Fan

Huggett Economies with Multiple Stationary Equilibria

Journal of Economic Dynamics and Control (2017)

Toda Alexis Akira

Securitized Markets, International Capital Flows, and Global Welfare

Working Paper (2016)

Toda Alexis Akira and Phelan Gregory

Growth Effects of Annuities and Government Transfers in Perpetual Youth Models

Journal of Mathematical Economics (2017)

Miyoshi Yoshiyuki and Toda Alexis Akira

0 comment

Add comment

You need to log in to post a comment.