The Leverage Effect and the Basket-Index Put Spread

By Bai Jennie, Goldstein Robert, and Yang Fan
Journal of Financial Economics (2018)

  • Fan Yang

    University of connecticut

    USA

  • Jennie Bai

    Georgetown University

    USA

  • Robert Goldstein

    University of Minnesota - NBER

    USA

Created

January 2, 2018

Last update

January 18, 2018

Software

Matlab

Ranking

172

Visits

669

Downloads

40

Description

The code is used to calibrate the jump-diffusion MER model.

Financial distress, refinancing, and debt structure

Journal of Banking and Finance (2018)

Yin Qie and Dudley Evan

On the Monetary Impact of Fashion Design Piracy

International Journal of Research in Marketing (2018)

Appel Gil, Libai Barak, and Muller Eitan

A Random Coefficients Mixture Hidden Markov Model for Marketing

International Journal of Research in Marketing (2018)

Kappe Eelco, Stadler Ashley, and DeSarbo Wayne

Fiscal policy coordination in currency unionsat the effective lower bound

Working Paper (2018)

Müller Gernot and Hettig Thomas

2018-05-18

Zip Archive

312

206

13

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

502

193

10

Endogeneity in survey research

International Journal of Research in Marketing (2018)

Sande Jon Bingen and Ghosh Mrinal

Huggett Economies with Multiple Stationary Equilibria

Journal of Economic Dynamics and Control (2017)

Toda Alexis Akira

0 comment

Add comment

You need to log in to post a comment.