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~isPartOf:"Journal of financial economics"
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Derivat
73
Derivative
73
Theorie
35
Theory
35
Credit derivative
30
Kreditderivat
30
Credit risk
28
Kreditrisiko
28
USA
26
United States
26
Yield curve
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Zinsstruktur
18
Risikoprämie
16
Risk premium
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Estimation
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Schätzung
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Currency derivative
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Hedging
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Währungsderivat
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Interest rate derivative
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Liquidity
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Option trading
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Optionsgeschäft
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Volatilität
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Zinsderivat
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CAPM
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Capital income
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Option pricing theory
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Optionspreistheorie
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Welt
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World
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English
127
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Subrahmanyam, Marti G.
5
Aragon, George O.
3
Bessembinder, Hendrik
3
Gay, Gerald D.
3
Zhong, Zhaodong
3
Acharya, Viral V.
2
Augustin, Patrick
2
Bakshi, Gurdip S.
2
Baltussen, Guido
2
Brown, Gregory W.
2
Chan, Kalok
2
Cremers, Martijn
2
Da, Zhi
2
Della Corte, Pasquale
2
Feldhütter, Peter
2
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2
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2
Jacobs, Kris
2
Lo, Andrew W.
2
Longstaff, Francis A.
2
Loon, Yee Cheng
2
Martin, J. Spencer
2
Minton, Bernadette A.
2
Pearson, Neil D.
2
Richardson, Matthew
2
Subrahmanyam, Avanidhar
2
Syrstad, Olav
2
Tang, Dragon Yongjun
2
Tomio, Davide
2
Uno, Jun
2
Wang, Sarah Qian
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2
Amin, Kaushik I.
1
Amiram, Dan
1
An, Yu
1
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Arora, Navneet
1
Ashcraft, Adam B
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Journal of financial economics
The journal of futures markets
841
Energy economics
359
Journal of banking & finance
329
International journal of theoretical and applied finance
222
International review of financial analysis
177
NBER working paper series
175
IMF Working Papers
167
Finance research letters
166
Working paper / National Bureau of Economic Research, Inc.
157
Journal of international money and finance
147
NBER Working Paper
144
International review of economics & finance : IREF
137
The journal of finance : the journal of the American Finance Association
134
Applied financial economics
133
Applied economics
129
The journal of derivatives : the official publication of the International Association of Financial Engineers
116
Journal of financial and quantitative analysis : JFQA
115
Journal of international financial markets, institutions & money
113
The journal of fixed income
113
The review of financial studies
111
Working paper
106
Economic modelling
105
Applied economics letters
99
Applied mathematical finance
99
The North American journal of economics and finance : a journal of financial economics studies
99
The European journal of finance
97
Review of derivatives research
94
Advances in futures and options research : a research annual
90
IMF Staff Country Reports
90
Economics letters
88
SpringerLink / Bücher
85
Discussion paper / Centre for Economic Policy Research
84
Quantitative finance
83
The journal of structured finance
83
IMF working papers
75
Research in international business and finance
75
European journal of operational research : EJOR
74
Journal of empirical finance
73
Global finance journal
71
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ECONIS (ZBW)
127
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1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Index providers : whales behind the scenes of ETFs
An, Yu
;
Benetton, Matteo
;
Song, Yang
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 407-433
Persistent link: https://www.econbiz.de/10014420529
Saved in:
3
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
4
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
Saved in:
5
Swap trading after Dodd-Frank : evidence from index CDS
Riggs, Lynn
;
Onur, Esen
;
Reiffen, David A.
;
Zhu, Haoxiang
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 857-886
Persistent link: https://www.econbiz.de/10012588374
Saved in:
6
Price-setting in the foreign exchange swap market : evidence from order flow
Syrstad, Olav
;
Viswanath-Natraj, Ganesh
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 119-142
Persistent link: https://www.econbiz.de/10013482168
Saved in:
7
On the information content of credit ratings and market-based measures of default risk
Gredil, Oleg R.
;
Kapadia, Nishad
;
Lee, Jung H.
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 172-204
Persistent link: https://www.econbiz.de/10013482171
Saved in:
8
Competition and manipulation in
derivative
contract markets
Zhang, Anthony Lee
- In:
Journal of financial economics
144
(
2022
)
2
,
pp. 396-413
Persistent link: https://www.econbiz.de/10013413119
Saved in:
9
Ripples into waves : trade networks, economic activity, and asset prices
Chang, Jeffery
;
Du, Huancheng
;
Lou, Dong
;
Polk, Christopher
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 217-238
Persistent link: https://www.econbiz.de/10013473735
Saved in:
10
The missing risk premium in exchange rates
Dahlquist, Magnus
;
Pénasse, Julien
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 697-715
Persistent link: https://www.econbiz.de/10013401721
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