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ECONIS (ZBW)
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21
On the information content of implied liquidity measure : Evidence from the S&P 500 index options
Yerli, Cigdem
;
Eksi-Altay, Zehra
;
Selcuk-Kestel, A. Sevtap
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014507814
Saved in:
22
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
23
A
continuous-time
macro-finance model with Knightian uncertainty
Mao, Jie
;
Shen, Guanxiong
;
Yan, Jingzhou
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463659
Saved in:
24
Real-time monitoring in a public-goods game
He, Simin
;
Zhu, Xun
- In:
Games and economic behavior
142
(
2023
),
pp. 454-479
Persistent link: https://www.econbiz.de/10014470352
Saved in:
25
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
26
A Rubinstein bargaining experiment in
continuous
time
Leng, Ailin
- In:
Games and economic behavior
140
(
2023
),
pp. 115-131
Persistent link: https://www.econbiz.de/10014323395
Saved in:
27
Optimal procurement and investment in new technologies under uncertainty
Arve, Malin
;
Zwart, Gijsbert T. J.
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014249733
Saved in:
28
Concerns for long-run risks and natural resource policy
Kakeu, Johnson
- In:
Environmental and resource economics
84
(
2023
)
4
,
pp. 1051-1093
Persistent link: https://www.econbiz.de/10014251940
Saved in:
29
Dynamic asset allocation with multiple regime-switching markets
Shi, Jianmin
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1741-1755
Persistent link: https://www.econbiz.de/10014253444
Saved in:
30
Equilibrium dynamics in a model of growth and spatial agglomeration
Fujishima, Shota
;
Oyama, Daisuke
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10014247363
Saved in:
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