EconStor >

Search Results

 
for  

Results 151-160 of 302.


Item hits:

DateTitle Authors
2012 A partially linear approach to modelling the dynamics of spot and futures pricesGaul, Jürgen / Theissen, Erik
1996 Did Option Prices Predict the ERM Crises?Mizrach, Bruce
2002 Extended Libor Market Models with Affine and Quadratic VolatilityZühlsdorff, Christian
2008 A semiparametric factor model for electricity forwardBorak, Szymon / Weron, Rafał
2008 Are options on index futures profitable for risk averse investors? Empirical evidenceJackwerth, Jens Carsten / Constantinides, George M. / Czerwonko, Michal / Perrakis, Stelios
2010 The emergence and future of central counterpartiesKoeppl, Thorsten V. / Monnet, Cyril
2009 Liquidität, Risikoeinstellung des Kapitalmarktes und Konjunkturerwartung als Preisdeterminanten von Collateralized Debt Obligations (CDOs) - Eine simulationsgestützte AnalyseGann, Philipp
2008 Theory of storage: an empirical assessment of the European natural gas marketStronzik, Marcus / Rammerstorfer, Margarethe / Neumann, Anne
2011 SEA presidential address: Group connectivity and cooperationUrbano, Amparo
2011 The information content in a volatility index for SpainGonzalez-Perez, Maria T. / Novales, Alfonso

Back 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 Next