G13 - Contingent Pricing; Futures Pricing

Citations 1-10 of 85 total displayed.

Most recent content (1 Sep 2008):

Articles
Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model

K.J. Martijn Cremers, Joost Driessen, and Pascal Maenhout
Rev. Financ. Stud. 2008; 21: 2209-2242. [Abstract] [Full text] [PDF]  

Past content (since Jan 1991):

Articles
The Causal Effect of Mortgage Refinancing on Interest Rate Volatility: Empirical Evidence and Theoretical Implications

Jefferson Duarte
Rev. Financ. Stud. 2008; 21: 1689-1731. [Abstract] [Full text] [PDF]  

Articles
Identifying Term Structure Volatility from the LIBOR-Swap Curve

Samuel Thompson
Rev. Financ. Stud. 2008; 21: 819-854. [Abstract] [Full text] [PDF]  

Articles
State Dependence Can Explain the Risk Aversion Puzzle

Fousseni Chabi-Yo, René Garcia, and Eric Renault
Rev. Financ. Stud. 2008; 21: 973-1011. [Abstract] [Full text] [PDF]  

Articles
Conditioning Information and Variance Bounds on Pricing Kernels with Higher- Order Moments: Theory and Evidence

Fousseni Chabi-Yo
Rev. Financ. Stud. 2008; 21: 181-231. [Abstract] [Full text] [PDF]  

Articles
Investor Sentiment and Option Prices

Bing Han
Rev. Financ. Stud. 2008; 21: 387-414. [Abstract] [Full text] [PDF]  

Articles
Can the Trade-off Theory Explain Debt Structure?

Dirk Hackbarth, Christopher A. Hennessy, and Hayne E. Leland
Rev. Financ. Stud. 2007; 20: 1389-1428. [Abstract] [Full text] [PDF]  

Articles
When Does Extra Risk Strictly Increase an Option's Value?

Eric Rasmusen
Rev. Financ. Stud. 2007; 20: 1647-1667. [Abstract] [Full text] [PDF]  

Articles
Walrasian Tâtonnement Auctions on the Tokyo Grain Exchange

James Eaves and Jeffrey Williams
Rev. Financ. Stud. 2007; 20: 1183-1218. [Abstract] [Full text] [PDF]  

Articles
Option Market Activity

Josef Lakonishok, Inmoo Lee, Neil D. Pearson, and Allen M. Poteshman
Rev. Financ. Stud. 2007; 20: 813-857. [Abstract] [Full text] [PDF]  

[Next page] Pages: 1 2 3 4 5 6 7 8 9