Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure. [PDF]
J Econ Asymmetries, 2023 Papadamou S +3 more
europepmc +1 more source
Can ETFs mitigate stock Co-movement? An analysis of an emerging market. [PDF]
Heliyon, 2023 Esmaeilpour Moghadam H.
europepmc +1 more source
The international spill over effect of American economy on China's macro-economy based on MCMC-Gibbs sampling algorithm. [PDF]
PLoS One, 2023 Hu J.
europepmc +1 more source
Central bank swap arrangements in the COVID-19 crisis. [PDF]
J Int Money Finance, 2022 Aizenman J, Ito H, Pasricha GK.
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Fast calibration of the Libor Market Model with Stochastic Volatility and Displaced Diffusion
, 2017 This paper demonstrates the efficiency of using Edgeworth and Gram-Charlier expansions in the calibration of the Libor Market Model with Stochastic Volatility and Displaced Diffusion (DD-SV-LMM).
Arrouy, Pierre-Edouard +3 more
core
Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets. [PDF]
Financ Innov, 2023 Lv W, Pang T, Xia X, Yan J.
europepmc +1 more source
, 2019 From SA-CCR to RSA-CCR: making SA-CCR self-consistent and appropriately risk-sensitive by cashflow decomposition in a 3-Factor Gaussian Market ModelComment: 20 pages, 13 ...
Berrahoui, Mourad +2 more
core
The dynamic impact mechanism of China's financial conditions on real economy and international crude oil market. [PDF]
Heliyon, 2023 Li J, Li H, Jiang Y.
europepmc +1 more source
The validity of variance and volatility swaps [PDF]
Journal of Derivatives & Hedge Funds, 2007 openaire +2 more sources
Aberrant uncertainty processing is linked to psychotic-like experiences, autistic traits, and is reflected in pupil dilation during probabilistic learning. [PDF]
Cogn Affect Behav Neurosci, 2023 Kreis I +5 more
europepmc +1 more source