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Muhammad Jamal Haider,Adrian Hemmes,Gao Changchun,Tayyaba Akram
Pág. 469 - 509
The exposure of banks to systemic risk has been rising in an ever more financialized and interconnected economy. In China, economic slowdown and more non-performing loans mean that the financial system has operate in an increasingly stressed environment,...
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Faisal Khan,Saif Ur Rehman Khan,Hashim Khan
Pág. 551 - 561
While investigating the role of age effect in detecting the risks-return tradeoff, various volatility dynamics and macroeconomic exposure of firm returns, this research study employs monthly data from Pakistani stock market for the period from 1998 to 20...
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Jose Menchero and Ben Davis
Pág. 97 - 106
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Alan De Genaro Dario
Pág. pp. 203 - 228
Volatility swaps are contingent claims on future realized volatility. Variance swaps are similar instruments on future realized variance, the square of future realized volatility. Unlike a plain vanilla option, whose volatility exposure is contaminated b...
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Traca, Daniel A.
Pág. 336 - 347
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