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Subject: Derivatives
Journal Article
Asymmetric Volatility Risk: Evidence from Option Markets Get access
Review of Finance, Volume 23, Issue 4, July 2019, Pages 777–799, https://doi.org/10.1093/rof/rfy025
Published: 14 July 2018
Journal Article
Renegotiation Frictions and Financial Distress Resolution: Evidence from CDS Spreads Get access
Review of Finance, Volume 23, Issue 3, May 2019, Pages 513–556, https://doi.org/10.1093/rof/rfy021
Published: 09 July 2018
Journal Article
How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands Get access
Review of Finance, Volume 20, Issue 5, August 2016, Pages 1911–1943, https://doi.org/10.1093/rof/rfv052
Published: 14 October 2015
Journal Article
Pricing Deflation Risk with US Treasury Yields Get access
Review of Finance, Volume 20, Issue 3, May 2016, Pages 1107–1152, https://doi.org/10.1093/rof/rfv029
Published: 30 July 2015
Journal Article
Is Tail Risk Priced in Credit Default Swap Premia? Get access
Review of Finance, Volume 20, Issue 1, March 2016, Pages 287–336, https://doi.org/10.1093/rof/rfv008
Published: 31 March 2015
Journal Article
The Impact of Credit Default Swap Trading on Loan Syndication Get access
Review of Finance, Volume 20, Issue 1, March 2016, Pages 265–286, https://doi.org/10.1093/rof/rfv007
Published: 15 March 2015
Journal Article
Convective Risk Flows in Commodity Futures Markets Get access
Review of Finance, Volume 19, Issue 5, August 2015, Pages 1733–1781, https://doi.org/10.1093/rof/rfu043
Published: 14 October 2014
Journal Article
Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence Get access
Review of Finance, Volume 19, Issue 1, March 2015, Pages 1–54, https://doi.org/10.1093/rof/rfu041
Published: 25 September 2014
Journal Article
Informed Headquarters and Socialistic Internal Capital Markets Get access
Review of Finance, Volume 19, Issue 3, May 2015, Pages 1105–1141, https://doi.org/10.1093/rof/rfu018
Published: 09 June 2014
Journal Article
Improving Investment Decisions with Simulated Experience Get access
Review of Finance, Volume 19, Issue 3, May 2015, Pages 1019–1052, https://doi.org/10.1093/rof/rfu021
Published: 06 June 2014
Journal Article
The Impact of Weather on German Retail Investors Get access
Review of Finance, Volume 19, Issue 3, May 2015, Pages 1143–1183, https://doi.org/10.1093/rof/rfu020
Published: 04 June 2014
Journal Article
Learning about Rare Disasters: Implications For Consumption and Asset Prices Get access
Review of Finance, Volume 19, Issue 3, May 2015, Pages 1053–1104, https://doi.org/10.1093/rof/rfu016
Published: 31 May 2014
Journal Article
Modeling the Dynamics of Correlations among Implied Volatilities Get access
Review of Finance, Volume 19, Issue 3, May 2015, Pages 991–1018, https://doi.org/10.1093/rof/rfu024
Published: 30 May 2014
Journal Article
Variance Reduction for Asian Options under a General Model Framework Get access
Review of Finance, Volume 19, Issue 2, March 2015, Pages 907–949, https://doi.org/10.1093/rof/rfu005
Published: 06 March 2014
Journal Article
Cautiousness, Skewness Preference, and the Demand for Options Get access
Review of Finance, Volume 18, Issue 6, October 2014, Pages 2375–2395, https://doi.org/10.1093/rof/rft048
Published: 14 November 2013
Journal Article
Hedging Surprises, Jumps, and Model Misspecification: A Risk Management Perspective on Hedging S&P 500 Options* Get access
Review of Finance, Volume 17, Issue 4, July 2013, Pages 1535–1569, https://doi.org/10.1093/rof/rfs027
Published: 23 September 2012
Journal Article
Default Risk of Advanced Economies: An Empirical Analysis of Credit Default Swaps during the Financial Crisis Get access
Review of Finance, Volume 16, Issue 4, October 2012, Pages 903–934, https://doi.org/10.1093/rof/rfr015
Published: 21 July 2011
Journal Article
Option-Implied Measures of Equity Risk Get access
Review of Finance, Volume 16, Issue 2, April 2012, Pages 385–428, https://doi.org/10.1093/rof/rfq029
Published: 01 March 2011
Journal Article
Approximate Equilibrium Asset Prices Get access
Review of Finance, Volume 15, Issue 1, January 2011, Pages 1–28, https://doi.org/10.1093/rof/rfq015
Published: 18 June 2010
Journal Article
Decomposing European CDS Returns Get access
Review of Finance, Volume 14, Issue 2, April 2010, Pages 189–233, https://doi.org/10.1093/rof/rfq004
Published: 02 March 2010
