Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Panigirtzoglou, Nikolaos"'
Publikováno v:
The Journal of Finance, 2004 Feb 01. 59(1), 407-446.
Externí odkaz:
https://www.jstor.org/stable/3694900
Publikováno v:
The Economic Journal, 2003 Oct 01. 113(490), 723-746.
Externí odkaz:
https://www.jstor.org/stable/3590280
Publikováno v:
Management Science, 2011 Jul 01. 57(7), 1231-1249.
Externí odkaz:
http://dx.doi.org/10.1287/mnsc.1110.1346
Autor:
Panigirtzoglou, Nikolaos1
Publikováno v:
European Financial Management. Jun2004, Vol. 10 Issue 2, p321-338. 18p.
Autor:
Cappiello, Lorenzo1 lorenzo.cappiello@ecb.int, Panigirtzoglou, Nikolaos2 n.panigirtzoglou@qmul.ac.uk
Publikováno v:
Empirical Economics. Nov2008, Vol. 35 Issue 3, p475-495. 21p. 4 Charts, 2 Graphs.
Using option prices to measure financial market views about balances of risk to future asset prices.
Publikováno v:
Bank of England Quarterly Bulletin. Winter2004, Vol. 44 Issue 4, p442-454. 12p.
The statistics that summarise probability density functions(pdfs) implied from option prices can be used to assess market expectations about future uncertainty, asymmetry and the probability of extreme movements in asset prices. A time-series analysi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::be213da5ab58e370aefa3bba92b922e7
http://www.bankofengland.co.uk/research/Documents/workingpapers/2008/WP345.pdf
http://www.bankofengland.co.uk/research/Documents/workingpapers/2008/WP345.pdf
Publikováno v:
IndraStra Global.
Despite the zero lower bound on the short nominal interest rate in Japan having become a binding constraint, conventional monetary policy in Japan, in the form of generalised open market purchases of government securities of all maturities, has never
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4b3ab853296809b4c1094c52911832a6
http://eprints.lse.ac.uk/845/1/liqnew.pdf
http://eprints.lse.ac.uk/845/1/liqnew.pdf
The goal of this study is to measure market prices of risk and the associated foreign exchange risk premia extending the approach proposed by Balduzzi and Robotti (2001) to an international framework. Estimations of minimum variance stochastic discou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::f2fc55240de2503e8ad9aa6704c4579f
https://hdl.handle.net/10419/62861
https://hdl.handle.net/10419/62861
Publikováno v:
IndraStra Global.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=issn23813652::4c6bfc72f16229f71a62b5d8def508b8
https://igi.indrastra.com/items/show/308412
https://igi.indrastra.com/items/show/308412