-
2
-
-
33745293117
-
Volatility Risk Premiums Embedded in Individual Equity Options: Some New Insights
-
Bakshi, Gurdip, and Nikunj Kapadia. "Volatility Risk Premiums Embedded in Individual Equity Options: Some New Insights." Journal of Derivatives 11, no. 1 (2003): 45-54.
-
(2003)
Journal of Derivatives
, vol.11
, Issue.1
, pp. 45-54
-
-
Bakshi, G.1
Kapadia, N.2
-
3
-
-
84977707224
-
The Crash of '87: Was It Expected? The Evidence from Options Markets
-
Bates, David. "The Crash of '87: Was It Expected? The Evidence from Options Markets." Journal of Finance 46, no. 3 (1991): 1009-44.
-
(1991)
Journal of Finance
, vol.46
, Issue.3
, pp. 1009-1044
-
-
Bates, D.1
-
4
-
-
0033457538
-
Valuing the Futures Market Clearinghouse's Default Exposure during the 1987 Crash
-
Bates, David, and Roger Craine. "Valuing the Futures Market Clearinghouse's Default Exposure during the 1987 Crash." Journal of Money, Credit, and Banking 31, no. 2 (1999): 248-72.
-
(1999)
Journal of Money, Credit, and Banking
, vol.31
, Issue.2
, pp. 248-272
-
-
Bates, D.1
Craine, R.2
-
5
-
-
85015692260
-
The Pricing of Options and Corporate Liabilities
-
Black, Fischer, and Myron Scholes. "The Pricing of Options and Corporate Liabilities." Journal of Political Economy 81, no. 3 (1973): 637-54.
-
(1973)
Journal of Political Economy
, vol.81
, Issue.3
, pp. 637-654
-
-
Black, F.1
Scholes, M.2
-
6
-
-
1642275039
-
Option-Implied Risk Aversion Estimates
-
Bliss, Robert, and Nikolaos Panigirtzoglu. "Option-Implied Risk Aversion Estimates." Journal of Finance 59, no. 1 (2004): 407-46.
-
(2004)
Journal of Finance
, vol.59
, Issue.1
, pp. 407-446
-
-
Bliss, R.1
Panigirtzoglu, N.2
-
7
-
-
1842663101
-
Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?
-
Bollen, Nicholas P., and Robert E. Whaley. "Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?" Journal of Finance 59, no. 2 (2004): 711-53.
-
(2004)
Journal of Finance
, vol.59
, Issue.2
, pp. 711-753
-
-
Bollen, N.P.1
Whaley, R.E.2
-
8
-
-
50249173106
-
Discussion: The Panic of 1873 and Financial Market Volatility and Panics Before 1914
-
edited by, Homewood, IL: Business One Irwin
-
Bordo, Michael. "Discussion: The Panic of 1873 and Financial Market Volatility and Panics Before 1914." In Crashes and Panics: The Lessons from History, edited by Eugene White, 126-32. Homewood, IL: Business One Irwin, 1990.
-
(1990)
Crashes and Panics: The Lessons from History
, pp. 126-132
-
-
Bordo, M.1
-
9
-
-
0000516158
-
Prices of State-Contingent Claims Implicit in Options Prices
-
Breeden, Douglas, and Robert Litzenberger. "Prices of State-Contingent Claims Implicit in Options Prices." Journal of Business 51, no. 4 (1978): 621-51.
-
(1978)
Journal of Business
, vol.51
, Issue.4
, pp. 621-651
-
-
Breeden, D.1
Litzenberger, R.2
-
10
-
-
0002232313
-
The Origins of Banking Panics: Models, Facts, and Bank Regulation
-
edited by R. G. Hubbard, Chicago, IL: NBER and University of Chicago Press
-
Calomiris, Charles, and Gary Gorton. "The Origins of Banking Panics: Models, Facts, and Bank Regulation." In Financial Markets and Financial Crises, edited by R. G. Hubbard, 109-73. Chicago, IL: NBER and University of Chicago Press, 1991.
-
(1991)
Financial Markets and Financial Crises
, pp. 109-173
-
-
Calomiris, C.1
Gorton, G.2
-
12
-
-
10444251819
-
An Annual Index of U.S. Industrial Production, 1790-1915
-
Davis, Joseph H. "An Annual Index of U.S. Industrial Production, 1790-1915." Quarterly Journal of Economics 119, no. 4 (2004): 1177-215.
-
(2004)
Quarterly Journal of Economics
, vol.119
, Issue.4
, pp. 1177-1215
-
-
Davis, J.H.1
-
13
-
-
33845426825
-
The Origins of the German Corporation: Finance, Ownership and Control
-
Franks, Julian, Colin Mayer, and Hannes Wagner. "The Origins of the German Corporation: Finance, Ownership and Control." Review of Finance 10, no. 4 (2006): 537-85.
-
(2006)
Review of Finance
, vol.10
, Issue.4
, pp. 537-585
-
-
Franks, J.1
Mayer, C.2
Wagner, H.3
-
16
-
-
0038454553
-
How Useful are Implied Distributions? Evidence from Stock-Index Options
-
Gemmill, Gordon, and Apostolos Saflekos. "How Useful are Implied Distributions? Evidence from Stock-Index Options." Journal of Derivatives 7, no. 3, (2000): 83-99.
-
(2000)
Journal of Derivatives
, vol.7
, Issue.3
, pp. 83-99
-
-
Gemmill, G.1
Saflekos, A.2
-
17
-
-
34447138870
-
Banking Panics and Business Cycles
-
Gorton, Gary. "Banking Panics and Business Cycles." Oxford Economic Papers 40, no. 4 (1988): 751-81.
-
(1988)
Oxford Economic Papers
, vol.40
, Issue.4
, pp. 751-781
-
-
Gorton, G.1
-
18
-
-
0043172651
-
International Trade Under Depreciated Paper: The United States, 1862-79
-
Graham, Frank. "International Trade Under Depreciated Paper: The United States, 1862-79." Quarterly Journal of Economics, 36, no. 2 (1922): 220-73.
-
(1922)
Quarterly Journal of Economics
, vol.36
, Issue.2
, pp. 220-273
-
-
Graham, F.1
-
19
-
-
0039232172
-
-
and Company, New York, NY: John Hickling and Company
-
John Hickling and Company. Men and Idioms of Wall Street. New York, NY: John Hickling and Company, 1875.
-
(1875)
Men and Idioms of Wall Street
-
-
Hickling, J.1
-
20
-
-
50249108705
-
-
Santa Monica, CA: RAND
-
Hundley, Richard, Robert Anderson, Tora Bikson, and Richard Neu. The Global Course of the Information Revolution: Recurring Themes and Regional Variations. Santa Monica, CA: RAND, 2003.
-
(2003)
The Global Course of the Information Revolution: Recurring Themes and Regional Variations
-
-
Hundley, R.1
Anderson, R.2
Bikson, T.3
Neu, R.4
-
21
-
-
0038879469
-
The Market for Equity Options in the 1870s
-
Kairys, Joseph, and Nicholas Valerio III. "The Market for Equity Options in the 1870s." Journal of Finance 52, no. 4 (1997): 1707-24.
-
(1997)
Journal of Finance
, vol.52
, Issue.4
, pp. 1707-1724
-
-
Kairys, J.1
Valerio III, N.2
-
22
-
-
50249173106
-
The Panic of 1873
-
edited by, Homewood, IL: Business One Irwin
-
Kindleberger, Charles. "The Panic of 1873." In Crashes and Panics: The Lessons from History, edited by Eugene White, 69-84. Homewood, IL: Business One Irwin, 1990.
-
(1990)
Crashes and Panics: The Lessons from History
, pp. 69-84
-
-
Kindleberger, C.1
-
26
-
-
50249127880
-
-
Medbery, James K. Men and Mysteries of Wall Street. New York: Fields, Osgood, & Co., 1870.
-
Medbery, James K. Men and Mysteries of Wall Street. New York: Fields, Osgood, & Co., 1870.
-
-
-
-
28
-
-
0000808665
-
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates
-
Metron, Robert. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates." Journal of Finance 29, no. 2 (1974): 449-470.
-
(1974)
Journal of Finance
, vol.29
, Issue.2
, pp. 449-470
-
-
Metron, R.1
-
29
-
-
50249177360
-
-
Mishkin, Frederick. Asymmetric Information and Financial Crises: A Historical Perspective. In Financial Markets and Financial Crises edited by R. G. Hubbard, 69-108. Chicago: NBER and University of Chicago Press, 1991.
-
Mishkin, Frederick. "Asymmetric Information and Financial Crises: A Historical Perspective." In Financial Markets and Financial Crises edited by R. G. Hubbard, 69-108. Chicago: NBER and University of Chicago Press, 1991.
-
-
-
-
30
-
-
0347416995
-
Global Financial Instability: Framework, Events, Issues
-
Mishkin, Frederick. "Global Financial Instability: Framework, Events, Issues." Journal of Economic Perspectives 13, no. 4 (1999): 3-20.
-
(1999)
Journal of Economic Perspectives
, vol.13
, Issue.4
, pp. 3-20
-
-
Mishkin, F.1
-
31
-
-
50249186840
-
Gold, Prices & Wages Under the Greenback Standard New York: Augustus M
-
Mitchell, Wesley C. Gold, Prices & Wages Under the Greenback Standard New York: Augustus M. Kelley Publishers, 1966 [1908].
-
(1908)
Kelley Publishers
-
-
Mitchell, W.C.1
-
32
-
-
50249112394
-
-
Mixon, Scott. The Derivatives Crisis of 1884. Financial History 84 (Fall 2005): 28-30, 37.
-
Mixon, Scott. "The Derivatives Crisis of 1884." Financial History 84 (Fall 2005): 28-30, 37.
-
-
-
-
33
-
-
4444362397
-
Crises in the Global Economy from Tulips to Today: Contagion and Consequences
-
edited by, and, Chicago: NBER and University of Chicago Press
-
Neal, Larry, and Marc Weidenmier. "Crises in the Global Economy from Tulips to Today: Contagion and Consequences." In Globalization in Historical Perspective, edited by Michael Bordo, Alan Taylor, and Jeffrey Williamson, 473-514. Chicago: NBER and University of Chicago Press, 2003.
-
(2003)
Globalization in Historical Perspective
, pp. 473-514
-
-
Neal, L.1
Weidenmier, M.2
-
34
-
-
84974489690
-
The Floating Dollar in the Greenback Period: A Test of Theories of Exchange-Rate Determination
-
Officer, Lawrence H. "The Floating Dollar in the Greenback Period: A Test of Theories of Exchange-Rate Determination." This JOURNAL 41, no. 3 (1981): 629-50.
-
(1981)
This JOURNAL
, vol.41
, Issue.3
, pp. 629-650
-
-
Officer, L.H.1
-
35
-
-
50249100045
-
-
Officer, Lawrence H. Exchange Rate Between the United States Dollar and the British Pound, 1791-2005. Economic History Services, EH.Net, (2006). URL: http://eh.net/hmit/exchangerates/pound.php
-
Officer, Lawrence H. "Exchange Rate Between the United States Dollar and the British Pound, 1791-2005." Economic History Services, EH.Net, (2006). URL: http://eh.net/hmit/exchangerates/pound.php
-
-
-
-
36
-
-
0002484781
-
The Extreme Value Method for Estimating the Variance of the Rate of Return
-
Parkinson, Michael. "The Extreme Value Method for Estimating the Variance of the Rate of Return." Journal of Business 53, no. 1 (1980): 61-65.
-
(1980)
Journal of Business
, vol.53
, Issue.1
, pp. 61-65
-
-
Parkinson, M.1
-
37
-
-
84959818799
-
Statistical Inference in Instrumental Variables Regression with I(1) Processes
-
Phillips, Peter C. B., and Bruce E. Hansen. "Statistical Inference in Instrumental Variables Regression with I(1) Processes," Review of Economic Studies 57 (1990): 99-125.
-
(1990)
Review of Economic Studies
, vol.57
, pp. 99-125
-
-
Phillips, P.C.B.1
Hansen, B.E.2
-
38
-
-
0008197335
-
Was the Crash of 1929 Expected?
-
Rappoport, Peter, and Eugene N. White. "Was the Crash of 1929 Expected?" American Economic Review 84, no. 1 (1994): 271-81.
-
(1994)
American Economic Review
, vol.84
, Issue.1
, pp. 271-281
-
-
Rappoport, P.1
White, E.N.2
-
41
-
-
2242484478
-
-
New York: Truman Talley Books
-
Sobel, Robert. Panic on Wall Street. New York: Truman Talley Books, 1988.
-
(1988)
Panic on Wall Street
-
-
Sobel, R.1
-
43
-
-
0001527764
-
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
-
Stock, James, and Mark Watson. "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems." Econometrica 83 (1993): 1097-107.
-
(1993)
Econometrica
, vol.83
, pp. 1097-1107
-
-
Stock, J.1
Watson, M.2
|