Skip to contents Craig, Ben R. [Author]; Keller, Joachim [Author] The forecast ability of risk-neutral densities of foreign exchange Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main: Deutsche Bundesbank, 2005 Published in: Deutsche Bundesbank: Discussion paper / 2 ; 2005,05 Félix, Luiz [Author]; Kräussl, Roman [Author]; Stork, Philip [Author] Single stock call options as lottery tickets : overpricing and investor sentiment Books View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Luxembourg]: [University of Luxembourg, Faculty of Law, Economics and Finance, Luxembourg School of Finance], July 2018 Published in: Luxembourg School of Finance: LSF research working paper series ; 2016,05 Gimeno, Ricardo [Author]; Ibáñez, Alfredo [Author] The eurozone (expected) inflation : an option's eyes view Books View online Schließen > Access http://www.bde.es/f/webbde/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosTrabajo/17/Fich/dt1722e.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Madrid: Banco de España, 2017 Published in: Banco de España: Documentos de trabajo ; 20172200 Hördahl, Peter [Author]; Vestin, David [Author] Interpreting implied risk-neutral densities: the role of risk premia Books View online Schließen > Links http://hdl.handle.net/10419/152708 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: European Central Bank (ECB), 2003 Bales, Stephan [Author]; Burghartz, Kaspar [Author]; Hitz, Lukas [Author] Intra-Day Risk-Neutral Densities and Macroeconomic Announcements Books View online Schließen > Access https://ssrn.com/abstract=4377463 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Aschakulporn, Pakorn [Author]; Zhang, Jin E. [Author] Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : a Gram-Charlier density approach Articles View online Schließen > Access https://link.springer.com/content/pdf/10.1007/s11147-022-09187-x.pdf?pdf=button Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Review of derivatives research ; 25(2022), 3 vom: Okt., Seite 233-281 Felix, Luiz [Author]; Kräussl, Roman [Author]; Stork, Philip [Author] Single stock call options as lottery tickets Books View online Schließen > Links http://hdl.handle.net/10419/149622 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Goethe University Frankfurt, Center for Financial Studies (CFS), 2017 Félix, Luiz [Author]; Kräussl, Roman [Author]; Stork, Philip [Author] Single Stock Call Options as Lottery Tickets Books View online Schließen > Links http://hdl.handle.net/10419/130510 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Amsterdam and Rotterdam: Tinbergen Institute, 2016 Benavides, Guillermo [Author] Exchange rate risk premium: An analysis of its determinants for the Mexican Peso-USD Books View online Schließen > Links http://hdl.handle.net/10419/174441 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Ciudad de México: Banco de México, 2016 Abarca, Gustavo [Author]; Benavides, Guillermo [Author]; Rangel, José Gonzalo [Author] Exchange rate market expectations and Central Bank policy: The case of the Mexican peso-US dollar from 2005-2009 Books View online Schließen > Links http://hdl.handle.net/10419/83692 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Ciudad de México: Banco de México, 2010 Trappe, Niklas [Author] ; Korn, Prof [Degree supervisor]; Lepone, Prof [Degree supervisor]; Hitz, Prof [Degree supervisor] On the Determinants of Premiums in Financial Markets Books View online Schließen > Access http://nbn-resolving.org/urn:nbn:de:gbv:7-ediss-14853-4 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Göttingen, 2023 Vergote, Olivier [Author]; Puigvert Gutiérrez, Josep Maria [Author] Interest rate expectations and uncertainty during ECB governing council days: evidence from intraday implied densities of 3-month Euribor Books View online Schließen > Links http://hdl.handle.net/10419/153825 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: European Central Bank (ECB), 2011 Craig, Ben R. [Author]; Keller, Joachim [Author] The forecast ability of risk-neutral densities of foreign exchange Books View online Schließen > Links http://hdl.handle.net/10419/19738 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Deutsche Bundesbank, 2005 Keller, Joachim G. [Author]; Craig, Ben R. [Author] The Empirical Performance of Option Based Densities of Foreign Exchange Books View online Schließen > Links http://hdl.handle.net/10419/19564 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Deutsche Bundesbank, 2002 Andersen, Allan Bødskov [Author]; Wagener, Tom [Author] Extracting risk neutral probability densities by fitting implied volatility smiles: Some methodological points and an application to the 3M Euribor futures option prices Books View online Schließen > Links http://hdl.handle.net/10419/82362 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Copenhagen: Danmarks Nationalbank, 2002 Csávás, Csaba [Author] Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: Test based on EUR/HUF option-implied densities Books View online Schließen > Links http://hdl.handle.net/10419/83600 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Budapest: Magyar Nemzeti Bank, 2008 Grith, Maria [Author]; Härdle, Wolfgang Karl [Author]; Schienle, Melanie [Author] Nonparametric estimation of risk-neutral densities Books View online Schließen > Links http://hdl.handle.net/10419/39332 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2010 Keller, Joachim [Author]; Glatzer, Ernst [Author]; Craig, Ben R. [Author]; Scheicher, Martin [Author] The Forecasting Performance of German Stock Option Densities Books View online Schließen > Links http://hdl.handle.net/10419/19605 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Deutsche Bundesbank, 2003 Figlewski, Stephen [Author] Risk Neutral Densities : A Review Books View online Schließen > Access https://ssrn.com/abstract=3120028 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Grith, Maria [Author]; Härdle, Wolfgang [Author]; Schienle, Melanie [Author] Nonparametric Estimation of Risk-Neutral Densities Books View online Schließen > Access https://ssrn.com/abstract=2894237 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2017 Published in: SFB ; 649 Discussion Paper 2010-021
Craig, Ben R. [Author]; Keller, Joachim [Author] The forecast ability of risk-neutral densities of foreign exchange Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main: Deutsche Bundesbank, 2005 Published in: Deutsche Bundesbank: Discussion paper / 2 ; 2005,05
Félix, Luiz [Author]; Kräussl, Roman [Author]; Stork, Philip [Author] Single stock call options as lottery tickets : overpricing and investor sentiment Books View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Luxembourg]: [University of Luxembourg, Faculty of Law, Economics and Finance, Luxembourg School of Finance], July 2018 Published in: Luxembourg School of Finance: LSF research working paper series ; 2016,05
Gimeno, Ricardo [Author]; Ibáñez, Alfredo [Author] The eurozone (expected) inflation : an option's eyes view Books View online Schließen > Access http://www.bde.es/f/webbde/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosTrabajo/17/Fich/dt1722e.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Madrid: Banco de España, 2017 Published in: Banco de España: Documentos de trabajo ; 20172200
> Access http://www.bde.es/f/webbde/SES/Secciones/Publicaciones/PublicacionesSeriadas/DocumentosTrabajo/17/Fich/dt1722e.pdf Show more show less
Hördahl, Peter [Author]; Vestin, David [Author] Interpreting implied risk-neutral densities: the role of risk premia Books View online Schließen > Links http://hdl.handle.net/10419/152708 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: European Central Bank (ECB), 2003
Bales, Stephan [Author]; Burghartz, Kaspar [Author]; Hitz, Lukas [Author] Intra-Day Risk-Neutral Densities and Macroeconomic Announcements Books View online Schließen > Access https://ssrn.com/abstract=4377463 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Aschakulporn, Pakorn [Author]; Zhang, Jin E. [Author] Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : a Gram-Charlier density approach Articles View online Schließen > Access https://link.springer.com/content/pdf/10.1007/s11147-022-09187-x.pdf?pdf=button Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Review of derivatives research ; 25(2022), 3 vom: Okt., Seite 233-281
> Access https://link.springer.com/content/pdf/10.1007/s11147-022-09187-x.pdf?pdf=button Full access (via DOI) Show more show less
Felix, Luiz [Author]; Kräussl, Roman [Author]; Stork, Philip [Author] Single stock call options as lottery tickets Books View online Schließen > Links http://hdl.handle.net/10419/149622 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Goethe University Frankfurt, Center for Financial Studies (CFS), 2017
Félix, Luiz [Author]; Kräussl, Roman [Author]; Stork, Philip [Author] Single Stock Call Options as Lottery Tickets Books View online Schließen > Links http://hdl.handle.net/10419/130510 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Amsterdam and Rotterdam: Tinbergen Institute, 2016
Benavides, Guillermo [Author] Exchange rate risk premium: An analysis of its determinants for the Mexican Peso-USD Books View online Schließen > Links http://hdl.handle.net/10419/174441 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Ciudad de México: Banco de México, 2016
Abarca, Gustavo [Author]; Benavides, Guillermo [Author]; Rangel, José Gonzalo [Author] Exchange rate market expectations and Central Bank policy: The case of the Mexican peso-US dollar from 2005-2009 Books View online Schließen > Links http://hdl.handle.net/10419/83692 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Ciudad de México: Banco de México, 2010
Trappe, Niklas [Author] ; Korn, Prof [Degree supervisor]; Lepone, Prof [Degree supervisor]; Hitz, Prof [Degree supervisor] On the Determinants of Premiums in Financial Markets Books View online Schließen > Access http://nbn-resolving.org/urn:nbn:de:gbv:7-ediss-14853-4 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Göttingen, 2023
Vergote, Olivier [Author]; Puigvert Gutiérrez, Josep Maria [Author] Interest rate expectations and uncertainty during ECB governing council days: evidence from intraday implied densities of 3-month Euribor Books View online Schließen > Links http://hdl.handle.net/10419/153825 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: European Central Bank (ECB), 2011
Craig, Ben R. [Author]; Keller, Joachim [Author] The forecast ability of risk-neutral densities of foreign exchange Books View online Schließen > Links http://hdl.handle.net/10419/19738 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Deutsche Bundesbank, 2005
Keller, Joachim G. [Author]; Craig, Ben R. [Author] The Empirical Performance of Option Based Densities of Foreign Exchange Books View online Schließen > Links http://hdl.handle.net/10419/19564 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Deutsche Bundesbank, 2002
Andersen, Allan Bødskov [Author]; Wagener, Tom [Author] Extracting risk neutral probability densities by fitting implied volatility smiles: Some methodological points and an application to the 3M Euribor futures option prices Books View online Schließen > Links http://hdl.handle.net/10419/82362 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Copenhagen: Danmarks Nationalbank, 2002
Csávás, Csaba [Author] Density forecast evaluation and the effect of risk-neutral central moments on the currency risk premium: Test based on EUR/HUF option-implied densities Books View online Schließen > Links http://hdl.handle.net/10419/83600 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Budapest: Magyar Nemzeti Bank, 2008
Grith, Maria [Author]; Härdle, Wolfgang Karl [Author]; Schienle, Melanie [Author] Nonparametric estimation of risk-neutral densities Books View online Schließen > Links http://hdl.handle.net/10419/39332 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2010
Keller, Joachim [Author]; Glatzer, Ernst [Author]; Craig, Ben R. [Author]; Scheicher, Martin [Author] The Forecasting Performance of German Stock Option Densities Books View online Schließen > Links http://hdl.handle.net/10419/19605 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt a. M.: Deutsche Bundesbank, 2003
Figlewski, Stephen [Author] Risk Neutral Densities : A Review Books View online Schließen > Access https://ssrn.com/abstract=3120028 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Grith, Maria [Author]; Härdle, Wolfgang [Author]; Schienle, Melanie [Author] Nonparametric Estimation of Risk-Neutral Densities Books View online Schließen > Access https://ssrn.com/abstract=2894237 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2017 Published in: SFB ; 649 Discussion Paper 2010-021
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