| |
Original Artikel |
Datum |
Titel |
Autoren Alle Autoren |
| 1 |
[GO] |
2025―Jan―21 |
USD Interest Rate Swaption Strategies During the Unconventional Monetary Policy and Pandemic Eras |
Hiroaki Shirokawa, Kohei Yamaguchi, Takahiro Obata, Ryuta Sakemoto |
| 2 |
[GO] |
2024―Jul―19 |
Dynamic Returns Connectedness: Portfolio Hedging Implications During the COVID-19 Pandemic and the Russia-Ukraine War |
Ghulame Rubbaniy, Ali Awais Khalid, Konstantinos Syriopoulos, Efstathios Polyzos |
| 3 |
[GO] |
2023―Nov―15 |
Performance comparison of alternative stochastic volatility models and its determinants in energy futures: COVID-19 and Russia-Ukraine conflict features |
Mário Correia Fernandes, José Carlos Dias, João Pedro Vidal Nunes |
| 4 |
[GO] |
2022―Dez―05 |
COVID-19 and tail risk contagion across commodity futures markets |
Tongshuai Qiao, Liyan Han |
| 5 |
[GO] |
2022―Jul―14 |
Hedging commodities in times of distress: The case of COVID-19 |
Luiz Augusto Magalhães, Thiago Christiano Silva, Benjamin Miranda Tabak |
| 6 |
[GO] |
2022―Apr―08 |
The impact of COVID-19 on the interdependence between US and Chinese oil futures markets |
Yongmin Zhang, Shusheng Ding, Haili Shi |
| 7 |
[GO] |
2022―Jan―28 |
Effects of the Covid-19 pandemic on derivatives markets: Evidence from global futures and options exchanges |
Ekaterina E. Emm, Gerald D. Gay, Han Ma, Honglin Ren |
| 8 |
[GO] |
2021―Jul―01 |
Rational repricing of risk during COVID-19: Evidence from Indian single stock options market |
Sobhesh Kumar Agarwalla, Jayanth R. Varma, Vineet Virmani |
