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There are 19046 results for: content related to: Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options

  1. The World Price of Foreign Exchange Risk

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 445–479, BERNARD DUMAS and BRUNO SOLNIK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04791.x

  2. Debt Financing under Asymmetric Information

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 633–659, GAUTAM GOSWAMI, THOMAS NOE and MICHAEL REBELLO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04798.x

  3. The Term Structure of Interest Rates in a Partially Observable Economy

    The Journal of Finance

    Volume 44, Issue 3, July 1989, Pages: 789–812, DAVID FELDMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb04391.x

  4. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2075–2112, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489

  5. Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1425–1460, TONI M. WHITED

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04664.x

  6. Seasonality and Consumption-Based Asset Pricing

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 511–552, WAYNE E. FERSON and CAMPBELL R. HARVEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04400.x

  7. Term Premia and Interest Rate Forecasts in Affine Models

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 405–443, Gregory R. Duffee

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00426

  8. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  9. A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates

    The Journal of Finance

    Volume 36, Issue 4, September 1981, Pages: 769–799, JOHN C. COX, JONATHAN E. INGERSOLL JR. and STEPHEN A. ROSS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1981.tb04884.x

  10. The Capital Budgeting Process: Incentives and Information

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1139–1174, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04065.x

  11. No Arbitrage and Arbitrage Pricing: A New Approach

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1231–1262, RAVI BANSAL and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04753.x

  12. Term Structure of Interest Rates with Regime Shifts

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 1997–2043, Ravi Bansal and Hao Zhou

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00487

  13. Production and Risk Leveling in the Intertemporal Capital Asset Pricing Model

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1571–1595, EARL L. GRINOLS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04925.x

  14. ORDERING UNCERTAIN OPTIONS WITH BORROWING AND LENDING

    The Journal of Finance

    Volume 33, Issue 2, May 1978, Pages: 553–574, Haim Levy and Yoram Kroll

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb04867.x

  15. An Empirical Investigation of Continuous-Time Equity Return Models

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1239–1284, Torben G. Andersen, Luca Benzoni and Jesper Lund

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00460

  16. Assessing Specification Errors in Stochastic Discount Factor Models

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 557–590, LARS PETER HANSEN and RAVI JAGANNATHAN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04813.x

  17. Value of Latent Information: Alternative Event Study Methods

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 363–385, SANKARSHAN ACHARYA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04715.x

  18. Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility

    The Journal of Finance

    Volume 57, Issue 4, August 2002, Pages: 1685–1730, Pierre Collin-Dufresne and Robert S. Goldstein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00475

  19. Chaos and Nonlinear Dynamics: Application to Financial Markets

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1839–1877, DAVID A. HSIEH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04646.x

  20. Time-Varying World Market Integration

    The Journal of Finance

    Volume 50, Issue 2, June 1995, Pages: 403–444, GEERT BEKAERT and CAMPBELL R. HARVEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04790.x