Credit card interest rates and risk: new evidence from US survey data

By Liñares-Zegarra José   Wilson John O.S.  

The European Journal of Finance, Vol. 20, Iss. 10, 2014-10 ,pp. : 892-914

Routledge Ltd

Access to resources Recommend Favorite

Fourier volatility forecasting with high-frequency data and microstructure noise

By Barucci Emilio   Magno Davide   Mancino Maria Elvira  

Quantitative Finance, Vol. 12, Iss. 2, 2012-02 ,pp. : 281-293

Routledge Ltd

Access to resources Recommend Favorite

Comment on `Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates'

By Christensen B.J.  

European Finance Review, Vol. 3, Iss. 3, 1999-01 ,pp. : 311-317

Springer Publishing Company

Access to resources Recommend Favorite

Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates

By Jiang G.J.  

European Finance Review, Vol. 3, Iss. 3, 1999-01 ,pp. : 273-310

Springer Publishing Company

Access to resources Recommend Favorite

Mean reversion of short-run interest rates: empirical evidence from new EU countries

By Barros Carlos P.   Gil-Alana Luis   Matousek Roman  

The European Journal of Finance, Vol. 18, Iss. 2, 2012-02 ,pp. : 89-107

Routledge Ltd

Access to resources Recommend Favorite