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Is Investors’ Psychology Affected Due to a Potential Unexpected Environmental Disaster?. (2020). HALKOS, GEORGE ; Zisiadou, Argyro.
In: JRFM.
RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:151-:d:383470.

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    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-2.

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  36. Exchange rate risks and asset prices in a small open economy. (2004). Derviz, Alexis.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004314.

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  37. The Econometrics of Option Pricing. (2004). Renault, Eric ; Ghysels, Eric ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2004s-04.

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  38. Representative Consumers Risk Aversion and Efficient Risk-Sharing Rules. (2004). Kuzmics, Christoph ; Hara, Chiaki.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0452.

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  39. Consistent Estimation of Pricing Kernels from Noisy Price Data. (2003). Kargin, Vladislav.
    In: Finance.
    RePEc:wpa:wuwpfi:0311001.

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  40. A class of models satisfying a dynamical version of the CAPM. (2003). NAPP, Clotilde ; Jouini, Elyès.
    In: Post-Print.
    RePEc:hal:journl:halshs-00167159.

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  41. Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio. (2003). Kobzová, Lucie ; Kadlčáková, Narcisa ; Derviz, Alexis ; Kadlkov, Narcisa .
    In: Working Papers.
    RePEc:cnb:wpaper:2003/09.

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  42. Iterative and Recursive Estimation in Structural Non-Adaptive Models. (2003). Renault, Eric ; Patilea, Valentin ; Pastorello, Sergio.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-08.

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  43. Consistent Estimation of Pricing Kernels from Noisy Price Data. (2003). Kargin, Vladislav.
    In: Papers.
    RePEc:arx:papers:math/0310223.

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  44. Nonparametric Option Pricing under Shape Restrictions. (2002). Ait-Sahalia, Yacine ; Duarte, Jefferson.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8944.

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  45. Recovering risk aversion from options. (2001). Bliss, Robert R. ; Panigirtzoglou, Nikolaos.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-01-15.

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  46. Interpreting the volatility smile: an examination of the information content of option prices. (2001). Weinberg, Steven A..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:706.

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  47. Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002). (2001). Renault, Eric ; Luger, Richard ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2001s-02.

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  48. Asset Pricing Puzzles: Evidence from Options Markets. (2000). Rosenberg, Joshua.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-025.

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  49. Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-014.

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  50. Empirical Tests of Interest Rate Model Pricing Kernels. (1999). Rosenberg, Joshua.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-015.

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