1. International Portfolio Diversification Benefits: An Empirical Investigation of the 28 European Stock Markets During the Period 2014–2024. (2024). Azra, Zaimovic ; Rijad, Belija ; Almira, Arnaut-Berilo.
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2. Changing Risk Appetite and Price Dynamics of Gold Vis-a-Vis Real and Financial Assets: Perspective from the Indian Market. (2023). Dilip, Archana ; Kundu, Sujata.
   In: Journal of Quantitative Economics.
   RePEc:spr:jqecon:v:21:y:2023:i:4:d:10.1007_s40953-023-00359-6.

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3. CREDIT DEFAULT SWAPS AND MACROECONOMIC FORECASTS - HOW CAN THEY INFLUENCE EACH OTHER?. (2018). Ailincă, Alina ; Dragoi, Catalin ; Ailinca, Alina Georgeta.
   In: Contemporary Economy Journal.
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4. The Role of Country Concentration in the International Portfolio Investment Positions for the European Union Members. (2014). Hashimoto, Yuko ; Brushko, Iuliia.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2014/074.

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5. Rollover risk and endogenous network dynamics. (2013). Page, Frank ; Fique, Jose.
   In: Computational Management Science.
   RePEc:spr:comgts:v:10:y:2013:i:2:p:213-230.

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6. Financial intermediation in the theory of the risk-free rate. (2011). Marini, Franois.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:35:y:2011:i:7:p:1663-1668.

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7. Financial market´s appetite for risk: and the challenge of assessing its evolution by risk appetite indicators. (2009). Uhlenbrock, Birgit .
   In: Discussion Paper Series 2: Banking and Financial Studies.
   RePEc:zbw:bubdp2:200908.

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8. CAN CREDIT DEFAULT SWAPS PREDICT FINANCIAL CRISES? EMPIRICAL STUDY ON EMERGING MARKETS. (2009). Neziri, Hekuran.
   In: Journal of Applied Economic Sciences.
   RePEc:ush:jaessh:v:4:y:2009:i:1(7)_spring2009:56.

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9. Changes in investors risk appetite - an assessment of financial integration and interdependence. (2009). Fung, Laurence Kang-Por ; Yu, Ip-Wing ; Tam, Chi-Sang.
   In: IFC Bulletins chapters.
   RePEc:bis:bisifc:31-22.

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10. Financial markets appetite for risk - and the challenge of assessing its evolution by risk appetite indicators. (2009). Uhlenbrock, Birgit .
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:31-18.

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11. Does the ECB Care about Shifts in Investors’ Risk Appetite?. (2008). Siriopoulos, Costas ; Papadamou, Stephanos.
    In: MPRA Paper.
    RePEc:pra:mprapa:25973.

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12. Can Credit Default Swaps Predict Financial Crises: An Empirical Test on Emerging Markets. (2008). Neziri, Hekuran.
    In: MPRA Paper.
    RePEc:pra:mprapa:13096.

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13. Changes in Investors Risk Appetite - An Assessment of Financial Integration and Interdependence. (2008). Fung, Laurence ; Yu, Ip-Wing ; Tam, Chi-Sang.
    In: Working Papers.
    RePEc:hkg:wpaper:0812.

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14. Beyond Bubbles: The Role of Asset Prices in Early-Warning Indicators. (2008). Rozo, Sandra ; Gomez, Esteban.
    In: Revista ESPE - Ensayos Sobre Política Económica.
    RePEc:col:000107:005290.

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15. Border of Monetary Policy in the New Financial State. (2008). Ramdecha, Vasuveerapat ; Jitmongkolsa-mer, Pawinee ; Wiengwangchai, Krittinan ; Poonpatpibul, Chaipat.
    In: Working Papers.
    RePEc:bth:wpaper:2008-01.

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16. Beyond bubbles: the role of asset prices in early-warning indicators. (2008). Rozo, Sandra ; Gomez, Esteban.
    In: Revista ESPE - Ensayos sobre Política Económica.
    RePEc:bdr:ensayo:v:26:y:2008:i:56:p:114-148.

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17. Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?. (2008). Vasishtha, Garima ; Maier, Philipp.
    In: Staff Working Papers.
    RePEc:bca:bocawp:08-25.

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18. Beyond Bubbles: The role of asset prices in early-warning indicators. (2007). Rozo, Sandra ; Gomez, Esteban.
    In: Borradores de Economia.
    RePEc:col:000094:004245.

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19. Beyond Bubbles:The role of asset prices in early-warning indicators. (2007). Rozo, Sandra ; Gomez, Esteban.
    In: Borradores de Economia.
    RePEc:col:000094:004050.

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1. As Atuações Cambiais do Banco Central Afetam as Expectativas de Mercado?. (2015). Araujo, Gustavo ; Machado, Jose Valentim ; Moura, Jaqueline Terra.
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2. Implied Volatility and the Risk-Free Rate of Return in Options Markets. (2014). Bianconi, Marcelo ; MacLachlan, Scott ; Sammon, Marco.
   In: Discussion Papers Series, Department of Economics, Tufts University.
   RePEc:tuf:tuftec:0777.

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3. Extracting market information from equity options with exponential Lévy processes. (2014). Fabozzi, Frank ; TUNARU, RADU S. ; Leccadito, Arturo.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:38:y:2014:i:c:p:125-141.

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4. A Robust Equilibrium Relationship between Market Prices of Risks and Risk Aversion in Dynamically Complete Stochastic. (2013). Turvey, Calum ; Han, Qian.
   In: Working Papers.
   RePEc:wyi:wpaper:002038.

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5. A Linear Relationship between Market Prices of Risks and Risk Aversion in Complete Stochastic Volatility Models. (2013). Han, Qian.
   In: Working Papers.
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6. Semi-nonparametric estimation of the call price surface under strike and time-to-expiry no-arbitrage constraints. (2013). Fengler, Matthias ; Hin, Lin-Yee.
   In: Economics Working Paper Series.
   RePEc:usg:econwp:2011:36.

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7. A View on the Risk-Neutral Density Forecasting of the Dax30 Returns. (2013). Duca, Ioana Andreea ; Ruxanda, Gheorghe.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2013:i:2:p:101-114.

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8. Optimal asset structure of a bank - bank reactions to stressful market conditions. (2013). Halaj, Grzegorz ; Haaj, Grzegorz.
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   RePEc:ecb:ecbwps:20131533.

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9. Forward-looking robust portfolio selection. (2013). Cecchetti, Sara ; Sigalotti, Laura.
   In: Temi di discussione (Economic working papers).
   RePEc:bdi:wptemi:td_913_13.

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10. Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps. (2012). Fan, Gang-Zhi ; Ong, Seow ; Pu, Ming.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:44:y:2012:i:4:p:543-569.

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11. Estimating relative risk aversion, risk-neutral and real-world densities using brazilian real currency options. (2012). ORNELAS, JOSE ; Fajardo, José ; de Farias, Aquiles ; Ornelas, Jose Renato Haas, ; Barbachan, Jose Santiago Fajardo, .
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12. Exploring the role of the realized return distribution in the formation of the implied volatility smile. (2012). Rompolis, Leonidas ; Chalamandaris, George.
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13. Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions. (2012). Kaeck, Andreas ; Alexander, Carol.
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14. Anatomy of a meltdown: The risk neutral density for the S&P 500 in the fall of 2008. (2012). Figlewski, Stephen ; Birru, Justin.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:2:p:151-180.

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15. Wealth dynamics and a bias toward momentum trading. (2012). Lebaron, Blake.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:9:y:2012:i:1:p:21-28.

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16. De-noising option prices with the wavelet method. (2012). Haven, Emmanuel ; Liu, Xiaoquan ; Shen, Liya.
    In: European Journal of Operational Research.
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17. On optimal pension management in a stochastic framework with exponential utility. (2011). Ma, Qing-Ping.
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18. Exchange rates during financial crises. (2010). Kohler, Marion.
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19. What do asset prices have to say about risk appetite and uncertainty?. (2009). Hoerova, Marie ; Bekaert, Geert ; Scheicher, Martin.
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20. Market conditions, default risk and credit spreads. (2008). yan, hong ; Tang, Dragon Yongjun.
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21. Explaining the characteristics of the power (CRRA) utility family. (2008). Wakker, Peter.
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22. Empirical risk aversion functions-estimates and assessment of their reliability. (2008). Kim, Tong Suk ; Kang, Byung Jin .
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23. The Carry Trade, Portfolio Diversification, and the Adjustment of the Japanese Yen. (2008). Winters, Corinne.
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24. The Role of the Real Interest Rate in US Macroeconomic History. (2007). Weber, Ernst.
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25. Measuring time-varying economic fears with consumption-based stochastic discount factors. (2007). Rubio, Gonzalo ; Nieto, Belen.
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26. Construction and Interpretation of Model-Free Implied Volatility. (2007). Andersen, Torben ; Bondarenko, Oleg.
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27. Option prices, exchange market intervention, and the higher moment expectations channel: a users guide. (2007). Melick, Will ; Humpage, Owen ; Higgins, Patrick ; Galati, Gabriele.
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28. Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index. (2007). Schleicher, Christoph ; Salmon, Mark ; Hurd, Matthew .
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29. Construction and Interpretation of Model-Free Implied Volatility. (2007). Andersen, Torben ; Bondarenko, Oleg.
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30. Expected Stock Returns and Variance Risk Premia. (2007). Zhou, Hao ; Bollerslev, Tim.
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31. Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities. (2007). Zhou, Hao ; Bollerslev, Tim ; Gibson, Michael.
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32. Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market. (2006). Yang, Jian ; Guo, Hui ; Wang, Zijun.
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33. Expected stock returns and variance risk premia. (2006). Zhou, Hao ; Bollerslev, Tim.
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34. Option prices, exchange market intervention, and the higher moment expectations channel: a user’s guide. (2006). Melick, Will ; Humpage, Owen ; Higgins, Patrick ; Galati, Gabriele.
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35. Option-implied risk preferences: An extension to wider classes of utility functions. (2006). Kim, Tong Suk ; Kang, Byung Jin .
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36. Intergenerational equity and the discount rate for cost-benefit analysis. (2006). Rubinchik, Anna.
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37. Can risk aversion indicators anticipate financial crises?. (2006). Gex, Mathieu ; Coudert, Virginie.
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38. Option-implied preferences adjustments, density forecasts, and the equity risk premium. (2006). Blanco, Roberto ; Rubio, Gonzalo ; Alonso, Francisco.
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39. Inferring option-implied investors risk preferences. (2005). Giamouridis, Daniel.
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40. Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution. (2005). Markose, Sheri ; Alentorn, Amadeo.
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41. Extracting expectations from currency option prices: a comparison of methods. (2005). Micu, Marian.
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42. Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options. (2005). Hadri, Kaddour ; Bu, Ruijun.
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43. Recovering market expectations of FOMC rate changes with options on federal funds futures. (2005). Melick, Will ; Craig, Ben ; Carlson, John.
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44. Explicit solutions to an optimal portfolio choice problem with stochastic income. (2005). Henderson, Vicky.
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45. Option Pricing Kernels and the ICAPM. (2005). Brennan, Michael ; Xia, Yihong ; Liu, Xiaoquan.
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46. Measuring investors risk appetite. (2005). Vause, Nicholas ; Gai, Prasanna.
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47. Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options. (2004). Yan, Shu ; Santa-Clara, Pedro.
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48. Limits of Arbitrage, Sentiment and Pricing Kernal: Evidences from Index Options. (2004). Han, Bin.
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49. The informational content of over-the-counter currency options. (2004). Mazzotta, Stefano ; Christoffersen, Peter.
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50. Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB. (2004). Vähämaa, Sami ; Vahamaa, Sami.
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