Scandinavian Working Papers in Business Administration
Finance Research Group Working Papers,
University of Aarhus, Aarhus School of Business, Department of Business Studies
No F-2009-5: A Consistent Pricing Model for Index Options and Volatility Derivatives
Rama Cont and Thomas Kokholm
No F-2009-4: Investment Timing, Liquidity, and Agency Costs of Debt
Stefan Hirth and Marliese Uhrig-Homburg
No F-2009-3: Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
Lasse Bork
No F-2009-2: The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks
Leonidas Tsiaras
No F-2009-1: Sato Processes in Default Modeling
Thomas Kokholm and Elisa Nicolato
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