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Keywords: G22
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Journal Articles
Journal:
China Finance Review International
China Finance Review International (2018) 8 (4): 425–440.
Published: 20 March 2018
... the theory of Gram-Charlier option. More importantly, the authors further propose a novel iterative method to estimate skewness and kurtosis in practical application. The empirical evidence suggests that the Gram-Charlier pricing model captures the information content of skewness and kurtosis. G21 G22...
Journal Articles
Journal:
China Finance Review International
China Finance Review International (2017) 7 (4): 390–406.
Published: 21 September 2017
... at: yaojie_zhang@126.com 12 12 2016 14 02 2017 20 03 2017 © Emerald Publishing Limited 2017 Emerald Publishing Limited Licensed re-use rights only Option pricing Deposit insurance Market model Systematic risk G21 G22 G28 Based on the assumption of the market model...
Journal Articles
Journal:
China Finance Review International
China Finance Review International (2016) 6 (3): 304–318.
Published: 15 August 2016
... Spatial effects G22 G15 N25 The exchange rate has essential effects on import and export trades. The People’s Bank of China (PBOC) has been delaying free exchange rate police because PBOC worries that exchange rate volatility is difficult for enterprises to hedge foreign exchange risk, which...
