متابعة
Arben Kita
Arben Kita
بريد إلكتروني تم التحقق منه على liverpool.ac.uk
عنوان
عدد مرات الاقتباسات
عدد مرات الاقتباسات
السنة
Investor attention and FX market volatility
J Goddard, A Kita, Q Wang
Journal of International Financial Markets, Institutions and Money 38, 79-96, 2015
1562015
Investor attention and FX market volatility
A Kita, Q Wang
Available at SSRN 2022100, 2012
312012
Speculate against speculative demand
O Ap Gwilym, A Kita, Q Wang
International Review of Financial Analysis 34, 212-221, 2014
142014
Same firm, two volatilities: How variance risk is priced in credit and equity markets
A Kita, DL Tortorice
Journal of Corporate Finance 69, 101885, 2021
52021
Arbitrage in International Sovereign Debt Markets? Evidence from the Inflation‐Protected Securities of Six Countries
A Kita, DL Tortorice
Journal of Money, Credit and Banking 53 (6), 1417-1448, 2021
32021
CDS spreads explained with credit spread volatility and jump risk of individual firms
A Kita
Available at SSRN 2136458, 2012
32012
Can Risk Models Extract Inflation Expectations from Financial Market Data? Evidence from the Inflation Protected Securities of Six Countries
DL Tortorice, A Kita
College of the Holy Cross, Department of Economics Working Papers, 2018
22018
Machine learning predictions of credit and equity risk Premia
A Kita
Available at SSRN 3800205, 2021
12021
Liquidity of Central Stocks
A Kita, Y Zhang
Available at SSRN 5072373, 2024
2024
Risk Shocks and Business Cycles: Evidence from Credit Options
A Kita, DL Tortorice
Available at SSRN 4721719, 2024
2024
Option-Based Volatility Timing
A Kita, D Ronchetti, Y Zhang
Available at SSRN 4391540, 2023
2023
Extrapolation and Cognitive Dissonance in the Market for Credit Risk
A Kita
Extrapolation and Cognitive Dissonance in the Market for Credit Risk: Kita …, 2021
2021
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مقالات 1–12