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1. Options-Pricing Formula with Disaster Risk. (2016). Barro, Robert ; Liao, Gordon Y.
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2. Anatomy of a meltdown: The risk neutral density for the S&P 500 in the fall of 2008. (2012). Birru, Justin ; Figlewski, Stephen.
   In: Journal of Financial Markets.
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3. Stock market momentum, business conditions, and GARCH option pricing models. (2011). Huang, Hsin-Yi ; Chiang, Min-Hsien .
   In: Journal of Empirical Finance.
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4. Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation. (2011). Hung, Jui-Cheng ; Su, Jung-Bin.
   In: Economic Modelling.
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5. Returns of claims on the upside and the viability of U-shaped pricing kernels. (2010). Madan, Dilip ; Bakshi, Gurdip ; Panayotov, George .
   In: Journal of Financial Economics.
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6. Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009. (2010). Rangel, Jose ; Benavides, Guillermo ; Abarca, Gustavo .
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7. Valuation of Timber Harvesting Options Using a Contingent Claims Approach. (2009). Khajuria, Rajendra Prasad ; Laaksonen-Craig, Susanna ; Kant, Shashi.
   In: Land Economics.
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8. Learning and Asset-Price Jumps. (2009). Bansal, Ravi ; Shaliastovich, Ivan.
   In: NBER Working Papers.
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9. Market moves and the information content of option prices. (2009). Jackson, David ; McIntyre, Michael L..
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:18:y:2009:i:2:p:327-340.

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10. A note on estimating realignment probabilities - A first-passage-time approach. (2009). Lo, C. F. ; Hui, C. H..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:5:p:804-812.

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11. Impact of US and UK macroeconomic news announcements on the return distribution implied by FTSE-100 index options. (2008). ijo, Janne.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:17:y:2008:i:2:p:242-258.

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12. Do interventions in foreign exchange markets modify investors expectations? The experience of Japan between 1992 and 2004. (2008). Morel, Christophe ; Teiletche, Jerome .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:2:p:211-231.

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13. Adaptive Expectations and Stock Market Crashes. (2007). Frankel, David M..
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14. Currency Crisis Triggers: Sunspots or Thresholds?. (2007). guimaraes, bernardo ; Guimares, Bernardo .
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15. Assessing central bank credibility during the EMS crises: Comparing option and spot market-based forecasts. (2005). Mittnik, Stefan ; Mizrach, Bruce ; Haas, Markus.
    In: CFS Working Paper Series.
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16. Should Central Banks Burst Bubbles?. (2005). Conlon, John.
    In: Game Theory and Information.
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17. Extracting expectations from currency option prices: a comparison of methods. (2005). Micu, Marian .
    In: Computing in Economics and Finance 2005.
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18. Modeling time series information into option prices: An empirical evaluation of statistical projection and GARCH option pricing model. (2005). Chen, An-Sing ; Leung, Mark T..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:12:p:2947-2969.

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19. Hedging the smirk. (2005). Bates, David S..
    In: Finance Research Letters.
    RePEc:eee:finlet:v:2:y:2005:i:4:p:195-200.

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20. Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts. (2004). Mittnik, Stefan ; Haas, Markus.
    In: Departmental Working Papers.
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21. Prediction Markets. (2004). Zitzewitz, Eric ; Wolfers, Justin.
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22. Empirical comparison of alternative stochastic volatility option pricing models: Evidence from Korean KOSPI 200 index options market. (2004). Kim, In Joon, .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:12:y:2004:i:2:p:117-142.

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23. Modeling the business risk of financially weakened firms: A new approach for corporate bond pricing. (2004). Moraux, Franck.
    In: International Review of Financial Analysis.
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24. Nonparametric Methods in Continuous-Time Finance: A Selective Review. (2003). Hong, Yongmiao ; CAI, ZONGWU.
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25. Moneyness and the response of the implied volatilities to price changes: The empirical evidence from HSI options. (2003). Cheng, Louis T. W., ; Lung, Peter P. ; Chan, Kam C..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:11:y:2003:i:4:p:527-553.

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26. The devaluation expectations in Hong Kong and their determinants. (2003). Rzepkowski, Bronka .
    In: Journal of the Japanese and International Economies.
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27. Normality tests of option-implied risk-neutral densities: evidence from the small Finnish market. (2003). Nikkinen, Jussi .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:2:p:99-116.

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28. When Did The Smart Money in Enron Lose Its Smirk?. (2002). Mizrach, Bruce.
    In: Departmental Working Papers.
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29. The Market for Crash Risk. (2001). Bates, Robert.
    In: NBER Working Papers.
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30. 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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31. The term structure of credit spreads with jump risk. (2001). ZHOU, CHUNSHENG.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:11:p:2015-2040.

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32. Reading PIBOR futures options smiles: The 1997 snap election. (2001). Rockinger, Michael ; Jondeau, Eric ; Coutant, Sophie .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:11:p:1957-1987.

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33. Moral Hazard and the US Stock Market: The Idea of a Greenspan Put. (2001). zhang, lei ; Miller, Marcus ; Weller, Paul .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3041.

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34. Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices. (2000). Stein, Jeremy ; Hong, Harrison ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7687.

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35. Reading the smile: the message conveyed by methods which infer risk neutral densities. (2000). Rockinger, Michael ; Jondeau, Eric.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:19:y:2000:i:6:p:885-915.

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36. Pricing and hedging long-term options. (2000). Chen, Zhiwu ; Cao, Charles ; Bakshi, Gurdip .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:94:y:2000:i:1-2:p:277-318.

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37. Precificação de Opções com Volatilidade Estocástica e Saltos. (1999). Guimares, B. V. ; Da Silva, M. E..
    In: Finance Lab Working Papers.
    RePEc:ibm:finlab:flwp_11.

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38. Semiparametric Pricing of Multivariate Contingent Claims. (1999). Rosenberg, Joshua.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-028.

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39. Extracting market expectations from option prices: case studies in Japanese option markets. (1999). Shiratsuka, Shigenori ; Nakamura, Hisashi .
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40. Why do we smile? On the determinants of the implied volatility function. (1999). Rubio, Gonzalo ; Pena, Ignacio ; Serna, Gregorio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:8:p:1151-1179.

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41. The Information Content of Interest Rate Futures Options. (1999). Mc Manus, Des, .
    In: Staff Working Papers.
    RePEc:bca:bocawp:99-15.

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42. Option Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities. (1998). David, Alexander ; Veronesi, Pietro.
    In: CRSP working papers.
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43. Valuing the Futures Market Clearinghouses Default Exposure During the 1987 Crash. (1998). Bates, David ; Craine, Roger .
    In: NBER Working Papers.
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44. Human Behavior and the Efficiency of the Financial System. (1998). Shiller, Robert.
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45. The relative mispricing of the constant variance American put model. (1998). Culumovic, Louis ; Hadjiyannakis, Steve ; Welch, Robert L..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:7:y:1998:i:2:p:149-171.

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46. Post-87 Crash Fears in S&P 500 Futures Options. (1997). Bates, Robert.
    In: NBER Working Papers.
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47. New techniques to extract market expectations from financial instruments. (1997). Svensson, Lars ; Söderlind, Paul.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:40:y:1997:i:2:p:383-429.

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48. Asymptotic filtering theory for multivariate ARCH models. (1996). Nelson, Daniel B..
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    RePEc:eee:econom:v:71:y:1996:i:1-2:p:1-47.

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49. An Alternative Model for Contingent Claims. (1995). Chen, Zhiwu ; Gurdip S. Bakshi and, .
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50. Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets. (1992). Tsutsui, Yoshiro ; Shiller, Robert ; Kon-Ya, Fumiko.
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