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Arben Kita
Title
Cited by
Cited by
Year
Investor attention and FX market volatility
J Goddard, A Kita, Q Wang
Journal of International Financial Markets, Institutions and Money 38, 79-96, 2015
1632015
Speculate against speculative demand
O Ap Gwilym, A Kita, Q Wang
International Review of Financial Analysis 34, 212-221, 2014
132014
CDS spreads explained with credit spread volatility and jump risk of individual firms
A Kita
Available at SSRN 2136458, 2012
42012
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
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
32021
Machine learning predictions of credit and equity risk Premia
A Kita
Available at SSRN 3800205, 2021
12021
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
12018
Risk Shocks and Business Cycles: Evidence from Credit Options
A Kita, DL Tortorice
Available at SSRN, 2024
2024
Option-Based Volatility Timing
A Kita, D Ronchetti, Y Zhang
Available at SSRN, 2023
2023
Extrapolation and Cognitive Dissonance in the Market for Credit Risk
A Kita
Available at SSRN 3740487, 2020
2020
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Articles 1–10