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The relationship of liquid money and selected price indices in the USA
Černohorský, Jan, (2021)
Do properly anticipated prices fluctuate randomly? : evidence from VIX futures markets
Aragon, George O., (2018)
On the interplay between US sectoral CDS, stock and VIX indices : fresh insights from wavelet approaches
Shahzad, Syed Jawad Hussain, (2020)
A methodology for measuring transaction costs
Collins, Bruce M., (1991)
Pricing futures and portfolio applications
Fabozzi, Frank J., (2005)
Common stock markets, trading arrangements, and trading costs
Fabozzi, Frank J., (2002)