//-->
On dynamic forward rate modeling and principal component analysis
Bermin, Hans-Peter, (2014)
Zero-coupon interest rates : evaluating three alternative datasets
Díaz Pérez, Antonio, (2019)
LIBOR : origins, economics, crisis, scandal, and reform
Hou, David, (2014)
The relationship between index option moneyness and relative liquidity
Etling, Cheri, (2000)
Daily and intradaily tests of European put-call parity
Kamara, Avraham, (1995)
The effect of futures trading on the stability of Standard and Poor 500 returns
Kamara, Avraham, (1992)