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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff, (1998)
Does options trading lead to greater cash market volatility?
Chatrath, Arjun, (1995)
The role of the COVID-19 pandemic in US market volatility : evidence from the VIX index
Apergēs, Nikolaos, (2023)
Hedging GNMA mortgage-backed securities with T-note futures : dynamic versus static hedging
Koutmos, Gregory, (1999)
Dynamic cross hedging with mortgage-backed securities
Koutmos, Gregory, (1998)
Index futures and positive feedback trading : evidence from major stock exchanges
Antoniou, Antonios, (2005)