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Option-implied dependence and correlation risk premium
Bondarenko, Oleg; Bernard, Carole - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 7, pp. 3139-3189
Persistent link: https://www.econbiz.de/10015156678
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Market return around the clock : a puzzle
Bondarenko, Oleg; Muravyev, Dmitriy - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 3, pp. 939-967
Persistent link: https://www.econbiz.de/10014309319