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The paper examines empirical returns from holding thirty- and ninety-day call and put positions,and the forecasting performance of implied volatility in the live and feeder cattle optionsmarkets. In both markets, implied volatility is an upwardly biased and inefficient predictor ofrealized...
Persistent link: https://www.econbiz.de/10009446388
Includes cover page, journal info, contents page, and editorial information
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The purpose of the research was to analyse functioning of the fresh fruit market in Poland on the example of Grójec region, which is the main area of fruit production in the country, especially in the case of apple. The collected data showed that the sale of fresh fruit through intermediaries...
Persistent link: https://www.econbiz.de/10011201217
Cover page and table of contents for issue 41/2
Persistent link: https://www.econbiz.de/10010911076
This brief examines the Government Procurement Agreement and its relevance for developing countries, providing Syrian negotiators in the context of negotiations for WTO accession with specific recommendations.
Persistent link: https://www.econbiz.de/10011069802
Persistent link: https://www.econbiz.de/10010923352
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The paper examines empirical returns from holding thirty- and ninety-day call and put positions, and the forecasting performance of implied volatility in the live and feeder cattle options markets. In both markets, implied volatility is an upwardly biased and inefficient predictor of realized...
Persistent link: https://www.econbiz.de/10009368384
Includes: Front Cover, Table of Contents, Editorial Information
Persistent link: https://www.econbiz.de/10009368757