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The mispricing of callable US Treasury bonds : a closer look
Jordan, Bradford D. - In: The journal of futures markets 18 (1998) 1, pp. 35-51
Persistent link: https://www.econbiz.de/10001234361
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Does options trading lead to greater cash market volatility?
Chatrath, Arjun - In: The journal of futures markets 15 (1995) 7, pp. 785-803
Persistent link: https://www.econbiz.de/10001190083
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The mispricing of US treasury callable bonds
Carayannopoulos, Peter - In: The journal of futures markets 15 (1995) 8, pp. 861-879
Persistent link: https://www.econbiz.de/10001190840
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The mispricing of callable US treasury bonds : a note
Carayannopoulos, Peter - In: The journal of futures markets 18 (1998) 3, pp. 329-342
Persistent link: https://www.econbiz.de/10001242650
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Informational content in historical CTA performance
McCarthy, David J. - In: The journal of futures markets 17 (1997) 3, pp. 317-339
Persistent link: https://www.econbiz.de/10001221314
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An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung; Lee, Yung-Hsin; Chao, Wan-Ling - In: The journal of futures markets 35 (2015) 12, pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
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Corridor volatility risk and expected returns
Dotsis, George; Vlastakis, Nikolaos - In: The journal of futures markets 36 (2016) 5, pp. 488-505
Persistent link: https://www.econbiz.de/10011568446
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Asymmetric effects of volatility risk on stock returns : evidence from VIX and VIX futures
Fu, Xi; Sandri, Matteo; Shackleton, Mark B. - In: The journal of futures markets 36 (2016) 11, pp. 1029-1056
Persistent link: https://www.econbiz.de/10011569013
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Volatility forecasts : do volatility estimators and evaluation methods matter?
Jiang, I-Ming; Hung, Jui-Cheng; Wang, Chuan-San - In: The journal of futures markets 34 (2014) 11, pp. 1077-1094
Persistent link: https://www.econbiz.de/10010508678
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High moment variations and their application
Choe, Geon Ho; Lee, Kyungsub - In: The journal of futures markets 34 (2014) 11, pp. 1040-1061
Persistent link: https://www.econbiz.de/10010508680