| Optimal hedging using both regular and weather derivatives
|
2017 |
Castillo, Augusto |
| Impact of seasoned equity and private placement disclosures on derivative prices : are the spot and option markets integrated?
|
2017 |
Mohamed Ariff |
| Operational constraints of equity financed budget deficit in interest-free economy
|
2017 |
Onour, Ibrahim A. |
| Modelling VIX and VIX derivatives with reducible diffusions
|
2017 |
Tong, Zhigang |
| Measuring volatility in the Indian commodity futures
|
2017 |
Kirithiga, S. |
| A nonlinear diffusion model for electricity prices and derivatives
|
2017 |
Tong, Zhigang |
| News and sovereign CDS markets : evidence from the Euro area
|
2017 |
Chebbi, Tarek |
| Real rate swaption and zero coupon inflation index swaption
|
2017 |
Kamtchueng, Christian |
| Smile perfect match extension
|
2017 |
Kamtchueng, Christian |
| The weekend effect : a fractional integration and trading robot analysis
|
2017 |
Caporale, Guglielmo Maria |
| Monetary policy expectations and the Malaysian deposit market : analysis of Islamic rates of return and conventional interest rates
|
2017 |
Ito, Takayasu |
| Adaptive mesh relocation refinement on Kim's method : enhanced approximations and upper bounds for American options
|
2017 |
Zeller, Thomas L. |
| Spillover effects of foreign institutional investments in India
|
2017 |
Kumar Behera, Harendra |
| Do monetary policy expectations influence transmission mechanism of Danish interbank market under the negative interest rate policy?
|
2017 |
Ito, Takayasu |
| A reverse index futures split effect on liquidity and market dynamics
|
2017 |
Athanasios, Fassas |
| Zero interest rates and cross-section of stock returns
|
2017 |
Abuelfadl, Moustafa |
| Corporate bond trading in Indonesia : an empirical study of the role of volume and volatility
|
2017 |
Puspaputri, S. Utami |
| Long memory forecasting of yield spreads using a fractionally integrated ARMA model and its application in Islamic capital market
|
2017 |
Bousalam, Issam |
| Politically linked spin-offs : evidence from Malaysia
|
2016 |
Zakaria, Nadisah |
| Are serial acquirers good targets for acquisition? : an accounting perspective
|
2016 |
Nnadi, Matthias |
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