| VPIN, jump dynamics and inventory announcements in energy futures markets
|
2017 |
Bjursell, Johan |
| Macroeconomic conditions and credit default swap spread changes
|
2017 |
Kim, Tong Suk |
| The CDS-Bond basis arbitrage and the cross section of corporate bond returns
|
2017 |
Kim, Gi H. |
| A bivariate high-frequency-based volatility model for optimal futures hedging
|
2017 |
Lai, Yu-Sheng |
| Trading activity and rate of convergence in commodity futures markets
|
2017 |
Bosch, David |
| Informed trading in the options market and stock return predictability
|
2017 |
Han, Joongho |
| Forecasting the volatility of Nikkei 225 futures
|
2017 |
Asai, Manabu |
| Pricing vulnerable options with jump clustering
|
2017 |
Ma, Yong |
| Price discovery and foreign participation in Korea's government bond futures and cash markets
|
2017 |
Park, Cyn-Young |
| Cross-hedging ambiguous exchange rate risk
|
2017 |
Kit, Pong Wong |
| Trading the VIX futures roll and volatility premiums with VIX options
|
2017 |
Simon, David P. |
| The skewness implied in the Heston model and its application
|
2017 |
Zhang, Jin E. |
| Net buying pressure and option informed trading
|
2017 |
Chen, Chao-Chun |
| Volatility smile and one-month foreign currency volatility forecasts
|
2017 |
Wong, Alfred Huah-Syn |
| The binomial CEV model and the Greeks
|
2017 |
Cruz, Aricson |
| Differences in the prices of vulnerable options with different counterparties
|
2017 |
Wang, Xingchun |
| VIX exchange traded products : price discovery, hedging, and trading strategy
|
2017 |
Bordonado, Christoffer |
| Tail wags dog : intraday price discovery in VIX markets
|
2017 |
Bollen, Nicolas P. B. |
| The valuation of power exchange options with counterparty risk and jump risk
|
2017 |
Wang, Xingchun |
| Expanding the explanations for the return-volatility relation
|
2017 |
Talukdar, Bakhtear |
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