What moves option-implied bond market expectations?
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 9, p. 817, doi. 10.1002/fut.20164
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2005 AND VI 25 AND IP 9
Results: 4
1
2
The response of volume and returns to the information shocks in China's commodity futures markets.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 9, p. 893, doi. 10.1002/fut.20165
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- Publication type:
- Article
3
Option pricing under extended normal distribution.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 9, p. 845, doi. 10.1002/fut.20168
- By:
- Publication type:
- Article
4
A comparative study of alternative extreme-value volatility estimators.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 9, p. 873, doi. 10.1002/fut.20169
- By:
- Publication type:
- Article