Nonlinear asymmetric models of the short-term interest rate.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 9, p. 869, doi. 10.1002/fut.20214
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2006 AND VI 26 AND IP 9
Results: 4
1
2
Option bid-ask spread and scalping risk: Evidence from a covered warrants market.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 9, p. 843, doi. 10.1002/fut.20216
- By:
- Publication type:
- Article
3
Valuation and optimal strategies of convertible bonds.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 9, p. 895, doi. 10.1002/fut.20219
- By:
- Publication type:
- Article
4
New evidence on expiration-day effects using realized volatility: An intraday analysis for the Spanish stock exchange.
- Published in:
- Journal of Futures Markets, 2006, v. 26, n. 9, p. 923, doi. 10.1002/fut.20220
- By:
- Publication type:
- Article