The economic value of volatility transmission between the stock and bond markets.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 11, p. 1066, doi. 10.1002/fut.20342
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2008 AND VI 28 AND IP 11
Results: 4
1
2
The information content in implied idiosyncratic volatility and the cross-section of stock returns: Evidence from the option markets.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 11, p. 1013, doi. 10.1002/fut.20327
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- Publication type:
- Article
3
Testing the martingale hypothesis for futures prices: Implications for hedgers.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 11, p. 1040, doi. 10.1002/fut.20343
- By:
- Publication type:
- Article
4
Dynamic hedging with futures: A copula-based GARCH model.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 11, p. 1095, doi. 10.1002/fut.20345
- By:
- Publication type:
- Article