A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 6, p. 494, doi. 10.1002/fut.21594
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2013 AND VI 33 AND IP 6
Results: 5
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Contemporaneous Spill-Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices Contemporaneous Spill-Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 6, p. 555, doi. 10.1002/fut.21600
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- Article
3
Editor's Note.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 6, p. 493, doi. 10.1002/fut.21604
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- Article
4
The Linkage Between the Options and Credit Default Swap Markets During the Subprime Mortgage Crisis.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 6, p. 518, doi. 10.1002/fut.21595
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- Article
5
Transmigration Across Price Discovery Categories: Evidence from the U.S. CDS and Equity Markets Transmigration Across Price Discovery Categories: Evidence from the U.S. CDS and Equity Markets.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 6, p. 573, doi. 10.1002/fut.21599
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- Publication type:
- Article