Aggregate Volatility and Market Jump Risk: An Option-Based Explanation to Size and Value Premia.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 1, p. 34, doi. 10.1002/fut.21589
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2014 AND VI 34 AND IP 1
Results: 6
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The Relation Between Market Liquidity and Anonymity in the Presence of Tick Size Constraints.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 1, p. 56, doi. 10.1002/fut.21580
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- Publication type:
- Article
3
The Impact of Co-Location of Securities Exchanges' and Traders' Computer Servers on Market Liquidity.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 1, p. 20, doi. 10.1002/fut.21631
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- Publication type:
- Article
4
Pricing Multiasset Cross-Currency Options.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 1, p. 1, doi. 10.1002/fut.21590
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- Publication type:
- Article
5
The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 1, p. 93, doi. 10.1002/fut.21587
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- Publication type:
- Article
6
Examining the Return-Volatility Relation for Foreign Exchange: Evidence from the Euro VIX.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 1, p. 74, doi. 10.1002/fut.21582
- By:
- Publication type:
- Article